MONY[Strategy] vs INav[Benchmark]

9 Jan, 2025 - 30 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	93.0%	97.0%
Cumulative Return	25.36%	26.08%
CAGR﹪	18.93%	19.45%
Sharpe	5.97	9.93
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.91	6.5
Sortino	10.88	50.09
Smart Sortino	7.12	32.78
Sortino/√2	7.69	35.42
Smart Sortino/√2	5.03	23.18
Omega	2.98	2.98
Max Drawdown	-0.43%	-0.2%
Longest DD Days	11	3
Volatility (ann.)	1.75%	1.1%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	44.13	96.06
Skew	-0.02	4.5
Kurtosis	4.48	36.93
Expected Daily	0.07%	0.07%
Expected Monthly	1.42%	1.46%
Expected Yearly	11.97%	12.29%
Kelly Criterion	71.45%	99.04%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.11%	-0.04%
Expected Shortfall (cVaR)	-0.11%	-0.04%
Max Consecutive Wins	23	81
Max Consecutive Losses	2	2
Gain/Pain Ratio	4.8	113.22
Gain/Pain (1M)	-	-
Payoff Ratio	1.33	52.17
Profit Factor	5.8	114.22
Common Sense Ratio	16.0	595.29
CPC Index	6.44	5903.09
Tail Ratio	2.76	5.21
Outlier Win Ratio	3.57	4.87
Outlier Loss Ratio	1.39	1.92
MTD	1.28%	1.16%
3M	3.81%	3.69%
6M	7.87%	7.81%
YTD	5.05%	5.01%
1Y	18.03%	17.96%
3Y (ann.)	18.93%	19.45%
5Y (ann.)	18.93%	19.45%
10Y (ann.)	18.93%	19.45%
All-time (ann.)	18.93%	19.45%
Best Day	0.59%	0.75%
Worst Day	-0.43%	-0.2%
Best Month	1.83%	1.82%
Worst Month	1.0%	1.16%
Best Year	19.34%	20.06%
Worst Year	5.05%	5.01%
Avg. Drawdown	-0.1%	-0.1%
Avg. Drawdown Days	3	2
Recovery Factor	59.13	128.82
Ulcer Index	0.0	0.0
Serenity Index	283.75	6247.33
Avg. Up Month	1.42%	1.46%
Avg. Down Month	-	-
Win Days	83.71%	99.06%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.01	-
Alpha	0.17	-
Correlation	0.66%	-
Treynor Ratio	1728.84%	-