CORP[Strategy] vs INav[Benchmark]

23 Jul, 2026 - 20 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	99.0%
Cumulative Return	3.65%	3.07%
CAGR﹪	15.83%	13.21%
Sharpe	1.44	2.8
Prob. Sharpe Ratio	79.44%	100.0%
Smart Sharpe	0.95	1.85
Sortino	2.19	7.04
Smart Sortino	1.44	4.64
Sortino/√2	1.55	4.98
Smart Sortino/√2	1.02	3.28
Omega	1.29	1.29
Max Drawdown	-0.89%	-0.45%
Longest DD Days	27	30
Volatility (ann.)	5.19%	1.84%
R^2	0.19	0.19
Information Ratio	0.03	0.03
Calmar	17.76	29.15
Skew	0.05	2.71
Kurtosis	0.17	12.23
Expected Daily	0.06%	0.05%
Expected Monthly	0.9%	0.76%
Expected Yearly	3.65%	3.07%
Kelly Criterion	30.24%	53.08%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.48%	-0.14%
Expected Shortfall (cVaR)	-0.48%	-0.14%
Max Consecutive Wins	13	11
Max Consecutive Losses	4	5
Gain/Pain Ratio	0.62	3.02
Gain/Pain (1M)	-	-
Payoff Ratio	1.07	3.5
Profit Factor	1.62	4.02
Common Sense Ratio	1.81	11.13
CPC Index	1.11	8.95
Tail Ratio	1.12	2.77
Outlier Win Ratio	2.85	6.52
Outlier Loss Ratio	1.22	7.4
MTD	0.91%	0.84%
3M	3.65%	3.07%
6M	3.65%	3.07%
YTD	3.65%	3.07%
1Y	3.65%	3.07%
3Y (ann.)	15.83%	13.21%
5Y (ann.)	15.83%	13.21%
10Y (ann.)	15.83%	13.21%
All-time (ann.)	15.83%	13.21%
Best Day	0.87%	0.67%
Worst Day	-0.55%	-0.12%
Best Month	1.79%	1.3%
Worst Month	0.1%	0.1%
Best Year	3.65%	3.07%
Worst Year	3.65%	3.07%
Avg. Drawdown	-0.54%	-0.18%
Avg. Drawdown Days	8	12
Recovery Factor	4.09	6.78
Ulcer Index	0.0	0.0
Serenity Index	-5.11	-9.33
Avg. Up Month	0.9%	0.76%
Avg. Down Month	-	-
Win Days	63.93%	63.49%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.24	-
Alpha	-0.01	-
Correlation	44.14%	-
Treynor Ratio	-2.69%	-