OLIQ[Strategy] vs INav[Benchmark]

2 Jul, 2026 - 25 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	99.0%
Cumulative Return	3.23%	3.1%
CAGR﹪	14.62%	14.01%
Sharpe	13.31	11.37
Prob. Sharpe Ratio	-	-
Smart Sharpe	10.18	8.69
Sortino	109.76	72.47
Smart Sortino	83.89	55.39
Sortino/√2	77.61	51.24
Smart Sortino/√2	59.32	39.17
Omega	45.36	45.36
Max Drawdown	-	-0.0%
Longest DD Days	-	-
Volatility (ann.)	0.46%	0.5%
R^2	0.03	0.03
Information Ratio	0.04	0.04
Calmar	-	14394.46
Skew	1.21	1.32
Kurtosis	0.13	0.33
Expected Daily	0.05%	0.05%
Expected Monthly	1.07%	1.02%
Expected Yearly	3.23%	3.1%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.0%	-0.0%
Expected Shortfall (cVaR)	-0.0%	-0.0%
Max Consecutive Wins	61	47
Max Consecutive Losses	0	1
Gain/Pain Ratio	-	3138.23
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	3139.23
Common Sense Ratio	-	10623.93
CPC Index	-	-
Tail Ratio	3.73	3.38
Outlier Win Ratio	2.23	2.29
Outlier Loss Ratio	-	-5.93
MTD	0.99%	0.9%
3M	3.23%	3.1%
6M	3.23%	3.1%
YTD	3.23%	3.1%
1Y	3.23%	3.1%
3Y (ann.)	14.62%	14.01%
5Y (ann.)	14.62%	14.01%
10Y (ann.)	14.62%	14.01%
All-time (ann.)	14.62%	14.01%
Best Day	0.12%	0.12%
Worst Day	0.0%	-0.0%
Best Month	1.17%	1.09%
Worst Month	0.99%	0.9%
Best Year	3.23%	3.1%
Worst Year	3.23%	3.1%
Avg. Drawdown	-	-0.0%
Avg. Drawdown Days	-	-
Recovery Factor	-	3185.54
Ulcer Index	0.0	0.0
Serenity Index	-	-4469745.93
Avg. Up Month	1.07%	1.02%
Avg. Down Month	-	-
Win Days	100.0%	98.36%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.16	-
Alpha	0.15	-
Correlation	-17.31%	-
Treynor Ratio	23.39%	-