CASH[Strategy] vs INav[Benchmark]

19 Nov, 2024 - 5 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	97.0%
Cumulative Return	26.26%	26.27%
CAGR﹪	19.81%	19.82%
Sharpe	5.92	10.69
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.42	6.18
Sortino	10.34	66.35
Smart Sortino	5.98	38.37
Sortino/√2	7.31	46.92
Smart Sortino/√2	4.23	27.13
Omega	6.08	6.08
Max Drawdown	-0.82%	-0.14%
Longest DD Days	9	1
Volatility (ann.)	1.92%	1.06%
R^2	0.0	0.0
Information Ratio	0.0	0.0
Calmar	24.24	138.2
Skew	0.83	4.28
Kurtosis	27.56	32.12
Expected Daily	0.07%	0.07%
Expected Monthly	1.38%	1.38%
Expected Yearly	8.08%	8.09%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.13%	-0.04%
Expected Shortfall (cVaR)	-0.13%	-0.04%
Max Consecutive Wins	292	80
Max Consecutive Losses	2	1
Gain/Pain Ratio	8.71	162.81
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	9.71	163.81
Common Sense Ratio	50.97	726.11
CPC Index	-	-
Tail Ratio	5.25	4.43
Outlier Win Ratio	5.41	6.09
Outlier Loss Ratio	0.39	1.22
MTD	0.16%	0.24%
3M	3.88%	3.87%
6M	8.1%	8.11%
YTD	2.52%	2.74%
1Y	19.18%	19.2%
3Y (ann.)	19.81%	19.82%
5Y (ann.)	19.81%	19.82%
10Y (ann.)	19.81%	19.82%
All-time (ann.)	19.81%	19.82%
Best Day	0.92%	0.7%
Worst Day	-0.82%	-0.14%
Best Month	1.76%	1.92%
Worst Month	0.16%	0.24%
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	32.14	183.24
Ulcer Index	0.0	0.0
Serenity Index	106.9	11953.1
Avg. Up Month	1.38%	1.38%
Avg. Down Month	-	-
Win Days	98.15%	99.68%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.12	-
Alpha	0.2	-
Correlation	-6.61%	-
Treynor Ratio	-161.26%	-