FINC[Strategy] vs INav[Benchmark]

13 Sep, 2024 - 19 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	89.0%	96.0%
Cumulative Return	28.42%	28.84%
CAGR﹪	20.34%	20.64%
Sharpe	0.56	12.53
Prob. Sharpe Ratio	28.89%	100.0%
Smart Sharpe	0.35	7.82
Sortino	1.09	183.36
Smart Sortino	0.68	114.43
Sortino/√2	0.77	129.65
Smart Sortino/√2	0.48	80.92
Omega	1.89	1.89
Max Drawdown	-40.13%	-0.01%
Longest DD Days	11	1
Volatility (ann.)	76.59%	1.38%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.51	2412.8
Skew	8.1	2.39
Kurtosis	161.92	8.51
Expected Daily	0.09%	0.1%
Expected Monthly	1.48%	1.5%
Expected Yearly	8.69%	8.81%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-7.74%	-0.05%
Expected Shortfall (cVaR)	-7.74%	-0.05%
Max Consecutive Wins	10	86
Max Consecutive Losses	2	1
Gain/Pain Ratio	1.08	2965.36
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.08	2966.36
Common Sense Ratio	4.09	20758.84
CPC Index	-	-
Tail Ratio	1.96	7.0
Outlier Win Ratio	1.25	6.23
Outlier Loss Ratio	0.27	26.83
MTD	0.63%	0.77%
3M	3.98%	4.09%
6M	8.55%	8.69%
YTD	0.63%	0.77%
1Y	20.4%	20.38%
3Y (ann.)	20.34%	20.64%
5Y (ann.)	20.34%	20.64%
10Y (ann.)	20.34%	20.64%
All-time (ann.)	20.34%	20.64%
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	0.63%	0.77%
Avg. Drawdown	-0.92%	-0.01%
Avg. Drawdown Days	3	1
Recovery Factor	0.71	3371.99
Ulcer Index	0.02	0.0
Serenity Index	9.87	4030318.39
Avg. Up Month	1.48%	1.5%
Avg. Down Month	-	-
Win Days	76.27%	99.61%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	2.61	-
Alpha	-0.13	-
Correlation	4.69%	-
Treynor Ratio	8.21%	-