FMBR[Strategy] vs INav[Benchmark]

29 Oct, 2025 - 7 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	100.0%
Cumulative Return	14.66%	15.05%
CAGR﹪	15.67%	16.09%
Sharpe	2.2	2.66
Prob. Sharpe Ratio	99.8%	99.96%
Smart Sharpe	1.9	2.29
Sortino	3.46	4.29
Smart Sortino	2.98	3.69
Sortino/√2	2.45	3.03
Smart Sortino/√2	2.11	2.61
Omega	1.45	1.45
Max Drawdown	-1.76%	-1.39%
Longest DD Days	22	22
Volatility (ann.)	3.56%	3.08%
R^2	0.19	0.19
Information Ratio	-0.01	-0.01
Calmar	8.92	11.57
Skew	-0.06	0.17
Kurtosis	1.12	11.24
Expected Daily	0.06%	0.06%
Expected Monthly	1.06%	1.08%
Expected Yearly	7.08%	7.26%
Kelly Criterion	27.78%	48.16%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.31%	-0.26%
Expected Shortfall (cVaR)	-0.31%	-0.26%
Max Consecutive Wins	6	12
Max Consecutive Losses	5	4
Gain/Pain Ratio	1.0	1.59
Gain/Pain (1M)	-	-
Payoff Ratio	1.14	1.43
Profit Factor	2.0	2.59
Common Sense Ratio	2.79	4.15
CPC Index	1.4	2.57
Tail Ratio	1.4	1.6
Outlier Win Ratio	3.48	4.63
Outlier Loss Ratio	3.32	4.23
MTD	0.68%	0.35%
3M	3.72%	3.78%
6M	7.36%	7.7%
YTD	12.11%	12.74%
1Y	14.66%	15.05%
3Y (ann.)	15.67%	16.09%
5Y (ann.)	15.67%	16.09%
10Y (ann.)	15.67%	16.09%
All-time (ann.)	15.67%	16.09%
Best Day	0.79%	1.21%
Worst Day	-0.65%	-1.11%
Best Month	1.74%	1.58%
Worst Month	0.1%	0.1%
Best Year	12.11%	12.74%
Worst Year	2.28%	2.05%
Avg. Drawdown	-0.27%	-0.18%
Avg. Drawdown Days	5	3
Recovery Factor	8.34	10.83
Ulcer Index	0.0	0.0
Serenity Index	9.19	14.78
Avg. Up Month	1.06%	1.09%
Avg. Down Month	-	-
Win Days	61.57%	69.49%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.5	-
Alpha	0.07	-
Correlation	43.13%	-
Treynor Ratio	15.37%	-