AMNR[Strategy] vs INav[Benchmark]

25 Jan, 2024 - 13 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	57.88%	57.92%
CAGR﹪	18.3%	18.31%
Sharpe	15.11	0.87
Prob. Sharpe Ratio	-	67.02%
Smart Sharpe	12.83	0.74
Sortino	543.02	1.33
Smart Sortino	461.18	1.13
Sortino/√2	383.98	0.94
Smart Sortino/√2	326.1	0.8
Omega	482.33	482.33
Max Drawdown	-	-13.06%
Longest DD Days	-	-
Volatility (ann.)	0.65%	12.3%
R^2	0.01	0.01
Information Ratio	-0.0	-0.0
Calmar	-	1.4
Skew	1.59	3.97
Kurtosis	1.51	336.15
Expected Daily	0.07%	0.07%
Expected Monthly	1.35%	1.35%
Expected Yearly	16.44%	16.45%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.0%	-1.21%
Expected Shortfall (cVaR)	-0.0%	-1.21%
Max Consecutive Wins	690	243
Max Consecutive Losses	0	1
Gain/Pain Ratio	-	3.11
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	4.11
Common Sense Ratio	-	18.33
CPC Index	-	-
Tail Ratio	4.7	4.46
Outlier Win Ratio	2.66	1.92
Outlier Loss Ratio	-	-0.01
MTD	0.48%	0.48%
3M	3.55%	3.63%
6M	7.19%	7.28%
YTD	11.59%	11.84%
1Y	15.74%	15.85%
3Y (ann.)	18.3%	18.31%
5Y (ann.)	18.3%	18.31%
10Y (ann.)	18.3%	18.31%
All-time (ann.)	18.3%	18.31%
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	11.59%	11.84%
Avg. Drawdown	-	-5.12%
Avg. Drawdown Days	-	-
Recovery Factor	-	4.43
Ulcer Index	0.0	0.01
Serenity Index	-	92.23
Avg. Up Month	1.35%	1.35%
Avg. Down Month	-	-
Win Days	100.0%	99.56%
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	-7.43%	-
Treynor Ratio	-12858.95%	-