FINC[Strategy] vs INav[Benchmark]

13 Sep, 2024 - 11 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	92.0%	97.0%
Cumulative Return	36.25%	36.52%
CAGR﹪	19.43%	19.56%
Sharpe	0.51	11.95
Prob. Sharpe Ratio	24.25%	100.0%
Smart Sharpe	0.32	7.46
Sortino	1.01	162.39
Smart Sortino	0.63	101.33
Sortino/√2	0.71	114.83
Smart Sortino/√2	0.44	71.65
Omega	1.92	1.92
Max Drawdown	-40.13%	-0.01%
Longest DD Days	11	1
Volatility (ann.)	65.72%	1.25%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.48	2287.15
Skew	9.44	2.61
Kurtosis	219.91	10.49
Expected Daily	0.09%	0.09%
Expected Monthly	1.42%	1.43%
Expected Yearly	10.86%	10.93%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-6.65%	-0.04%
Expected Shortfall (cVaR)	-6.65%	-0.04%
Max Consecutive Wins	16	86
Max Consecutive Losses	2	1
Gain/Pain Ratio	1.18	3326.88
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.18	3327.88
Common Sense Ratio	7.5	23412.46
CPC Index	-	-
Tail Ratio	3.45	7.04
Outlier Win Ratio	1.45	6.3
Outlier Loss Ratio	0.32	44.54
MTD	0.5%	0.5%
3M	4.01%	3.86%
6M	7.91%	7.75%
YTD	6.77%	6.78%
1Y	17.63%	17.48%
3Y (ann.)	19.43%	19.56%
5Y (ann.)	19.43%	19.56%
10Y (ann.)	19.43%	19.56%
All-time (ann.)	19.43%	19.56%
Best Day	67.49%	0.63%
Worst Day	-40.13%	-0.01%
Best Month	2.28%	1.84%
Worst Month	0.41%	0.5%
Best Year	20.77%	20.68%
Worst Year	5.67%	5.94%
Avg. Drawdown	-0.71%	-0.0%
Avg. Drawdown Days	3	1
Recovery Factor	0.9	4270.09
Ulcer Index	0.02	0.0
Serenity Index	15.79	6691708.03
Avg. Up Month	1.42%	1.43%
Avg. Down Month	-	-
Win Days	77.04%	99.43%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	2.52	-
Alpha	-0.14	-
Correlation	4.8%	-
Treynor Ratio	11.63%	-