AMNR[Strategy] vs INav[Benchmark]

25 Jan, 2024 - 21 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	54.9%	54.83%
CAGR﹪	18.54%	18.52%
Sharpe	15.27	0.86
Prob. Sharpe Ratio	-	65.74%
Smart Sharpe	12.9	0.73
Sortino	539.45	1.32
Smart Sortino	455.76	1.12
Sortino/√2	381.45	0.94
Smart Sortino/√2	322.27	0.79
Omega	466.19	466.19
Max Drawdown	-	-13.06%
Longest DD Days	-	-
Volatility (ann.)	0.66%	12.64%
R^2	0.01	0.01
Information Ratio	-0.0	-0.0
Calmar	-	1.42
Skew	1.58	3.86
Kurtosis	1.42	318.17
Expected Daily	0.07%	0.07%
Expected Monthly	1.38%	1.38%
Expected Yearly	15.71%	15.69%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.0%	-1.24%
Expected Shortfall (cVaR)	-0.0%	-1.24%
Max Consecutive Wins	653	243
Max Consecutive Losses	0	1
Gain/Pain Ratio	-	2.98
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	3.98
Common Sense Ratio	-	17.63
CPC Index	-	-
Tail Ratio	4.72	4.43
Outlier Win Ratio	2.64	1.88
Outlier Loss Ratio	-	-0.01
MTD	0.78%	0.78%
3M	3.65%	3.58%
6M	7.21%	7.27%
YTD	9.49%	9.65%
1Y	16.37%	16.3%
3Y (ann.)	18.54%	18.52%
5Y (ann.)	18.54%	18.52%
10Y (ann.)	18.54%	18.52%
All-time (ann.)	18.54%	18.52%
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	9.49%	9.65%
Avg. Drawdown	-	-5.12%
Avg. Drawdown Days	-	-
Recovery Factor	-	4.2
Ulcer Index	0.0	0.01
Serenity Index	-	84.22
Avg. Up Month	1.38%	1.38%
Avg. Down Month	-	-
Win Days	100.0%	99.54%
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	-7.56%	-
Treynor Ratio	-12103.65%	-