TECH USD[Strategy] vs [Benchmark] ^NDXT USD

1 Sep, 2020 - 13 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	25.0%	99.0%
Cumulative Return	21.91%	151.63%
CAGR﹪	3.43%	17.04%
Sharpe	-0.2	0.45
Prob. Sharpe Ratio	2.82%	14.41%
Smart Sharpe	-0.19	0.42
Sortino	-0.27	0.64
Smart Sortino	-0.26	0.61
Sortino/√2	-0.19	0.45
Smart Sortino/√2	-0.18	0.43
Omega	0.94	0.94
Max Drawdown	-22.2%	-45.71%
Longest DD Days	1694	793
Volatility (ann.)	12.99%	29.77%
R^2	0.07	0.07
Information Ratio	-0.03	-0.03
Calmar	0.15	0.37
Skew	-0.06	0.16
Kurtosis	14.45	3.88
Expected Daily	0.01%	0.06%
Expected Monthly	0.28%	1.31%
Expected Yearly	2.87%	14.09%
Kelly Criterion	8.8%	-0.06%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.33%	-3.0%
Expected Shortfall (cVaR)	-1.33%	-3.0%
Max Consecutive Wins	8	9
Max Consecutive Losses	5	7
Gain/Pain Ratio	0.11	0.12
Gain/Pain (1M)	0.87	0.81
Payoff Ratio	0.85	0.88
Profit Factor	1.11	1.12
Common Sense Ratio	1.19	1.07
CPC Index	0.55	0.52
Tail Ratio	1.07	0.96
Outlier Win Ratio	20.2	2.68
Outlier Loss Ratio	2.83	2.79
MTD	0.0%	-6.81%
3M	0.0%	37.91%
6M	0.0%	29.89%
YTD	0.0%	35.67%
1Y	0.0%	46.26%
3Y (ann.)	0.0%	30.31%
5Y (ann.)	-1.95%	14.28%
10Y (ann.)	3.43%	17.04%
All-time (ann.)	3.43%	17.04%
Best Day	6.51%	15.07%
Worst Day	-5.82%	-7.56%
Best Month	12.06%	23.46%
Worst Month	-11.98%	-14.64%
Best Year	28.38%	66.7%
Worst Year	-16.19%	-39.93%
Avg. Drawdown	-4.71%	-5.29%
Avg. Drawdown Days	98	40
Recovery Factor	0.99	3.32
Ulcer Index	0.16	0.17
Serenity Index	0.03	0.49
Avg. Up Month	4.75%	4.57%
Avg. Down Month	-4.23%	-3.94%
Win Days	58.22%	53.27%
Win Month	61.11%	59.15%
Win Quarter	57.14%	56.0%
Win Year	66.67%	85.71%
Beta	0.12	-
Alpha	0.02	-
Correlation	27.32%	-
Treynor Ratio	125.01%	-