AMNR[Strategy] vs INav[Benchmark]

25 Jan, 2024 - 7 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	52.18%	52.21%
CAGR﹪	18.7%	18.71%
Sharpe	15.38	0.86
Prob. Sharpe Ratio	-	64.67%
Smart Sharpe	12.92	0.72
Sortino	534.81	1.32
Smart Sortino	449.14	1.11
Sortino/√2	378.17	0.93
Smart Sortino/√2	317.59	0.78
Omega	450.39	450.39
Max Drawdown	-	-13.06%
Longest DD Days	-	-
Volatility (ann.)	0.67%	12.97%
R^2	0.01	0.01
Information Ratio	-0.0	-0.0
Calmar	-	1.43
Skew	1.56	3.76
Kurtosis	1.35	302.13
Expected Daily	0.07%	0.07%
Expected Monthly	1.36%	1.36%
Expected Yearly	15.02%	15.03%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.0%	-1.27%
Expected Shortfall (cVaR)	-0.0%	-1.27%
Max Consecutive Wins	620	243
Max Consecutive Losses	0	1
Gain/Pain Ratio	-	2.87
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	3.87
Common Sense Ratio	-	17.02
CPC Index	-	-
Tail Ratio	4.71	4.4
Outlier Win Ratio	2.62	1.84
Outlier Loss Ratio	-	-0.01
MTD	0.27%	0.27%
3M	3.57%	3.57%
6M	7.4%	7.45%
YTD	7.56%	7.8%
1Y	16.92%	17.06%
3Y (ann.)	18.7%	18.71%
5Y (ann.)	18.7%	18.71%
10Y (ann.)	18.7%	18.71%
All-time (ann.)	18.7%	18.71%
Best Day	0.25%	15.3%
Worst Day	0.0%	-13.06%
Best Month	1.83%	1.82%
Worst Month	0.23%	0.24%
Best Year	20.62%	20.59%
Worst Year	7.56%	7.8%
Avg. Drawdown	-	-5.12%
Avg. Drawdown Days	-	-
Recovery Factor	-	4.0
Ulcer Index	0.0	0.01
Serenity Index	-	77.52
Avg. Up Month	1.36%	1.37%
Avg. Down Month	-	-
Win Days	100.0%	99.52%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.0	-
Alpha	0.17	-
Correlation	-7.69%	-
Treynor Ratio	-11401.79%	-