SBBC[Strategy] vs INav[Benchmark]

29 Apr, 2025 - 2 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	67.0%	67.0%
Cumulative Return	-4.27%	-4.33%
CAGR﹪	-99.51%	-99.54%
Sharpe	-15.22	-15.48
Prob. Sharpe Ratio	-	-
Smart Sharpe	-8.78	-8.94
Sortino	-12.08	-12.17
Smart Sortino	-6.98	-7.03
Sortino/√2	-8.54	-8.61
Smart Sortino/√2	-4.93	-4.97
Omega	0.0	0.0
Max Drawdown	-4.27%	-4.33%
Longest DD Days	2	2
Volatility (ann.)	24.24%	24.16%
R^2	1.0	1.0
Information Ratio	0.51	0.51
Calmar	-23.29	-22.99
Skew	-0.49	-0.36
Kurtosis	-	-
Expected Daily	-1.44%	-1.46%
Expected Monthly	-2.16%	-2.19%
Expected Yearly	-4.27%	-4.33%
Kelly Criterion	-	-
Risk of Ruin	1.0%	1.0%
Daily Value-at-Risk	-3.95%	-3.96%
Expected Shortfall (cVaR)	-3.95%	-3.96%
Max Consecutive Wins	0	0
Max Consecutive Losses	2	2
Gain/Pain Ratio	-1.0	-1.0
Gain/Pain (1M)	-1.0	-1.0
Payoff Ratio	-	-
Profit Factor	0.0	0.0
Common Sense Ratio	0.0	0.0
CPC Index	-	-
Tail Ratio	0.04	0.05
Outlier Win Ratio	-	-
Outlier Loss Ratio	1.39	1.37
MTD	-3.04%	-3.04%
3M	-4.27%	-4.33%
6M	-4.27%	-4.33%
YTD	-4.27%	-4.33%
1Y	-4.27%	-4.33%
3Y (ann.)	-99.51%	-99.54%
5Y (ann.)	-99.51%	-99.54%
10Y (ann.)	-99.51%	-99.54%
All-time (ann.)	-99.51%	-99.54%
Best Day	0.0%	0.0%
Worst Day	-3.04%	-3.04%
Best Month	-1.27%	-1.33%
Worst Month	-3.04%	-3.04%
Best Year	-4.27%	-4.33%
Worst Year	-4.27%	-4.33%
Avg. Drawdown	-4.27%	-4.33%
Avg. Drawdown Days	2	2
Recovery Factor	-1.0	-1.0
Ulcer Index	0.03	0.03
Serenity Index	-1.0	-0.97
Avg. Up Month	-	-
Avg. Down Month	-2.16%	-2.19%
Win Days	0.0%	0.0%
Win Month	0.0%	0.0%
Win Quarter	0.0%	0.0%
Win Year	0.0%	0.0%
Beta	1.0	-
Alpha	0.06	-
Correlation	99.97%	-
Treynor Ratio	-11.23%	-