SCLI[Strategy] vs INav[Benchmark]

31 Jul, 2024 - 4 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	98.0%
Cumulative Return	28.07%	28.07%
CAGR﹪	20.19%	20.19%
Sharpe	14.06	12.26
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	11.28	9.84
Sortino	91.49	163.42
Smart Sortino	73.43	131.16
Sortino/√2	64.7	115.56
Smart Sortino/√2	51.92	92.74
Omega	19.15	19.15
Max Drawdown	-0.03%	-
Longest DD Days	-	-
Volatility (ann.)	0.8%	0.92%
R^2	0.01	0.01
Information Ratio	-0.0	-0.0
Calmar	641.67	-
Skew	0.93	4.51
Kurtosis	0.22	38.73
Expected Daily	0.07%	0.07%
Expected Monthly	1.38%	1.38%
Expected Yearly	13.17%	13.17%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.02%
Expected Shortfall (cVaR)	-0.01%	-0.02%
Max Consecutive Wins	213	108
Max Consecutive Losses	1	0
Gain/Pain Ratio	329.63	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	330.63	-
Common Sense Ratio	6809.37	-
CPC Index	-	-
Tail Ratio	20.6	4.13
Outlier Win Ratio	2.96	3.01
Outlier Loss Ratio	0.26	-
MTD	0.19%	0.25%
3M	4.12%	4.1%
6M	9.09%	9.01%
YTD	18.65%	18.94%
1Y	20.56%	20.54%
3Y (ann.)	20.19%	20.19%
5Y (ann.)	20.19%	20.19%
10Y (ann.)	20.19%	20.19%
All-time (ann.)	20.19%	20.19%
Best Day	0.23%	0.69%
Worst Day	-0.03%	0.0%
Best Month	1.8%	1.88%
Worst Month	0.0%	0.0%
Best Year	18.65%	18.94%
Worst Year	7.94%	7.68%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	892.03	-
Ulcer Index	0.0	0.0
Serenity Index	134756.5	-
Avg. Up Month	1.47%	1.47%
Avg. Down Month	-	-
Win Days	98.53%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.08	-
Alpha	0.19	-
Correlation	-9.23%	-
Treynor Ratio	-261.69%	-