PSGM[Strategy] vs INav[Benchmark]

23 Apr, 2025 - 22 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	35.2%	34.19%
CAGR﹪	23.73%	23.08%
Sharpe	0.68	0.66
Prob. Sharpe Ratio	42.06%	40.65%
Smart Sharpe	0.65	0.62
Sortino	0.96	0.94
Smart Sortino	0.91	0.89
Sortino/√2	0.68	0.67
Smart Sortino/√2	0.64	0.63
Omega	1.12	1.12
Max Drawdown	-29.79%	-29.36%
Longest DD Days	203	203
Volatility (ann.)	26.27%	26.65%
R^2	0.77	0.77
Information Ratio	0.0	0.0
Calmar	0.8	0.79
Skew	-0.53	-0.3
Kurtosis	2.94	3.76
Expected Daily	0.08%	0.08%
Expected Monthly	1.69%	1.65%
Expected Yearly	16.28%	15.84%
Kelly Criterion	6.24%	6.45%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.62%	-2.66%
Expected Shortfall (cVaR)	-2.62%	-2.66%
Max Consecutive Wins	6	11
Max Consecutive Losses	8	8
Gain/Pain Ratio	0.17	0.17
Gain/Pain (1M)	1.1	1.08
Payoff Ratio	1.01	1.02
Profit Factor	1.17	1.17
Common Sense Ratio	1.27	1.17
CPC Index	0.63	0.63
Tail Ratio	1.08	1.0
Outlier Win Ratio	3.17	3.16
Outlier Loss Ratio	3.3	3.32
MTD	-2.18%	-2.72%
3M	21.63%	20.62%
6M	-3.41%	-3.95%
YTD	8.45%	7.07%
1Y	21.9%	21.04%
3Y (ann.)	23.73%	23.08%
5Y (ann.)	23.73%	23.08%
10Y (ann.)	23.73%	23.08%
All-time (ann.)	23.73%	23.08%
Best Day	5.08%	6.75%
Worst Day	-9.1%	-9.36%
Best Month	17.83%	17.3%
Worst Month	-8.89%	-8.12%
Best Year	24.67%	25.33%
Worst Year	8.45%	7.07%
Avg. Drawdown	-5.19%	-4.75%
Avg. Drawdown Days	36	32
Recovery Factor	1.18	1.16
Ulcer Index	0.12	0.12
Serenity Index	0.18	0.18
Avg. Up Month	7.56%	7.48%
Avg. Down Month	-4.13%	-4.1%
Win Days	52.94%	52.66%
Win Month	55.56%	50.0%
Win Quarter	66.67%	66.67%
Win Year	100.0%	100.0%
Beta	0.87	-
Alpha	0.04	-
Correlation	88.02%	-
Treynor Ratio	32.5%	-