MONY[Strategy] vs INav[Benchmark]

9 Jan, 2025 - 7 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	94.0%	98.0%
Cumulative Return	33.06%	33.83%
CAGR﹪	17.81%	18.21%
Sharpe	5.29	9.88
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.35	6.24
Sortino	9.48	51.36
Smart Sortino	5.99	32.46
Sortino/√2	6.7	36.32
Smart Sortino/√2	4.23	22.95
Omega	2.54	2.54
Max Drawdown	-0.43%	-0.2%
Longest DD Days	11	3
Volatility (ann.)	1.8%	0.99%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	41.53	89.92
Skew	-0.02	4.69
Kurtosis	2.98	42.23
Expected Daily	0.06%	0.07%
Expected Monthly	1.31%	1.33%
Expected Yearly	15.35%	15.69%
Kelly Criterion	58.66%	99.01%
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	97
Max Consecutive Losses	2	2
Gain/Pain Ratio	3.74	136.74
Gain/Pain (1M)	-	-
Payoff Ratio	0.91	13.95
Profit Factor	4.74	137.74
Common Sense Ratio	10.67	705.52
CPC Index	3.47	1903.0
Tail Ratio	2.25	5.12
Outlier Win Ratio	3.22	4.83
Outlier Loss Ratio	1.4	2.45
MTD	0.32%	0.24%
3M	3.72%	3.59%
6M	7.36%	7.22%
YTD	11.5%	11.47%
1Y	15.75%	15.62%
3Y (ann.)	17.81%	18.21%
5Y (ann.)	17.81%	18.21%
10Y (ann.)	17.81%	18.21%
All-time (ann.)	17.81%	18.21%
Best Day	0.59%	0.75%
Worst Day	-0.43%	-0.2%
Best Month	1.83%	1.82%
Worst Month	0.32%	0.24%
Best Year	19.34%	20.06%
Worst Year	11.5%	11.47%
Avg. Drawdown	-0.1%	-0.07%
Avg. Drawdown Days	2	3
Recovery Factor	77.08	167.11
Ulcer Index	0.0	0.0
Serenity Index	404.28	10682.94
Avg. Up Month	1.31%	1.33%
Avg. Down Month	-	-
Win Days	80.29%	99.07%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.08	-
Alpha	0.15	-
Correlation	4.51%	-
Treynor Ratio	319.73%	-