AMFL[Strategy] vs INav[Benchmark]

10 Jan, 2025 - 29 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	83.0%	100.0%
Cumulative Return	33.06%	32.75%
CAGR﹪	22.98%	22.77%
Sharpe	5.36	8.45
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.69	5.82
Sortino	10.59	18.53
Smart Sortino	7.29	12.76
Sortino/√2	7.49	13.1
Smart Sortino/√2	5.16	9.02
Omega	2.51	2.51
Max Drawdown	-0.65%	-0.51%
Longest DD Days	9	9
Volatility (ann.)	2.58%	1.62%
R^2	0.2	0.2
Information Ratio	0.01	0.01
Calmar	35.22	44.85
Skew	0.43	0.39
Kurtosis	3.46	5.14
Expected Daily	0.08%	0.08%
Expected Monthly	1.69%	1.68%
Expected Yearly	15.35%	15.22%
Kelly Criterion	54.29%	74.73%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.19%	-0.09%
Expected Shortfall (cVaR)	-0.19%	-0.09%
Max Consecutive Wins	9	28
Max Consecutive Losses	2	2
Gain/Pain Ratio	3.13	8.52
Gain/Pain (1M)	-	-
Payoff Ratio	1.15	1.44
Profit Factor	4.13	9.52
Common Sense Ratio	8.56	35.42
CPC Index	3.6	11.64
Tail Ratio	2.07	3.72
Outlier Win Ratio	3.05	3.89
Outlier Loss Ratio	1.58	3.17
MTD	1.43%	1.36%
3M	4.18%	4.35%
6M	8.73%	8.7%
YTD	7.09%	7.32%
1Y	22.72%	22.52%
3Y (ann.)	22.98%	22.77%
5Y (ann.)	22.98%	22.77%
10Y (ann.)	22.98%	22.77%
All-time (ann.)	22.98%	22.77%
Best Day	0.99%	0.59%
Worst Day	-0.65%	-0.41%
Best Month	2.91%	3.2%
Worst Month	0.87%	0.89%
Best Year	24.26%	23.7%
Worst Year	7.09%	7.32%
Avg. Drawdown	-0.14%	-0.08%
Avg. Drawdown Days	2	2
Recovery Factor	50.67	64.5
Ulcer Index	0.0	0.0
Serenity Index	310.32	596.48
Avg. Up Month	1.7%	1.68%
Avg. Down Month	-	-
Win Days	75.52%	85.1%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.71	-
Alpha	0.06	-
Correlation	44.46%	-
Treynor Ratio	36.69%	-