NFKL[Strategy] vs INav[Benchmark]

30 Jun, 2026 - 25 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	94.0%	99.0%
Cumulative Return	3.11%	3.03%
CAGR﹪	13.73%	13.34%
Sharpe	5.66	10.03
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	3.87	6.85
Sortino	10.77	82.79
Smart Sortino	7.36	56.57
Sortino/√2	7.61	58.54
Smart Sortino/√2	5.2	40.0
Omega	2.62	2.62
Max Drawdown	-0.08%	-
Longest DD Days	-	-
Volatility (ann.)	0.94%	0.5%
R^2	0.03	0.03
Information Ratio	0.02	0.02
Calmar	174.68	-
Skew	-0.08	1.53
Kurtosis	-0.42	0.66
Expected Daily	0.05%	0.05%
Expected Monthly	0.77%	0.75%
Expected Yearly	3.11%	3.03%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.05%	-0.0%
Expected Shortfall (cVaR)	-0.05%	-0.0%
Max Consecutive Wins	10	63
Max Consecutive Losses	1	0
Gain/Pain Ratio	6.5	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	7.5	-
Common Sense Ratio	18.41	-
CPC Index	-	-
Tail Ratio	2.45	3.86
Outlier Win Ratio	2.15	2.97
Outlier Loss Ratio	0.6	-
MTD	0.84%	0.85%
3M	3.11%	3.03%
6M	3.11%	3.03%
YTD	3.11%	3.03%
1Y	3.11%	3.03%
3Y (ann.)	13.73%	13.34%
5Y (ann.)	13.73%	13.34%
10Y (ann.)	13.73%	13.34%
All-time (ann.)	13.73%	13.34%
Best Day	0.17%	0.12%
Worst Day	-0.08%	0.0%
Best Month	1.28%	1.1%
Worst Month	0.0%	0.0%
Best Year	3.11%	3.03%
Worst Year	3.11%	3.03%
Avg. Drawdown	-0.05%	-
Avg. Drawdown Days	-	-
Recovery Factor	39.62	-
Ulcer Index	0.0	0.0
Serenity Index	-265.47	-
Avg. Up Month	1.03%	1.0%
Avg. Down Month	-	-
Win Days	85.0%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.35	-
Alpha	0.16	-
Correlation	-18.32%	-
Treynor Ratio	11.24%	-