PSGM[Strategy] vs INav[Benchmark]

23 Apr, 2025 - 7 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	30.56%	30.64%
CAGR﹪	22.95%	23.01%
Sharpe	0.65	0.65
Prob. Sharpe Ratio	41.03%	40.47%
Smart Sharpe	0.62	0.62
Sortino	0.91	0.93
Smart Sortino	0.87	0.88
Sortino/√2	0.64	0.66
Smart Sortino/√2	0.61	0.63
Omega	1.12	1.12
Max Drawdown	-29.79%	-29.36%
Longest DD Days	157	157
Volatility (ann.)	26.61%	27.16%
R^2	0.79	0.79
Information Ratio	-0.0	-0.0
Calmar	0.77	0.78
Skew	-0.56	-0.29
Kurtosis	3.09	3.78
Expected Daily	0.08%	0.08%
Expected Monthly	1.58%	1.58%
Expected Yearly	14.26%	14.3%
Kelly Criterion	6.09%	6.2%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.66%	-2.72%
Expected Shortfall (cVaR)	-2.66%	-2.72%
Max Consecutive Wins	6	9
Max Consecutive Losses	8	8
Gain/Pain Ratio	0.17	0.17
Gain/Pain (1M)	1.04	1.08
Payoff Ratio	0.98	1.02
Profit Factor	1.17	1.17
Common Sense Ratio	1.24	1.18
CPC Index	0.61	0.63
Tail Ratio	1.06	1.01
Outlier Win Ratio	3.28	3.19
Outlier Loss Ratio	3.33	3.36
MTD	11.3%	11.09%
3M	2.3%	1.88%
6M	-7.77%	-7.27%
YTD	4.72%	4.24%
1Y	32.69%	32.61%
3Y (ann.)	22.95%	23.01%
5Y (ann.)	22.95%	23.01%
10Y (ann.)	22.95%	23.01%
All-time (ann.)	22.95%	23.01%
Best Day	5.08%	6.75%
Worst Day	-9.1%	-9.36%
Best Month	17.77%	16.24%
Worst Month	-8.89%	-8.12%
Best Year	24.67%	25.33%
Worst Year	4.72%	4.24%
Avg. Drawdown	-5.19%	-4.75%
Avg. Drawdown Days	33	29
Recovery Factor	1.03	1.04
Ulcer Index	0.12	0.12
Serenity Index	0.15	0.16
Avg. Up Month	6.83%	6.79%
Avg. Down Month	-4.41%	-4.3%
Win Days	53.54%	52.62%
Win Month	58.82%	52.94%
Win Quarter	66.67%	66.67%
Win Year	100.0%	100.0%
Beta	0.87	-
Alpha	0.03	-
Correlation	88.93%	-
Treynor Ratio	27.03%	-