CASH[Strategy] vs INav[Benchmark]

19 Nov, 2024 - 15 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	98.0%
Cumulative Return	32.75%	32.79%
CAGR﹪	18.71%	18.73%
Sharpe	6.05	10.59
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.55	6.22
Sortino	10.71	67.98
Smart Sortino	6.29	39.95
Sortino/√2	7.57	48.07
Smart Sortino/√2	4.45	28.25
Omega	6.9	6.9
Max Drawdown	-0.82%	-0.14%
Longest DD Days	9	1
Volatility (ann.)	1.72%	0.98%
R^2	0.0	0.0
Information Ratio	-0.0	-0.0
Calmar	22.89	130.61
Skew	1.0	4.4
Kurtosis	34.09	35.47
Expected Daily	0.07%	0.07%
Expected Monthly	1.36%	1.36%
Expected Yearly	9.9%	9.91%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.11%	-0.03%
Expected Shortfall (cVaR)	-0.11%	-0.03%
Max Consecutive Wins	384	129
Max Consecutive Losses	2	1
Gain/Pain Ratio	10.58	197.91
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	11.58	198.91
Common Sense Ratio	63.95	931.75
CPC Index	-	-
Tail Ratio	5.52	4.68
Outlier Win Ratio	5.25	5.79
Outlier Loss Ratio	0.32	1.0
MTD	0.56%	0.58%
3M	3.5%	3.52%
6M	7.32%	7.33%
YTD	7.79%	8.04%
1Y	16.52%	16.56%
3Y (ann.)	18.71%	18.73%
5Y (ann.)	18.71%	18.73%
10Y (ann.)	18.71%	18.73%
All-time (ann.)	18.71%	18.73%
Best Day	0.92%	0.7%
Worst Day	-0.82%	-0.14%
Best Month	1.76%	1.92%
Worst Month	0.56%	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	40.08	228.68
Ulcer Index	0.0	0.0
Serenity Index	165.67	19045.17
Avg. Up Month	1.36%	1.36%
Avg. Down Month	-	-
Win Days	98.56%	99.75%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.11	-
Alpha	0.19	-
Correlation	-6.46%	-
Treynor Ratio	-227.63%	-