OBLG[Strategy] vs INav[Benchmark]

3 Aug, 2022 - 21 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	98.0%
Cumulative Return	47.78%	47.75%
CAGR﹪	11.91%	11.9%
Sharpe	1.21	1.42
Prob. Sharpe Ratio	99.89%	99.98%
Smart Sharpe	1.13	1.33
Sortino	1.72	2.02
Smart Sortino	1.61	1.9
Sortino/√2	1.21	1.43
Smart Sortino/√2	1.14	1.34
Omega	1.25	1.25
Max Drawdown	-4.56%	-3.92%
Longest DD Days	184	188
Volatility (ann.)	3.7%	3.12%
R^2	0.71	0.71
Information Ratio	0.0	0.0
Calmar	2.61	3.04
Skew	-1.14	-1.66
Kurtosis	18.39	29.28
Expected Daily	0.04%	0.04%
Expected Monthly	0.93%	0.93%
Expected Yearly	8.12%	8.12%
Kelly Criterion	22.22%	32.4%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.34%	-0.28%
Expected Shortfall (cVaR)	-0.34%	-0.28%
Max Consecutive Wins	25	25
Max Consecutive Losses	7	9
Gain/Pain Ratio	0.76	1.12
Gain/Pain (1M)	4.16	5.14
Payoff Ratio	1.0	1.13
Profit Factor	1.76	2.12
Common Sense Ratio	2.28	3.6
CPC Index	1.07	1.54
Tail Ratio	1.3	1.69
Outlier Win Ratio	3.45	4.41
Outlier Loss Ratio	2.55	3.55
MTD	0.1%	0.42%
3M	4.98%	4.75%
6M	8.13%	8.21%
YTD	0.1%	0.42%
1Y	26.9%	26.88%
3Y (ann.)	13.04%	12.79%
5Y (ann.)	11.91%	11.9%
10Y (ann.)	11.91%	11.9%
All-time (ann.)	11.91%	11.9%
Best Day	1.43%	1.43%
Worst Day	-2.21%	-2.17%
Best Month	5.56%	5.07%
Worst Month	-2.04%	-1.65%
Best Year	28.2%	27.79%
Worst Year	0.1%	0.42%
Avg. Drawdown	-0.34%	-0.26%
Avg. Drawdown Days	9	10
Recovery Factor	10.47	12.18
Ulcer Index	0.01	0.01
Serenity Index	4.63	4.72
Avg. Up Month	1.49%	1.43%
Avg. Down Month	-1.16%	-0.96%
Win Days	61.2%	64.14%
Win Month	78.57%	80.95%
Win Quarter	86.67%	80.0%
Win Year	100.0%	100.0%
Beta	1.0	-
Alpha	0.0	-
Correlation	84.08%	-
Treynor Ratio	40.92%	-