PSMM[Strategy] vs INav[Benchmark]

6 Jun, 2024 - 15 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	24.97%	24.6%
CAGR﹪	20.56%	20.27%
Sharpe	8.69	13.68
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.34	8.4
Sortino	20.38	174.21
Smart Sortino	12.52	107.01
Sortino/√2	14.41	123.18
Smart Sortino/√2	8.85	75.67
Omega	5.5	5.5
Max Drawdown	-0.24%	-0.02%
Longest DD Days	2	1
Volatility (ann.)	1.34%	0.83%
R^2	0.01	0.01
Information Ratio	0.01	0.01
Calmar	84.57	1265.47
Skew	0.78	2.01
Kurtosis	6.43	5.37
Expected Daily	0.07%	0.07%
Expected Monthly	1.5%	1.48%
Expected Yearly	11.79%	11.62%
Kelly Criterion	85.3%	99.24%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.07%	-0.01%
Expected Shortfall (cVaR)	-0.07%	-0.01%
Max Consecutive Wins	78	185
Max Consecutive Losses	2	1
Gain/Pain Ratio	11.38	965.73
Gain/Pain (1M)	-	-
Payoff Ratio	2.39	6.51
Profit Factor	12.38	966.73
Common Sense Ratio	63.53	5744.68
CPC Index	26.56	6253.46
Tail Ratio	5.13	5.94
Outlier Win Ratio	3.28	3.99
Outlier Loss Ratio	1.45	8.03
MTD	0.9%	0.74%
3M	5.13%	4.95%
6M	11.03%	10.93%
YTD	13.69%	13.77%
1Y	22.03%	21.6%
3Y (ann.)	20.56%	20.27%
5Y (ann.)	20.56%	20.27%
10Y (ann.)	20.56%	20.27%
All-time (ann.)	20.56%	20.27%
Best Day	0.58%	0.39%
Worst Day	-0.24%	-0.02%
Best Month	2.41%	2.0%
Worst Month	0.79%	0.69%
Best Year	13.69%	13.77%
Worst Year	9.92%	9.52%
Avg. Drawdown	-0.07%	-0.01%
Avg. Drawdown Days	1	1
Recovery Factor	102.67	1536.0
Ulcer Index	0.0	0.0
Serenity Index	857.7	542310.49
Avg. Up Month	1.5%	1.48%
Avg. Down Month	-	-
Win Days	89.63%	99.34%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.19	-
Alpha	0.15	-
Correlation	12.01%	-
Treynor Ratio	92.97%	-