INFL[Strategy] vs INav[Benchmark]

30 Dec, 2021 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	99.0%
Cumulative Return	24.33%	24.65%
CAGR﹪	5.92%	5.99%
Sharpe	0.0	-0.02
Prob. Sharpe Ratio	10.1%	11.91%
Smart Sharpe	0.0	-0.02
Sortino	0.0	-0.03
Smart Sortino	0.0	-0.03
Sortino/√2	0.0	-0.02
Smart Sortino/√2	0.0	-0.02
Omega	1.0	1.0
Max Drawdown	-26.1%	-26.28%
Longest DD Days	750	749
Volatility (ann.)	13.53%	11.12%
R^2	0.77	0.77
Information Ratio	0.0	0.0
Calmar	0.23	0.23
Skew	6.26	9.98
Kurtosis	166.04	269.91
Expected Daily	0.02%	0.02%
Expected Monthly	0.47%	0.48%
Expected Yearly	4.45%	4.51%
Kelly Criterion	4.97%	11.42%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.37%	-1.13%
Expected Shortfall (cVaR)	-1.37%	-1.13%
Max Consecutive Wins	8	20
Max Consecutive Losses	10	10
Gain/Pain Ratio	0.15	0.21
Gain/Pain (1M)	0.65	0.66
Payoff Ratio	0.96	0.99
Profit Factor	1.15	1.21
Common Sense Ratio	1.1	1.14
CPC Index	0.59	0.67
Tail Ratio	0.96	0.95
Outlier Win Ratio	4.43	6.31
Outlier Loss Ratio	3.6	5.06
MTD	-0.64%	0.02%
3M	5.47%	5.72%
6M	11.5%	12.42%
YTD	18.91%	18.72%
1Y	22.5%	23.07%
3Y (ann.)	2.53%	2.67%
5Y (ann.)	5.92%	5.99%
10Y (ann.)	5.92%	5.99%
All-time (ann.)	5.92%	5.99%
Best Day	16.44%	15.47%
Worst Day	-9.67%	-7.64%
Best Month	19.35%	18.6%
Worst Month	-7.89%	-6.67%
Best Year	18.91%	18.72%
Worst Year	-11.97%	-11.37%
Avg. Drawdown	-1.03%	-1.16%
Avg. Drawdown Days	23	30
Recovery Factor	0.93	0.94
Ulcer Index	0.09	0.09
Serenity Index	0.11	0.09
Avg. Up Month	2.41%	2.37%
Avg. Down Month	-2.37%	-2.21%
Win Days	53.56%	56.0%
Win Month	62.22%	60.0%
Win Quarter	56.25%	62.5%
Win Year	75.0%	75.0%
Beta	1.07	-
Alpha	-0.0	-
Correlation	87.84%	-
Treynor Ratio	16.22%	-