CASH[Strategy] vs INav[Benchmark]

19 Nov, 2024 - 16 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	95.0%
Cumulative Return	10.5%	10.38%
CAGR﹪	22.71%	22.45%
Sharpe	4.53	10.83
Prob. Sharpe Ratio	99.98%	100.0%
Smart Sharpe	2.52	6.03
Sortino	7.64	131.51
Smart Sortino	4.25	73.18
Sortino/√2	5.4	92.99
Smart Sortino/√2	3.01	51.75
Omega	3.33	3.33
Max Drawdown	-0.82%	-
Longest DD Days	-	-
Volatility (ann.)	2.99%	1.23%
R^2	0.01	0.01
Information Ratio	0.0	0.0
Calmar	27.79	-
Skew	0.41	4.65
Kurtosis	10.79	32.54
Expected Daily	0.08%	0.08%
Expected Monthly	1.44%	1.42%
Expected Yearly	5.12%	5.06%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.23%	-0.05%
Expected Shortfall (cVaR)	-0.23%	-0.05%
Max Consecutive Wins	91	80
Max Consecutive Losses	2	0
Gain/Pain Ratio	3.73	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	4.73	-
Common Sense Ratio	153.07	-
CPC Index	-	-
Tail Ratio	32.35	32.71
Outlier Win Ratio	5.04	6.8
Outlier Loss Ratio	0.56	-
MTD	0.94%	0.89%
3M	5.25%	5.25%
6M	10.5%	10.38%
YTD	7.89%	8.09%
1Y	10.5%	10.38%
3Y (ann.)	22.71%	22.45%
5Y (ann.)	22.71%	22.45%
10Y (ann.)	22.71%	22.45%
All-time (ann.)	22.71%	22.45%
Best Day	0.92%	0.7%
Worst Day	-0.82%	0.0%
Best Month	1.76%	1.92%
Worst Month	0.64%	0.53%
Best Year	7.89%	8.09%
Worst Year	2.41%	2.11%
Avg. Drawdown	-0.63%	-
Avg. Drawdown Days	-	-
Recovery Factor	12.85	-
Ulcer Index	0.0	0.0
Serenity Index	11.09	-
Avg. Up Month	1.44%	1.42%
Avg. Down Month	-	-
Win Days	95.12%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.21	-
Alpha	0.25	-
Correlation	-8.77%	-
Treynor Ratio	-16.39%	-