SBBC[Strategy] vs INav[Benchmark]

5 May, 2025 - 1 Sep, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	99.0%
Cumulative Return	10.37%	10.49%
CAGR﹪	35.33%	35.8%
Sharpe	1.15	1.16
Prob. Sharpe Ratio	57.98%	58.01%
Smart Sharpe	1.08	1.09
Sortino	1.77	1.76
Smart Sortino	1.67	1.66
Sortino/√2	1.25	1.24
Smart Sortino/√2	1.18	1.17
Omega	1.21	1.21
Max Drawdown	-8.7%	-8.76%
Longest DD Days	69	68
Volatility (ann.)	21.92%	22.16%
R^2	0.96	0.96
Information Ratio	-0.01	-0.01
Calmar	4.06	4.09
Skew	0.21	0.15
Kurtosis	0.45	0.56
Expected Daily	0.12%	0.12%
Expected Monthly	1.99%	2.02%
Expected Yearly	10.37%	10.49%
Kelly Criterion	12.58%	11.49%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.14%	-2.17%
Expected Shortfall (cVaR)	-2.14%	-2.17%
Max Consecutive Wins	8	8
Max Consecutive Losses	5	5
Gain/Pain Ratio	0.27	0.28
Gain/Pain (1M)	9.08	7.42
Payoff Ratio	0.93	0.91
Profit Factor	1.27	1.28
Common Sense Ratio	1.71	1.53
CPC Index	0.69	0.67
Tail Ratio	1.34	1.2
Outlier Win Ratio	3.31	3.3
Outlier Loss Ratio	2.57	2.58
MTD	-0.22%	-0.42%
3M	7.22%	6.98%
6M	10.37%	10.49%
YTD	10.37%	10.49%
1Y	10.37%	10.49%
3Y (ann.)	35.33%	35.8%
5Y (ann.)	35.33%	35.8%
10Y (ann.)	35.33%	35.8%
All-time (ann.)	35.33%	35.8%
Best Day	4.27%	4.38%
Worst Day	-3.07%	-3.05%
Best Month	6.77%	6.74%
Worst Month	-1.18%	-1.26%
Best Year	10.37%	10.49%
Worst Year	10.37%	10.49%
Avg. Drawdown	-4.56%	-4.36%
Avg. Drawdown Days	25	24
Recovery Factor	1.19	1.2
Ulcer Index	0.04	0.04
Serenity Index	0.17	0.18
Avg. Up Month	3.85%	3.99%
Avg. Down Month	-0.7%	-0.84%
Win Days	57.83%	57.83%
Win Month	60.0%	60.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.97	-
Alpha	0.01	-
Correlation	98.07%	-
Treynor Ratio	3.47%	-