SPAY[Strategy] vs INav[Benchmark]

17 Jul, 2025 - 17 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	99.0%
Cumulative Return	1.7%	1.51%
CAGR﹪	6.91%	6.12%
Sharpe	-0.11	-0.33
Prob. Sharpe Ratio	61.63%	59.88%
Smart Sharpe	-0.11	-0.33
Sortino	-0.11	-0.34
Smart Sortino	-0.11	-0.34
Sortino/√2	-0.08	-0.24
Smart Sortino/√2	-0.08	-0.24
Omega	0.96	0.96
Max Drawdown	-1.19%	-1.22%
Longest DD Days	26	24
Volatility (ann.)	3.42%	3.26%
R^2	0.9	0.9
Information Ratio	0.04	0.04
Calmar	5.82	5.03
Skew	-5.3	-5.37
Kurtosis	28.31	29.39
Expected Daily	0.03%	0.02%
Expected Monthly	0.42%	0.38%
Expected Yearly	1.7%	1.51%
Kelly Criterion	13.03%	8.44%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.33%	-0.32%
Expected Shortfall (cVaR)	-0.33%	-0.32%
Max Consecutive Wins	26	26
Max Consecutive Losses	1	1
Gain/Pain Ratio	0.72	0.68
Gain/Pain (1M)	75.74	-
Payoff Ratio	0.06	0.05
Profit Factor	1.72	1.68
Common Sense Ratio	84.99	42.05
CPC Index	0.09	0.08
Tail Ratio	49.31	25.06
Outlier Win Ratio	2.55	2.76
Outlier Loss Ratio	1.43	1.51
MTD	0.9%	0.67%
3M	1.7%	1.51%
6M	1.7%	1.51%
YTD	1.7%	1.51%
1Y	1.7%	1.51%
3Y (ann.)	6.91%	6.12%
5Y (ann.)	6.91%	6.12%
10Y (ann.)	6.91%	6.12%
All-time (ann.)	6.91%	6.12%
Best Day	0.18%	0.15%
Worst Day	-1.19%	-1.22%
Best Month	0.9%	0.67%
Worst Month	-0.03%	0.11%
Best Year	1.7%	1.51%
Worst Year	1.7%	1.51%
Avg. Drawdown	-0.78%	-0.74%
Avg. Drawdown Days	15	14
Recovery Factor	1.43	1.24
Ulcer Index	0.01	0.01
Serenity Index	-2.22	-2.26
Avg. Up Month	0.57%	0.43%
Avg. Down Month	-	-
Win Days	95.45%	95.45%
Win Month	75.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.0	-
Alpha	0.01	-
Correlation	95.06%	-
Treynor Ratio	-5.31%	-