FINC[Strategy] vs INav[Benchmark]

13 Sep, 2024 - 4 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	88.0%	97.0%
Cumulative Return	26.17%	26.42%
CAGR﹪	20.91%	21.1%
Sharpe	0.57	13.33
Prob. Sharpe Ratio	30.28%	100.0%
Smart Sharpe	0.36	8.32
Sortino	1.12	225.5
Smart Sortino	0.7	140.74
Sortino/√2	0.79	159.45
Smart Sortino/√2	0.49	99.52
Omega	1.88	1.88
Max Drawdown	-40.13%	-
Longest DD Days	-	-
Volatility (ann.)	80.47%	1.33%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.52	-
Skew	7.71	2.15
Kurtosis	146.66	7.18
Expected Daily	0.1%	0.1%
Expected Monthly	1.46%	1.48%
Expected Yearly	12.33%	12.44%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-8.13%	-0.04%
Expected Shortfall (cVaR)	-8.13%	-0.04%
Max Consecutive Wins	10	86
Max Consecutive Losses	2	0
Gain/Pain Ratio	1.06	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.06	-
Common Sense Ratio	3.73	-
CPC Index	-	-
Tail Ratio	1.82	6.86
Outlier Win Ratio	1.15	6.03
Outlier Loss Ratio	0.24	-
MTD	0.39%	0.31%
3M	4.4%	4.22%
6M	9.53%	9.42%
YTD	19.41%	19.33%
1Y	21.35%	21.14%
3Y (ann.)	20.91%	21.1%
5Y (ann.)	20.91%	21.1%
10Y (ann.)	20.91%	21.1%
All-time (ann.)	20.91%	21.1%
Best Day	67.49%	0.63%
Worst Day	-40.13%	0.0%
Best Month	2.28%	1.84%
Worst Month	0.39%	0.31%
Best Year	19.41%	19.33%
Worst Year	5.67%	5.94%
Avg. Drawdown	-1.05%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.65	-
Ulcer Index	0.03	0.0
Serenity Index	8.39	-
Avg. Up Month	1.46%	1.48%
Avg. Down Month	-	-
Win Days	76.89%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	2.97	-
Alpha	-0.2	-
Correlation	4.91%	-
Treynor Ratio	6.46%	-