FINC[Strategy] vs INav[Benchmark]

13 Sep, 2024 - 21 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	91.0%	97.0%
Cumulative Return	33.43%	33.88%
CAGR﹪	19.71%	19.96%
Sharpe	0.53	12.2
Prob. Sharpe Ratio	25.84%	100.0%
Smart Sharpe	0.33	7.61
Sortino	1.03	167.82
Smart Sortino	0.64	104.72
Sortino/√2	0.73	118.67
Smart Sortino/√2	0.46	74.05
Omega	1.91	1.91
Max Drawdown	-40.13%	-0.01%
Longest DD Days	11	1
Volatility (ann.)	69.16%	1.3%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.49	2334.35
Skew	8.97	2.51
Kurtosis	198.55	9.7
Expected Daily	0.09%	0.09%
Expected Monthly	1.45%	1.47%
Expected Yearly	10.09%	10.21%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-6.99%	-0.04%
Expected Shortfall (cVaR)	-6.99%	-0.04%
Max Consecutive Wins	16	86
Max Consecutive Losses	2	1
Gain/Pain Ratio	1.14	3117.93
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.14	3118.93
Common Sense Ratio	5.46	22290.58
CPC Index	-	-
Tail Ratio	2.55	7.15
Outlier Win Ratio	1.39	6.3
Outlier Loss Ratio	0.31	46.87
MTD	0.68%	0.83%
3M	3.62%	3.77%
6M	7.98%	8.11%
YTD	4.56%	4.71%
1Y	18.8%	18.75%
3Y (ann.)	19.71%	19.96%
5Y (ann.)	19.71%	19.96%
10Y (ann.)	19.71%	19.96%
All-time (ann.)	19.71%	19.96%
Best Day	67.49%	0.63%
Worst Day	-40.13%	-0.01%
Best Month	2.28%	1.84%
Worst Month	0.41%	0.77%
Best Year	20.77%	20.68%
Worst Year	4.56%	4.71%
Avg. Drawdown	-0.77%	-0.0%
Avg. Drawdown Days	3	1
Recovery Factor	0.83	3960.9
Ulcer Index	0.02	0.0
Serenity Index	13.53	5672888.44
Avg. Up Month	1.45%	1.47%
Avg. Down Month	-	-
Win Days	76.69%	99.36%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	2.54	-
Alpha	-0.14	-
Correlation	4.76%	-
Treynor Ratio	10.39%	-