EQMX[Strategy] vs INav[Benchmark]

5 Aug, 2022 - 12 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	70.39%	70.32%
CAGR﹪	17.21%	17.2%
Sharpe	0.5	0.52
Prob. Sharpe Ratio	27.98%	30.48%
Smart Sharpe	0.49	0.51
Sortino	0.72	0.74
Smart Sortino	0.7	0.73
Sortino/√2	0.51	0.53
Smart Sortino/√2	0.5	0.51
Omega	1.1	1.1
Max Drawdown	-27.32%	-27.46%
Longest DD Days	297	289
Volatility (ann.)	23.14%	21.6%
R^2	0.7	0.7
Information Ratio	0.0	0.0
Calmar	0.63	0.63
Skew	-0.12	-0.06
Kurtosis	6.88	6.29
Expected Daily	0.06%	0.06%
Expected Monthly	1.31%	1.31%
Expected Yearly	14.25%	14.24%
Kelly Criterion	4.7%	7.06%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.32%	-2.17%
Expected Shortfall (cVaR)	-2.32%	-2.17%
Max Consecutive Wins	9	9
Max Consecutive Losses	7	14
Gain/Pain Ratio	0.16	0.16
Gain/Pain (1M)	0.82	0.78
Payoff Ratio	0.92	0.91
Profit Factor	1.16	1.16
Common Sense Ratio	1.18	1.21
CPC Index	0.58	0.59
Tail Ratio	1.02	1.04
Outlier Win Ratio	3.87	4.15
Outlier Loss Ratio	3.3	3.47
MTD	1.65%	1.37%
3M	-5.84%	-6.1%
6M	3.31%	3.06%
YTD	-0.04%	0.22%
1Y	15.49%	16.34%
3Y (ann.)	14.85%	14.86%
5Y (ann.)	17.21%	17.2%
10Y (ann.)	17.21%	17.2%
All-time (ann.)	17.21%	17.2%
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	-0.04%	0.11%
Avg. Drawdown	-3.47%	-3.27%
Avg. Drawdown Days	29	29
Recovery Factor	2.58	2.56
Ulcer Index	0.11	0.11
Serenity Index	0.41	0.39
Avg. Up Month	5.39%	5.46%
Avg. Down Month	-5.16%	-5.27%
Win Days	54.28%	55.67%
Win Month	63.41%	63.41%
Win Quarter	64.29%	64.29%
Win Year	75.0%	100.0%
Beta	0.89	-
Alpha	0.02	-
Correlation	83.46%	-
Treynor Ratio	70.88%	-