FINC[Strategy] vs INav[Benchmark]

13 Sep, 2024 - 17 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	87.0%	97.0%
Cumulative Return	23.5%	23.77%
CAGR﹪	21.3%	21.54%
Sharpe	0.59	13.45
Prob. Sharpe Ratio	32.02%	100.0%
Smart Sharpe	0.37	8.39
Sortino	1.15	236.32
Smart Sortino	0.72	147.52
Sortino/√2	0.82	167.1
Smart Sortino/√2	0.51	104.31
Omega	1.86	1.86
Max Drawdown	-40.13%	-
Longest DD Days	-	-
Volatility (ann.)	85.82%	1.38%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.53	-
Skew	7.23	2.09
Kurtosis	128.96	6.61
Expected Daily	0.1%	0.1%
Expected Monthly	1.52%	1.54%
Expected Yearly	11.13%	11.25%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-8.66%	-0.04%
Expected Shortfall (cVaR)	-8.66%	-0.04%
Max Consecutive Wins	10	76
Max Consecutive Losses	2	0
Gain/Pain Ratio	1.02	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.02	-
Common Sense Ratio	3.67	-
CPC Index	-	-
Tail Ratio	1.82	6.95
Outlier Win Ratio	1.04	5.86
Outlier Loss Ratio	0.21	-
MTD	0.76%	0.77%
3M	4.69%	4.53%
6M	10.16%	9.92%
YTD	16.88%	16.83%
1Y	22.04%	21.81%
3Y (ann.)	21.3%	21.54%
5Y (ann.)	21.3%	21.54%
10Y (ann.)	21.3%	21.54%
All-time (ann.)	21.3%	21.54%
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	16.88%	16.83%
Worst Year	5.67%	5.94%
Avg. Drawdown	-1.21%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.59	-
Ulcer Index	0.03	0.0
Serenity Index	6.76	-
Avg. Up Month	1.52%	1.54%
Avg. Down Month	-	-
Win Days	76.63%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	3.01	-
Alpha	-0.19	-
Correlation	4.86%	-
Treynor Ratio	5.48%	-