CASH[Strategy] vs INav[Benchmark]

19 Nov, 2024 - 29 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	97.0%
Cumulative Return	30.55%	30.47%
CAGR﹪	19.12%	19.08%
Sharpe	6.02	10.59
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.52	6.19
Sortino	10.62	67.02
Smart Sortino	6.21	39.17
Sortino/√2	7.51	47.39
Smart Sortino/√2	4.39	27.7
Omega	6.65	6.65
Max Drawdown	-0.82%	-0.14%
Longest DD Days	9	1
Volatility (ann.)	1.78%	1.01%
R^2	0.0	0.0
Information Ratio	0.0	0.0
Calmar	23.41	133.03
Skew	0.94	4.35
Kurtosis	31.85	34.28
Expected Daily	0.07%	0.07%
Expected Monthly	1.41%	1.41%
Expected Yearly	9.29%	9.27%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.11%	-0.04%
Expected Shortfall (cVaR)	-0.11%	-0.04%
Max Consecutive Wins	352	97
Max Consecutive Losses	2	1
Gain/Pain Ratio	9.95	185.59
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	10.95	186.59
Common Sense Ratio	60.07	883.25
CPC Index	-	-
Tail Ratio	5.48	4.73
Outlier Win Ratio	5.54	6.16
Outlier Loss Ratio	0.34	1.05
MTD	1.04%	1.09%
3M	3.56%	3.56%
6M	7.6%	7.6%
YTD	6.0%	6.15%
1Y	17.5%	17.41%
3Y (ann.)	19.12%	19.08%
5Y (ann.)	19.12%	19.08%
10Y (ann.)	19.12%	19.08%
All-time (ann.)	19.12%	19.08%
Best Day	0.92%	0.7%
Worst Day	-0.82%	-0.14%
Best Month	1.76%	1.92%
Worst Month	0.64%	0.53%
Best Year	20.26%	20.36%
Worst Year	2.41%	2.11%
Avg. Drawdown	-0.63%	-0.14%
Avg. Drawdown Days	6	1
Recovery Factor	37.39	212.48
Ulcer Index	0.0	0.0
Serenity Index	144.5	16400.56
Avg. Up Month	1.41%	1.41%
Avg. Down Month	-	-
Win Days	98.44%	99.73%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.12	-
Alpha	0.19	-
Correlation	-6.59%	-
Treynor Ratio	-202.21%	-