SBCN[Strategy] vs INav[Benchmark]

20 Jan, 2023 - 24 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	17.43%	17.26%
CAGR﹪	5.99%	5.94%
Sharpe	0.01	0.01
Prob. Sharpe Ratio	13.5%	13.49%
Smart Sharpe	0.01	0.01
Sortino	0.01	0.01
Smart Sortino	0.01	0.01
Sortino/√2	0.01	0.01
Smart Sortino/√2	0.01	0.01
Omega	1.0	1.0
Max Drawdown	-27.14%	-27.0%
Longest DD Days	347	345
Volatility (ann.)	15.26%	15.15%
R^2	0.81	0.81
Information Ratio	0.0	0.0
Calmar	0.22	0.22
Skew	0.24	0.15
Kurtosis	3.75	4.9
Expected Daily	0.02%	0.02%
Expected Monthly	0.47%	0.47%
Expected Yearly	5.5%	5.45%
Kelly Criterion	3.12%	3.86%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.55%	-1.54%
Expected Shortfall (cVaR)	-1.55%	-1.54%
Max Consecutive Wins	8	8
Max Consecutive Losses	8	9
Gain/Pain Ratio	0.08	0.08
Gain/Pain (1M)	0.4	0.4
Payoff Ratio	0.96	0.93
Profit Factor	1.08	1.08
Common Sense Ratio	1.08	1.08
CPC Index	0.55	0.54
Tail Ratio	0.99	0.99
Outlier Win Ratio	3.72	3.77
Outlier Loss Ratio	3.79	3.73
MTD	-2.79%	-3.33%
3M	1.48%	1.47%
6M	-2.27%	-2.52%
YTD	-19.16%	-19.13%
1Y	-17.37%	-17.45%
3Y (ann.)	5.99%	5.94%
5Y (ann.)	5.99%	5.94%
10Y (ann.)	5.99%	5.94%
All-time (ann.)	5.99%	5.94%
Best Day	5.06%	6.46%
Worst Day	-4.13%	-4.02%
Best Month	13.51%	12.86%
Worst Month	-9.03%	-9.28%
Best Year	24.53%	24.58%
Worst Year	-19.16%	-19.13%
Avg. Drawdown	-3.63%	-2.69%
Avg. Drawdown Days	42	32
Recovery Factor	0.64	0.64
Ulcer Index	0.13	0.13
Serenity Index	0.03	0.03
Avg. Up Month	3.39%	3.37%
Avg. Down Month	-3.73%	-3.71%
Win Days	52.59%	53.77%
Win Month	58.82%	61.76%
Win Quarter	58.33%	58.33%
Win Year	66.67%	66.67%
Beta	0.91	-
Alpha	0.01	-
Correlation	90.16%	-
Treynor Ratio	11.48%	-