AMNR[Strategy] vs INav[Benchmark]

25 Jan, 2024 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	36.47%	36.5%
CAGR﹪	19.84%	19.86%
Sharpe	16.23	0.8
Prob. Sharpe Ratio	-	56.81%
Smart Sharpe	13.52	0.67
Sortino	515.51	1.24
Smart Sortino	429.39	1.03
Sortino/√2	364.52	0.88
Smart Sortino/√2	303.62	0.73
Omega	418.23	418.23
Max Drawdown	-	-13.06%
Longest DD Days	-	-
Volatility (ann.)	0.69%	15.28%
R^2	0.01	0.01
Information Ratio	-0.0	-0.0
Calmar	-	1.52
Skew	1.46	3.25
Kurtosis	0.78	222.33
Expected Daily	0.07%	0.07%
Expected Monthly	1.42%	1.42%
Expected Yearly	16.82%	16.83%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.0%	-1.51%
Expected Shortfall (cVaR)	-0.0%	-1.51%
Max Consecutive Wins	437	243
Max Consecutive Losses	0	1
Gain/Pain Ratio	-	2.54
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	3.54
Common Sense Ratio	-	14.53
CPC Index	-	-
Tail Ratio	4.75	4.11
Outlier Win Ratio	2.51	1.68
Outlier Loss Ratio	-	-0.0
MTD	0.59%	0.59%
3M	4.47%	4.59%
6M	9.85%	9.99%
YTD	16.36%	16.57%
1Y	21.64%	21.78%
3Y (ann.)	19.84%	19.86%
5Y (ann.)	19.84%	19.86%
10Y (ann.)	19.84%	19.86%
All-time (ann.)	19.84%	19.86%
Best Day	0.22%	15.3%
Worst Day	0.0%	-13.06%
Best Month	1.83%	1.82%
Worst Month	0.23%	0.24%
Best Year	17.29%	17.09%
Worst Year	16.36%	16.57%
Avg. Drawdown	-	-13.06%
Avg. Drawdown Days	-	-
Recovery Factor	-	2.79
Ulcer Index	0.0	0.01
Serenity Index	-	43.03
Avg. Up Month	1.42%	1.42%
Avg. Down Month	-	-
Win Days	100.0%	99.77%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.0	-
Alpha	0.18	-
Correlation	-8.85%	-
Treynor Ratio	-7425.85%	-