OLIQ[Strategy] vs INav[Benchmark]

30 Jun, 2026 - 24 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	95.0%	95.0%
Cumulative Return	1.0%	0.89%
CAGR﹪	16.3%	14.47%
Sharpe	12.46	10.14
Prob. Sharpe Ratio	-	-
Smart Sharpe	10.89	8.87
Sortino	65.5	51.38
Smart Sortino	57.29	44.94
Sortino/√2	46.31	36.33
Smart Sortino/√2	40.51	31.77
Omega	18.98	18.98
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	0.51%	0.5%
R^2	0.0	0.0
Information Ratio	0.12	0.12
Calmar	-	-
Skew	1.04	1.65
Kurtosis	0.26	1.98
Expected Daily	0.05%	0.05%
Expected Monthly	0.5%	0.45%
Expected Yearly	1.0%	0.89%
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	18	18
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	4.14	3.76
Outlier Win Ratio	2.24	2.5
Outlier Loss Ratio	-	-
MTD	1.0%	0.89%
3M	1.0%	0.89%
6M	1.0%	0.89%
YTD	1.0%	0.89%
1Y	1.0%	0.89%
3Y (ann.)	16.3%	14.47%
5Y (ann.)	16.3%	14.47%
10Y (ann.)	16.3%	14.47%
All-time (ann.)	16.3%	14.47%
Best Day	0.12%	0.12%
Worst Day	0.0%	0.0%
Best Month	1.0%	0.89%
Worst Month	0.0%	0.0%
Best Year	1.0%	0.89%
Worst Year	1.0%	0.89%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	1.0%	0.89%
Avg. Down Month	-	-
Win Days	100.0%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.07	-
Alpha	0.14	-
Correlation	-6.61%	-
Treynor Ratio	87.53%	-
Avg. Drawdown Days	-	-