AMNR[Strategy] vs INav[Benchmark]

25 Jan, 2024 - 22 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	49.67%	49.59%
CAGR﹪	18.96%	18.93%
Sharpe	15.56	0.85
Prob. Sharpe Ratio	-	63.45%
Smart Sharpe	13.04	0.71
Sortino	530.74	1.31
Smart Sortino	444.85	1.1
Sortino/√2	375.29	0.92
Smart Sortino/√2	314.55	0.78
Omega	435.7	435.7
Max Drawdown	-	-13.06%
Longest DD Days	-	-
Volatility (ann.)	0.67%	13.31%
R^2	0.01	0.01
Information Ratio	-0.0	-0.0
Calmar	-	1.45
Skew	1.55	3.66
Kurtosis	1.3	287.07
Expected Daily	0.07%	0.07%
Expected Monthly	1.4%	1.4%
Expected Yearly	14.39%	14.37%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.0%	-1.31%
Expected Shortfall (cVaR)	-0.0%	-1.31%
Max Consecutive Wins	589	243
Max Consecutive Losses	0	1
Gain/Pain Ratio	-	2.76
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	3.76
Common Sense Ratio	-	16.13
CPC Index	-	-
Tail Ratio	4.73	4.29
Outlier Win Ratio	2.64	1.84
Outlier Loss Ratio	-	-0.01
MTD	0.8%	0.84%
3M	3.59%	3.64%
6M	7.72%	7.73%
YTD	5.79%	5.94%
1Y	17.93%	17.86%
3Y (ann.)	18.96%	18.93%
5Y (ann.)	18.96%	18.93%
10Y (ann.)	18.96%	18.93%
All-time (ann.)	18.96%	18.93%
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	5.79%	5.94%
Avg. Drawdown	-	-5.12%
Avg. Drawdown Days	-	-
Recovery Factor	-	3.8
Ulcer Index	0.0	0.01
Serenity Index	-	71.12
Avg. Up Month	1.4%	1.4%
Avg. Down Month	-	-
Win Days	100.0%	99.49%
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	-7.83%	-
Treynor Ratio	-10789.45%	-