SPAY[Strategy] vs INav[Benchmark]

15 Jul, 2025 - 18 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	75.0%	75.0%
Cumulative Return	0.25%	0.09%
CAGR﹪	35.28%	11.79%
Sharpe	9.72	-2.42
Prob. Sharpe Ratio	99.75%	-
Smart Sharpe	8.02	-1.99
Sortino	41.71	-3.36
Smart Sortino	34.39	-2.77
Sortino/√2	29.49	-2.37
Smart Sortino/√2	24.32	-1.96
Omega	6.25	6.25
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	0.91%	0.41%
R^2	0.47	0.47
Information Ratio	0.89	0.89
Calmar	-	-
Skew	0.75	0.01
Kurtosis	1.68	-5.93
Expected Daily	0.06%	0.02%
Expected Monthly	0.25%	0.09%
Expected Yearly	0.25%	0.09%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.02%
Expected Shortfall (cVaR)	-0.03%	-0.02%
Max Consecutive Wins	3	3
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	17.06	310.21
Outlier Win Ratio	1.48	4.0
Outlier Loss Ratio	-	-
MTD	0.25%	0.09%
3M	0.25%	0.09%
6M	0.25%	0.09%
YTD	0.25%	0.09%
1Y	0.25%	0.09%
3Y (ann.)	35.28%	11.79%
5Y (ann.)	35.28%	11.79%
10Y (ann.)	35.28%	11.79%
All-time (ann.)	35.28%	11.79%
Best Day	0.14%	0.05%
Worst Day	0.0%	0.0%
Best Month	0.25%	0.09%
Worst Month	0.25%	0.09%
Best Year	0.25%	0.09%
Worst Year	0.25%	0.09%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	0.25%	0.09%
Avg. Down Month	-	-
Win Days	100.0%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.52	-
Alpha	0.07	-
Correlation	68.29%	-
Treynor Ratio	-4.45%	-
Avg. Drawdown Days	-	-