AMGB[Strategy] vs INav[Benchmark]

6 Jan, 2025 - 17 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	92.0%	100.0%
Cumulative Return	31.8%	31.81%
CAGR﹪	24.15%	24.15%
Sharpe	1.55	1.73
Prob. Sharpe Ratio	90.8%	95.8%
Smart Sharpe	1.54	1.72
Sortino	2.5	3.04
Smart Sortino	2.49	3.03
Sortino/√2	1.77	2.15
Smart Sortino/√2	1.76	2.14
Omega	1.32	1.32
Max Drawdown	-6.9%	-6.83%
Longest DD Days	94	93
Volatility (ann.)	9.85%	8.78%
R^2	0.67	0.67
Information Ratio	0.0	0.0
Calmar	3.5	3.54
Skew	0.75	1.49
Kurtosis	5.43	10.43
Expected Daily	0.09%	0.09%
Expected Monthly	1.74%	1.74%
Expected Yearly	14.81%	14.81%
Kelly Criterion	18.84%	18.69%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.93%	-0.82%
Expected Shortfall (cVaR)	-0.93%	-0.82%
Max Consecutive Wins	8	8
Max Consecutive Losses	5	7
Gain/Pain Ratio	0.49	0.59
Gain/Pain (1M)	4.36	4.38
Payoff Ratio	1.18	1.3
Profit Factor	1.49	1.59
Common Sense Ratio	1.5	2.05
CPC Index	0.99	1.12
Tail Ratio	1.01	1.29
Outlier Win Ratio	3.37	3.46
Outlier Loss Ratio	2.91	4.02
MTD	1.22%	1.28%
3M	5.15%	5.03%
6M	7.97%	8.75%
YTD	4.16%	4.7%
1Y	24.13%	24.1%
3Y (ann.)	24.15%	24.15%
5Y (ann.)	24.15%	24.15%
10Y (ann.)	24.15%	24.15%
All-time (ann.)	24.15%	24.15%
Best Day	3.97%	4.25%
Worst Day	-1.9%	-1.75%
Best Month	6.2%	6.66%
Worst Month	-3.46%	-3.32%
Best Year	26.54%	25.88%
Worst Year	4.16%	4.7%
Avg. Drawdown	-1.34%	-1.42%
Avg. Drawdown Days	16	19
Recovery Factor	4.61	4.66
Ulcer Index	0.03	0.02
Serenity Index	1.26	1.2
Avg. Up Month	2.89%	2.9%
Avg. Down Month	-2.16%	-2.07%
Win Days	56.08%	54.04%
Win Month	81.25%	75.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.92	-
Alpha	0.02	-
Correlation	82.16%	-
Treynor Ratio	26.91%	-