FLOW[Strategy] vs INav[Benchmark]

17 Nov, 2025 - 3 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	99.0%
Cumulative Return	-0.45%	-0.45%
CAGR﹪	-1.54%	-1.52%
Sharpe	-2.07	-1.86
Prob. Sharpe Ratio	20.62%	21.45%
Smart Sharpe	-2.0	-1.8
Sortino	-2.1	-1.9
Smart Sortino	-2.04	-1.84
Sortino/√2	-1.49	-1.34
Smart Sortino/√2	-1.44	-1.3
Omega	0.47	0.47
Max Drawdown	-1.19%	-1.27%
Longest DD Days	63	30
Volatility (ann.)	4.02%	4.45%
R^2	0.94	0.94
Information Ratio	-0.0	-0.0
Calmar	-1.29	-1.2
Skew	-3.76	-3.76
Kurtosis	13.2	13.29
Expected Daily	-0.01%	-0.01%
Expected Monthly	-0.09%	-0.09%
Expected Yearly	-0.22%	-0.22%
Kelly Criterion	-36.49%	-12.99%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.42%	-0.47%
Expected Shortfall (cVaR)	-0.42%	-0.47%
Max Consecutive Wins	17	21
Max Consecutive Losses	1	1
Gain/Pain Ratio	-0.11	-0.09
Gain/Pain (1M)	-0.28	-0.23
Payoff Ratio	0.06	0.05
Profit Factor	0.89	0.91
Common Sense Ratio	0.26	0.22
CPC Index	0.05	0.05
Tail Ratio	0.29	0.24
Outlier Win Ratio	3.3	3.01
Outlier Loss Ratio	1.39	1.01
MTD	0.05%	0.16%
3M	-0.03%	-0.01%
6M	-0.45%	-0.45%
YTD	-0.01%	0.19%
1Y	-0.45%	-0.45%
3Y (ann.)	-1.54%	-1.52%
5Y (ann.)	-1.54%	-1.52%
10Y (ann.)	-1.54%	-1.52%
All-time (ann.)	-1.54%	-1.52%
Best Day	0.17%	0.3%
Worst Day	-1.14%	-1.27%
Best Month	1.0%	1.29%
Worst Month	-1.05%	-1.24%
Best Year	-0.01%	0.19%
Worst Year	-0.44%	-0.63%
Avg. Drawdown	-1.07%	-1.18%
Avg. Drawdown Days	44	28
Recovery Factor	-0.38	-0.35
Ulcer Index	0.01	0.01
Serenity Index	-2.49	-2.93
Avg. Up Month	0.53%	0.72%
Avg. Down Month	-0.78%	-0.93%
Win Days	92.54%	94.2%
Win Month	60.0%	40.0%
Win Quarter	0.0%	50.0%
Win Year	0.0%	50.0%
Beta	0.88	-
Alpha	-0.0	-
Correlation	96.82%	-
Treynor Ratio	-8.51%	-