MONY[Strategy] vs INav[Benchmark]

9 Jan, 2025 - 12 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	94.0%	98.0%
Cumulative Return	30.37%	31.11%
CAGR﹪	18.16%	18.59%
Sharpe	5.51	9.91
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.53	6.34
Sortino	10.05	50.8
Smart Sortino	6.43	32.5
Sortino/√2	7.1	35.92
Smart Sortino/√2	4.55	22.98
Omega	2.67	2.67
Max Drawdown	-0.43%	-0.2%
Longest DD Days	11	3
Volatility (ann.)	1.78%	1.03%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	42.34	91.81
Skew	0.04	4.6
Kurtosis	3.31	40.1
Expected Daily	0.07%	0.07%
Expected Monthly	1.33%	1.36%
Expected Yearly	14.18%	14.51%
Kelly Criterion	60.41%	98.91%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.12%	-0.04%
Expected Shortfall (cVaR)	-0.12%	-0.04%
Max Consecutive Wins	23	81
Max Consecutive Losses	2	2
Gain/Pain Ratio	4.06	127.11
Gain/Pain (1M)	-	-
Payoff Ratio	0.91	14.2
Profit Factor	5.06	128.11
Common Sense Ratio	11.48	662.16
CPC Index	3.73	1800.55
Tail Ratio	2.27	5.17
Outlier Win Ratio	3.31	4.82
Outlier Loss Ratio	1.38	2.38
MTD	0.65%	0.44%
3M	3.75%	3.64%
6M	7.2%	7.25%
YTD	9.25%	9.21%
1Y	16.04%	16.23%
3Y (ann.)	18.16%	18.59%
5Y (ann.)	18.16%	18.59%
10Y (ann.)	18.16%	18.59%
All-time (ann.)	18.16%	18.59%
Best Day	0.59%	0.75%
Worst Day	-0.43%	-0.2%
Best Month	1.83%	1.82%
Worst Month	0.65%	0.44%
Best Year	19.34%	20.06%
Worst Year	9.25%	9.21%
Avg. Drawdown	-0.1%	-0.07%
Avg. Drawdown Days	3	3
Recovery Factor	70.8	153.68
Ulcer Index	0.0	0.0
Serenity Index	371.01	9018.2
Avg. Up Month	1.34%	1.36%
Avg. Down Month	-	-
Win Days	81.17%	98.98%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.05	-
Alpha	0.16	-
Correlation	3.09%	-
Treynor Ratio	435.41%	-