PSGM[Strategy] vs INav[Benchmark]

23 Apr, 2025 - 29 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	24.5%	24.18%
CAGR﹪	24.06%	23.75%
Sharpe	0.71	0.69
Prob. Sharpe Ratio	44.56%	43.69%
Smart Sharpe	0.68	0.67
Sortino	0.98	0.98
Smart Sortino	0.94	0.94
Sortino/√2	0.69	0.69
Smart Sortino/√2	0.67	0.67
Omega	1.13	1.13
Max Drawdown	-18.54%	-18.39%
Longest DD Days	129	117
Volatility (ann.)	25.6%	26.02%
R^2	0.81	0.81
Information Ratio	0.0	0.0
Calmar	1.3	1.29
Skew	-0.78	-0.59
Kurtosis	4.8	5.36
Expected Daily	0.09%	0.08%
Expected Monthly	1.7%	1.68%
Expected Yearly	11.58%	11.44%
Kelly Criterion	6.51%	7.06%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.55%	-2.6%
Expected Shortfall (cVaR)	-2.55%	-2.6%
Max Consecutive Wins	6	9
Max Consecutive Losses	5	5
Gain/Pain Ratio	0.19	0.19
Gain/Pain (1M)	1.1	1.08
Payoff Ratio	1.0	1.03
Profit Factor	1.19	1.19
Common Sense Ratio	1.32	1.46
CPC Index	0.63	0.64
Tail Ratio	1.11	1.23
Outlier Win Ratio	3.37	3.32
Outlier Loss Ratio	3.94	3.93
MTD	-10.63%	-8.97%
3M	-17.22%	-15.91%
6M	8.69%	7.65%
YTD	-0.13%	-0.91%
1Y	25.16%	25.1%
3Y (ann.)	24.06%	23.75%
5Y (ann.)	24.06%	23.75%
10Y (ann.)	24.06%	23.75%
All-time (ann.)	24.06%	23.75%
Best Day	5.08%	6.75%
Worst Day	-9.1%	-9.36%
Best Month	17.77%	16.24%
Worst Month	-10.63%	-8.97%
Best Year	24.67%	25.33%
Worst Year	-0.13%	-0.91%
Avg. Drawdown	-4.33%	-4.02%
Avg. Drawdown Days	25	22
Recovery Factor	1.32	1.32
Ulcer Index	0.06	0.06
Serenity Index	0.41	0.45
Avg. Up Month	6.9%	6.95%
Avg. Down Month	-4.63%	-4.67%
Win Days	53.33%	52.94%
Win Month	61.54%	53.85%
Win Quarter	60.0%	60.0%
Win Year	50.0%	50.0%
Beta	0.89	-
Alpha	0.03	-
Correlation	90.01%	-
Treynor Ratio	19.77%	-