FINC[Strategy] vs INav[Benchmark]

13 Sep, 2024 - 6 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	90.0%	97.0%
Cumulative Return	30.96%	31.45%
CAGR﹪	20.04%	20.34%
Sharpe	0.54	12.49
Prob. Sharpe Ratio	27.39%	100.0%
Smart Sharpe	0.34	7.8
Sortino	1.06	185.84
Smart Sortino	0.66	115.98
Sortino/√2	0.75	131.41
Smart Sortino/√2	0.47	82.01
Omega	1.91	1.91
Max Drawdown	-40.13%	-0.01%
Longest DD Days	11	1
Volatility (ann.)	72.71%	1.33%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.5	2378.57
Skew	8.53	2.47
Kurtosis	179.62	9.22
Expected Daily	0.09%	0.09%
Expected Monthly	1.43%	1.45%
Expected Yearly	9.41%	9.54%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-7.35%	-0.05%
Expected Shortfall (cVaR)	-7.35%	-0.05%
Max Consecutive Wins	16	86
Max Consecutive Losses	2	1
Gain/Pain Ratio	1.12	3199.97
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.12	3200.97
Common Sense Ratio	5.17	22262.71
CPC Index	-	-
Tail Ratio	2.44	6.95
Outlier Win Ratio	1.33	6.28
Outlier Loss Ratio	0.29	26.62
MTD	0.24%	0.29%
3M	3.74%	3.93%
6M	8.25%	8.26%
YTD	2.62%	2.82%
1Y	20.21%	19.6%
3Y (ann.)	20.04%	20.34%
5Y (ann.)	20.04%	20.34%
10Y (ann.)	20.04%	20.34%
All-time (ann.)	20.04%	20.34%
Best Day	67.49%	0.63%
Worst Day	-40.13%	-0.01%
Best Month	2.28%	1.84%
Worst Month	0.24%	0.29%
Best Year	20.77%	20.68%
Worst Year	2.62%	2.82%
Avg. Drawdown	-0.86%	-0.01%
Avg. Drawdown Days	3	1
Recovery Factor	0.77	3677.16
Ulcer Index	0.02	0.0
Serenity Index	11.65	4842194.29
Avg. Up Month	1.43%	1.45%
Avg. Down Month	-	-
Win Days	76.98%	99.65%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	2.6	-
Alpha	-0.14	-
Correlation	4.75%	-
Treynor Ratio	9.22%	-