PSMM[Strategy] vs INav[Benchmark]

6 Jun, 2024 - 14 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	99.0%
Cumulative Return	38.11%	37.98%
CAGR﹪	19.01%	18.96%
Sharpe	8.24	13.44
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.15	8.39
Sortino	18.72	169.79
Smart Sortino	11.69	106.05
Sortino/√2	13.24	120.06
Smart Sortino/√2	8.27	74.99
Omega	4.69	4.69
Max Drawdown	-0.24%	-0.02%
Longest DD Days	4	1
Volatility (ann.)	1.28%	0.78%
R^2	0.01	0.01
Information Ratio	0.0	0.0
Calmar	78.19	1183.68
Skew	0.62	2.02
Kurtosis	5.56	5.58
Expected Daily	0.07%	0.07%
Expected Monthly	1.41%	1.41%
Expected Yearly	11.36%	11.33%
Kelly Criterion	82.56%	99.5%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.06%	-0.01%
Expected Shortfall (cVaR)	-0.06%	-0.01%
Max Consecutive Wins	78	185
Max Consecutive Losses	2	1
Gain/Pain Ratio	10.28	1413.75
Gain/Pain (1M)	-	-
Payoff Ratio	2.33	6.1
Profit Factor	11.28	1414.75
Common Sense Ratio	47.93	8005.74
CPC Index	23.05	8595.15
Tail Ratio	4.25	5.66
Outlier Win Ratio	3.18	3.96
Outlier Loss Ratio	1.33	6.53
MTD	0.51%	0.53%
3M	3.71%	3.67%
6M	7.83%	7.92%
YTD	4.03%	4.29%
1Y	18.21%	18.35%
3Y (ann.)	19.01%	18.96%
5Y (ann.)	19.01%	18.96%
10Y (ann.)	19.01%	18.96%
All-time (ann.)	19.01%	18.96%
Best Day	0.58%	0.39%
Worst Day	-0.24%	-0.02%
Best Month	2.41%	2.0%
Worst Month	0.51%	0.53%
Best Year	20.77%	20.81%
Worst Year	4.03%	4.29%
Avg. Drawdown	-0.06%	-0.01%
Avg. Drawdown Days	1	1
Recovery Factor	156.72	2371.81
Ulcer Index	0.0	0.0
Serenity Index	1549.68	1388619.29
Avg. Up Month	1.41%	1.41%
Avg. Down Month	-	-
Win Days	87.8%	99.57%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.13	-
Alpha	0.15	-
Correlation	7.86%	-
Treynor Ratio	241.62%	-