FINC[Strategy] vs INav[Benchmark]

13 Sep, 2024 - 28 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	86.0%	97.0%
Cumulative Return	20.55%	21.0%
CAGR﹪	21.58%	22.06%
Sharpe	0.61	13.35
Prob. Sharpe Ratio	33.73%	100.0%
Smart Sharpe	0.38	8.33
Sortino	1.19	229.08
Smart Sortino	0.74	143.03
Sortino/√2	0.84	161.99
Smart Sortino/√2	0.53	101.14
Omega	1.84	1.84
Max Drawdown	-40.13%	-
Longest DD Days	-	-
Volatility (ann.)	92.14%	1.45%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	0.54	-
Skew	6.73	2.0
Kurtosis	111.88	5.92
Expected Daily	0.1%	0.1%
Expected Monthly	1.57%	1.6%
Expected Yearly	9.79%	10.0%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-9.3%	-0.05%
Expected Shortfall (cVaR)	-9.3%	-0.05%
Max Consecutive Wins	10	61
Max Consecutive Losses	2	0
Gain/Pain Ratio	0.98	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1.98	-
Common Sense Ratio	3.78	-
CPC Index	-	-
Tail Ratio	1.91	7.09
Outlier Win Ratio	0.96	5.8
Outlier Loss Ratio	0.19	-
MTD	1.38%	1.39%
3M	5.19%	5.19%
6M	10.45%	10.48%
YTD	14.08%	14.21%
1Y	20.55%	21.0%
3Y (ann.)	21.58%	22.06%
5Y (ann.)	21.58%	22.06%
10Y (ann.)	21.58%	22.06%
All-time (ann.)	21.58%	22.06%
Best Day	67.49%	0.63%
Worst Day	-40.13%	0.0%
Best Month	2.28%	1.84%
Worst Month	0.41%	0.77%
Best Year	14.08%	14.21%
Worst Year	5.67%	5.94%
Avg. Drawdown	-1.41%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.51	-
Ulcer Index	0.03	0.0
Serenity Index	5.15	-
Avg. Up Month	1.57%	1.6%
Avg. Down Month	-	-
Win Days	76.58%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	3.07	-
Alpha	-0.17	-
Correlation	4.83%	-
Treynor Ratio	4.41%	-