MONY[Strategy] vs INav[Benchmark]

9 Jan, 2025 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	91.0%	98.0%
Cumulative Return	15.9%	16.08%
CAGR﹪	21.46%	21.71%
Sharpe	8.98	10.47
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	7.23	8.43
Sortino	22.09	45.8
Smart Sortino	17.78	36.87
Sortino/√2	15.62	32.39
Smart Sortino/√2	12.57	26.07
Omega	4.91	4.91
Max Drawdown	-0.22%	-0.2%
Longest DD Days	5	3
Volatility (ann.)	1.37%	1.2%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	97.48	107.21
Skew	0.27	4.19
Kurtosis	1.17	34.36
Expected Daily	0.08%	0.08%
Expected Monthly	1.49%	1.5%
Expected Yearly	15.9%	16.08%
Kelly Criterion	79.99%	98.39%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.07%	-0.05%
Expected Shortfall (cVaR)	-0.07%	-0.05%
Max Consecutive Wins	23	75
Max Consecutive Losses	2	2
Gain/Pain Ratio	11.69	72.83
Gain/Pain (1M)	-	-
Payoff Ratio	1.3	57.42
Profit Factor	12.69	73.83
Common Sense Ratio	83.41	390.73
CPC Index	14.6	4172.84
Tail Ratio	6.58	5.29
Outlier Win Ratio	3.17	3.69
Outlier Loss Ratio	0.99	0.92
MTD	1.21%	0.45%
3M	4.7%	4.66%
6M	10.28%	9.68%
YTD	15.9%	16.08%
1Y	15.9%	16.08%
3Y (ann.)	21.46%	21.71%
5Y (ann.)	21.46%	21.71%
10Y (ann.)	21.46%	21.71%
All-time (ann.)	21.46%	21.71%
Best Day	0.36%	0.75%
Worst Day	-0.22%	-0.2%
Best Month	1.83%	1.82%
Worst Month	1.0%	0.45%
Best Year	15.9%	16.08%
Worst Year	15.9%	16.08%
Avg. Drawdown	-0.07%	-0.1%
Avg. Drawdown Days	2	2
Recovery Factor	72.21	79.41
Ulcer Index	0.0	0.0
Serenity Index	383.41	1888.37
Avg. Up Month	1.49%	1.5%
Avg. Down Month	-	-
Win Days	88.7%	98.42%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.05	-
Alpha	0.18	-
Correlation	4.14%	-
Treynor Ratio	187.36%	-