FLOW[Strategy] vs INav[Benchmark]

19 Nov, 2025 - 17 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	100.0%
Cumulative Return	-0.11%	-0.13%
CAGR﹪	-0.26%	-0.31%
Sharpe	-1.77	-1.66
Prob. Sharpe Ratio	23.11%	22.97%
Smart Sharpe	-1.72	-1.62
Sortino	-1.8	-1.69
Smart Sortino	-1.75	-1.65
Sortino/√2	-1.27	-1.2
Smart Sortino/√2	-1.24	-1.17
Omega	0.52	0.52
Max Drawdown	-1.39%	-1.3%
Longest DD Days	108	74
Volatility (ann.)	3.94%	4.21%
R^2	0.93	0.93
Information Ratio	0.0	0.0
Calmar	-0.19	-0.24
Skew	-4.12	-4.07
Kurtosis	16.18	15.72
Expected Daily	-0.0%	-0.0%
Expected Monthly	-0.02%	-0.02%
Expected Yearly	-0.05%	-0.06%
Kelly Criterion	-20.2%	-5.06%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.41%	-0.44%
Expected Shortfall (cVaR)	-0.41%	-0.44%
Max Consecutive Wins	17	21
Max Consecutive Losses	1	1
Gain/Pain Ratio	-0.01	-0.02
Gain/Pain (1M)	-0.04	-0.05
Payoff Ratio	0.05	0.05
Profit Factor	0.99	0.98
Common Sense Ratio	13.77	1938238771484595.0
CPC Index	0.05	0.05
Tail Ratio	13.97	1970318018005958.8
Outlier Win Ratio	2.93	2.77
Outlier Loss Ratio	1.34	1.04
MTD	0.67%	0.62%
3M	-0.17%	-0.18%
6M	-0.11%	-0.13%
YTD	0.41%	0.6%
1Y	-0.11%	-0.13%
3Y (ann.)	-0.26%	-0.31%
5Y (ann.)	-0.26%	-0.31%
10Y (ann.)	-0.26%	-0.31%
All-time (ann.)	-0.26%	-0.31%
Best Day	0.17%	0.3%
Worst Day	-1.26%	-1.27%
Best Month	1.0%	1.29%
Worst Month	-1.05%	-1.24%
Best Year	0.41%	0.6%
Worst Year	-0.52%	-0.72%
Avg. Drawdown	-1.17%	-1.2%
Avg. Drawdown Days	66	43
Recovery Factor	-0.08	-0.1
Ulcer Index	0.01	0.01
Serenity Index	-1.88	-2.21
Avg. Up Month	0.84%	0.96%
Avg. Down Month	-0.61%	-0.67%
Win Days	93.81%	95.0%
Win Month	50.0%	33.33%
Win Quarter	33.33%	33.33%
Win Year	50.0%	50.0%
Beta	0.9	-
Alpha	0.0	-
Correlation	96.58%	-
Treynor Ratio	-7.88%	-