CASH[Strategy] vs INav[Benchmark]

19 Nov, 2024 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	97.0%
Cumulative Return	18.86%	18.87%
CAGR﹪	21.2%	21.21%
Sharpe	5.48	11.47
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.1	6.49
Sortino	9.4	62.74
Smart Sortino	5.32	35.51
Sortino/√2	6.64	44.36
Smart Sortino/√2	3.76	25.11
Omega	4.89	4.89
Max Drawdown	-0.82%	-0.14%
Longest DD Days	9	1
Volatility (ann.)	2.24%	1.07%
R^2	0.01	0.01
Information Ratio	0.0	0.0
Calmar	25.95	147.93
Skew	0.64	4.04
Kurtosis	20.23	31.86
Expected Daily	0.08%	0.08%
Expected Monthly	1.45%	1.45%
Expected Yearly	9.02%	9.03%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.16%	-0.04%
Expected Shortfall (cVaR)	-0.16%	-0.04%
Max Consecutive Wins	196	80
Max Consecutive Losses	2	1
Gain/Pain Ratio	6.45	120.64
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	7.45	121.64
Common Sense Ratio	34.53	518.75
CPC Index	-	-
Tail Ratio	4.63	4.26
Outlier Win Ratio	5.52	6.47
Outlier Loss Ratio	0.44	1.38
MTD	0.57%	0.57%
3M	4.38%	4.5%
6M	9.67%	9.8%
YTD	16.06%	16.41%
1Y	18.86%	18.87%
3Y (ann.)	21.2%	21.21%
5Y (ann.)	21.2%	21.21%
10Y (ann.)	21.2%	21.21%
All-time (ann.)	21.2%	21.21%
Best Day	0.92%	0.7%
Worst Day	-0.82%	-0.14%
Best Month	1.76%	1.92%
Worst Month	0.57%	0.53%
Best Year	16.06%	16.41%
Worst Year	2.41%	2.11%
Avg. Drawdown	-0.63%	-0.14%
Avg. Drawdown Days	6	1
Recovery Factor	23.09	131.6
Ulcer Index	0.0	0.0
Serenity Index	53.52	5197.53
Avg. Up Month	1.45%	1.45%
Avg. Down Month	-	-
Win Days	97.37%	99.55%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.19	-
Alpha	0.23	-
Correlation	-9.25%	-
Treynor Ratio	-61.21%	-