AMNR[Strategy] vs INav[Benchmark]

25 Jan, 2024 - 27 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	39.18%	39.21%
CAGR﹪	19.67%	19.69%
Sharpe	16.16	0.81
Prob. Sharpe Ratio	-	57.82%
Smart Sharpe	13.54	0.68
Sortino	524.9	1.24
Smart Sortino	440.0	1.04
Sortino/√2	371.16	0.88
Smart Sortino/√2	311.12	0.74
Omega	441.55	441.55
Max Drawdown	-	-13.06%
Longest DD Days	-	-
Volatility (ann.)	0.68%	14.89%
R^2	0.01	0.01
Information Ratio	-0.0	-0.0
Calmar	-	1.51
Skew	1.49	3.27
Kurtosis	0.88	229.64
Expected Daily	0.07%	0.07%
Expected Monthly	1.45%	1.45%
Expected Yearly	17.98%	17.99%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.0%	-1.47%
Expected Shortfall (cVaR)	-0.0%	-1.47%
Max Consecutive Wins	470	243
Max Consecutive Losses	0	1
Gain/Pain Ratio	-	2.35
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	3.35
Common Sense Ratio	-	13.74
CPC Index	-	-
Tail Ratio	4.67	4.11
Outlier Win Ratio	2.53	1.66
Outlier Loss Ratio	-	-0.0
MTD	1.18%	1.19%
3M	4.26%	4.27%
6M	9.36%	9.37%
YTD	18.67%	18.89%
1Y	21.17%	21.19%
3Y (ann.)	19.67%	19.69%
5Y (ann.)	19.67%	19.69%
10Y (ann.)	19.67%	19.69%
All-time (ann.)	19.67%	19.69%
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	18.67%	18.89%
Worst Year	17.29%	17.09%
Avg. Drawdown	-	-7.49%
Avg. Drawdown Days	-	-
Recovery Factor	-	3.0
Ulcer Index	0.0	0.01
Serenity Index	-	48.08
Avg. Up Month	1.45%	1.45%
Avg. Down Month	-	-
Win Days	100.0%	99.57%
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	-8.64%	-
Treynor Ratio	-8200.77%	-