EQMX[Strategy] vs INav[Benchmark]

5 Aug, 2022 - 22 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	69.41%	69.97%
CAGR﹪	14.89%	14.99%
Sharpe	0.43	0.45
Prob. Sharpe Ratio	23.07%	25.43%
Smart Sharpe	0.42	0.44
Sortino	0.61	0.64
Smart Sortino	0.6	0.62
Sortino/√2	0.43	0.45
Smart Sortino/√2	0.42	0.44
Omega	1.08	1.08
Max Drawdown	-27.32%	-27.46%
Longest DD Days	458	450
Volatility (ann.)	22.16%	20.75%
R^2	0.7	0.7
Information Ratio	0.0	0.0
Calmar	0.55	0.55
Skew	-0.11	-0.04
Kurtosis	7.45	6.71
Expected Daily	0.05%	0.06%
Expected Monthly	1.15%	1.16%
Expected Yearly	11.12%	11.19%
Kelly Criterion	4.28%	6.96%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.23%	-2.09%
Expected Shortfall (cVaR)	-2.23%	-2.09%
Max Consecutive Wins	9	9
Max Consecutive Losses	7	14
Gain/Pain Ratio	0.14	0.15
Gain/Pain (1M)	0.76	0.73
Payoff Ratio	0.96	0.94
Profit Factor	1.14	1.15
Common Sense Ratio	1.18	1.2
CPC Index	0.58	0.6
Tail Ratio	1.03	1.04
Outlier Win Ratio	3.73	4.01
Outlier Loss Ratio	3.48	3.6
MTD	-0.54%	-0.45%
3M	-4.5%	-4.28%
6M	0.73%	0.82%
YTD	-2.75%	-2.22%
1Y	1.55%	1.9%
3Y (ann.)	4.19%	4.21%
5Y (ann.)	14.89%	14.99%
10Y (ann.)	14.89%	14.99%
All-time (ann.)	14.89%	14.99%
Best Day	8.58%	8.82%
Worst Day	-10.03%	-8.86%
Best Month	16.09%	16.67%
Worst Month	-16.61%	-17.99%
Best Year	52.2%	52.04%
Worst Year	-2.75%	-2.22%
Avg. Drawdown	-3.47%	-3.27%
Avg. Drawdown Days	34	34
Recovery Factor	2.54	2.55
Ulcer Index	0.11	0.11
Serenity Index	0.39	0.38
Avg. Up Month	5.37%	5.47%
Avg. Down Month	-4.34%	-4.46%
Win Days	53.21%	54.84%
Win Month	58.7%	58.7%
Win Quarter	62.5%	62.5%
Win Year	80.0%	80.0%
Beta	0.9	-
Alpha	0.02	-
Correlation	83.9%	-
Treynor Ratio	69.65%	-