PSGM[Strategy] vs INav[Benchmark]

23 Apr, 2025 - 19 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	11.16%	11.25%
CAGR﹪	9.58%	9.66%
Sharpe	0.22	0.23
Prob. Sharpe Ratio	25.22%	24.97%
Smart Sharpe	0.22	0.22
Sortino	0.3	0.32
Smart Sortino	0.29	0.31
Sortino/√2	0.21	0.22
Smart Sortino/√2	0.21	0.22
Omega	1.04	1.04
Max Drawdown	-29.79%	-29.36%
Longest DD Days	129	117
Volatility (ann.)	26.09%	26.85%
R^2	0.78	0.78
Information Ratio	-0.0	-0.0
Calmar	0.32	0.33
Skew	-0.69	-0.34
Kurtosis	3.72	4.53
Expected Daily	0.04%	0.04%
Expected Monthly	0.71%	0.71%
Expected Yearly	5.43%	5.48%
Kelly Criterion	2.27%	2.96%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.65%	-2.73%
Expected Shortfall (cVaR)	-2.65%	-2.73%
Max Consecutive Wins	6	9
Max Consecutive Losses	8	8
Gain/Pain Ratio	0.09	0.09
Gain/Pain (1M)	0.43	0.44
Payoff Ratio	0.98	1.02
Profit Factor	1.09	1.09
Common Sense Ratio	1.14	1.08
CPC Index	0.55	0.57
Tail Ratio	1.05	0.99
Outlier Win Ratio	3.28	3.19
Outlier Loss Ratio	3.56	3.57
MTD	-5.97%	-6.37%
3M	-24.76%	-24.93%
6M	-11.28%	-11.09%
YTD	-10.84%	-11.23%
1Y	14.51%	14.96%
3Y (ann.)	9.58%	9.66%
5Y (ann.)	9.58%	9.66%
10Y (ann.)	9.58%	9.66%
All-time (ann.)	9.58%	9.66%
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	-10.84%	-11.23%
Avg. Drawdown	-5.19%	-4.75%
Avg. Drawdown Days	29	25
Recovery Factor	0.37	0.38
Ulcer Index	0.1	0.09
Serenity Index	0.04	0.04
Avg. Up Month	6.9%	6.95%
Avg. Down Month	-4.89%	-4.87%
Win Days	51.72%	51.03%
Win Month	53.33%	46.67%
Win Quarter	60.0%	60.0%
Win Year	50.0%	50.0%
Beta	0.86	-
Alpha	0.02	-
Correlation	88.3%	-
Treynor Ratio	4.85%	-