AMFL[Strategy] vs INav[Benchmark]

10 Jan, 2025 - 18 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	81.0%	100.0%
Cumulative Return	39.79%	39.32%
CAGR﹪	21.96%	21.71%
Sharpe	5.39	8.4
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.77	5.88
Sortino	10.58	18.66
Smart Sortino	7.41	13.06
Sortino/√2	7.48	13.19
Smart Sortino/√2	5.24	9.24
Omega	2.55	2.55
Max Drawdown	-0.65%	-0.51%
Longest DD Days	9	9
Volatility (ann.)	2.4%	1.52%
R^2	0.19	0.19
Information Ratio	0.01	0.01
Calmar	33.64	42.76
Skew	0.45	0.47
Kurtosis	4.15	5.71
Expected Daily	0.08%	0.08%
Expected Monthly	1.61%	1.59%
Expected Yearly	18.23%	18.03%
Kelly Criterion	55.94%	76.62%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.17%	-0.08%
Expected Shortfall (cVaR)	-0.17%	-0.08%
Max Consecutive Wins	9	28
Max Consecutive Losses	2	2
Gain/Pain Ratio	3.4	9.29
Gain/Pain (1M)	-	-
Payoff Ratio	1.04	1.32
Profit Factor	4.4	10.29
Common Sense Ratio	9.29	39.04
CPC Index	3.56	11.8
Tail Ratio	2.11	3.79
Outlier Win Ratio	3.23	4.04
Outlier Loss Ratio	1.58	3.18
MTD	0.93%	0.85%
3M	4.36%	4.15%
6M	8.69%	8.57%
YTD	12.5%	12.63%
1Y	18.44%	17.97%
3Y (ann.)	21.96%	21.71%
5Y (ann.)	21.96%	21.71%
10Y (ann.)	21.96%	21.71%
All-time (ann.)	21.96%	21.71%
Best Day	0.99%	0.59%
Worst Day	-0.65%	-0.41%
Best Month	2.91%	3.2%
Worst Month	0.87%	0.85%
Best Year	24.26%	23.7%
Worst Year	12.5%	12.63%
Avg. Drawdown	-0.13%	-0.07%
Avg. Drawdown Days	2	2
Recovery Factor	60.97	77.44
Ulcer Index	0.0	0.0
Serenity Index	416.81	840.7
Avg. Up Month	1.61%	1.59%
Avg. Down Month	-	-
Win Days	77.52%	86.68%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.7	-
Alpha	0.06	-
Correlation	44.07%	-
Treynor Ratio	46.94%	-