NFKL[Strategy] vs INav[Benchmark]

30 Jun, 2026 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	91.0%	97.0%
Cumulative Return	1.59%	1.47%
CAGR﹪	14.66%	13.51%
Sharpe	6.58	9.65
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	4.1	6.01
Sortino	13.46	61.34
Smart Sortino	8.38	38.2
Sortino/√2	9.52	43.37
Smart Sortino/√2	5.93	27.01
Omega	3.19	3.19
Max Drawdown	-0.07%	-
Longest DD Days	-	-
Volatility (ann.)	0.92%	0.53%
R^2	0.09	0.09
Information Ratio	0.05	0.05
Calmar	210.47	-
Skew	-0.1	1.45
Kurtosis	-0.37	0.61
Expected Daily	0.05%	0.05%
Expected Monthly	0.53%	0.49%
Expected Yearly	1.59%	1.47%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.04%	-0.01%
Expected Shortfall (cVaR)	-0.04%	-0.01%
Max Consecutive Wins	10	30
Max Consecutive Losses	1	0
Gain/Pain Ratio	8.81	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	9.81	-
Common Sense Ratio	25.03	-
CPC Index	-	-
Tail Ratio	2.55	5.22
Outlier Win Ratio	2.11	2.81
Outlier Loss Ratio	0.52	-
MTD	0.31%	0.36%
3M	1.59%	1.47%
6M	1.59%	1.47%
YTD	1.59%	1.47%
1Y	1.59%	1.47%
3Y (ann.)	14.66%	13.51%
5Y (ann.)	14.66%	13.51%
10Y (ann.)	14.66%	13.51%
All-time (ann.)	14.66%	13.51%
Best Day	0.15%	0.12%
Worst Day	-0.07%	0.0%
Best Month	1.28%	1.1%
Worst Month	0.0%	0.0%
Best Year	1.59%	1.47%
Worst Year	1.59%	1.47%
Avg. Drawdown	-0.06%	-
Avg. Drawdown Days	-	-
Recovery Factor	22.78	-
Ulcer Index	0.0	0.0
Serenity Index	-463.16	-
Avg. Up Month	0.79%	0.73%
Avg. Down Month	-	-
Win Days	89.29%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.52	-
Alpha	0.19	-
Correlation	-30.13%	-
Treynor Ratio	10.32%	-