FLOW[Strategy] vs INav[Benchmark]

19 Nov, 2025 - 11 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	100.0%
Cumulative Return	-0.47%	-0.47%
CAGR﹪	-0.84%	-0.83%
Sharpe	-1.94	-1.79
Prob. Sharpe Ratio	15.99%	16.41%
Smart Sharpe	-1.89	-1.74
Sortino	-1.96	-1.81
Smart Sortino	-1.92	-1.77
Sortino/√2	-1.39	-1.28
Smart Sortino/√2	-1.36	-1.25
Omega	0.48	0.48
Max Drawdown	-1.54%	-1.49%
Longest DD Days	163	129
Volatility (ann.)	3.89%	4.21%
R^2	0.94	0.94
Information Ratio	-0.0	-0.0
Calmar	-0.54	-0.56
Skew	-4.04	-4.02
Kurtosis	15.42	15.11
Expected Daily	-0.0%	-0.0%
Expected Monthly	-0.06%	-0.06%
Expected Yearly	-0.23%	-0.23%
Kelly Criterion	-47.31%	-7.72%
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	-0.06	-0.05
Gain/Pain (1M)	-0.22	-0.19
Payoff Ratio	0.05	0.05
Profit Factor	0.94	0.95
Common Sense Ratio	1.26	1.18
CPC Index	0.05	0.04
Tail Ratio	1.34	1.24
Outlier Win Ratio	2.99	2.82
Outlier Loss Ratio	1.57	1.02
MTD	0.46%	0.47%
3M	-0.23%	-0.21%
6M	-0.31%	-0.26%
YTD	0.05%	0.26%
1Y	-0.47%	-0.47%
3Y (ann.)	-0.84%	-0.83%
5Y (ann.)	-0.84%	-0.83%
10Y (ann.)	-0.84%	-0.83%
All-time (ann.)	-0.84%	-0.83%
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	0.05%	0.26%
Worst Year	-0.52%	-0.72%
Avg. Drawdown	-1.24%	-1.26%
Avg. Drawdown Days	94	62
Recovery Factor	-0.3	-0.31
Ulcer Index	0.01	0.01
Serenity Index	-1.57	-1.93
Avg. Up Month	0.73%	0.88%
Avg. Down Month	-0.4%	-0.44%
Win Days	92.59%	94.93%
Win Month	37.5%	25.0%
Win Quarter	33.33%	33.33%
Win Year	50.0%	50.0%
Beta	0.89	-
Alpha	-0.0	-
Correlation	96.78%	-
Treynor Ratio	-8.35%	-