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

1 Sep, 2020 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	29.0%	99.0%
Cumulative Return	21.91%	86.96%
CAGR﹪	3.95%	13.01%
Sharpe	-0.14	0.33
Prob. Sharpe Ratio	4.14%	10.33%
Smart Sharpe	-0.13	0.31
Sortino	-0.2	0.47
Smart Sortino	-0.19	0.45
Sortino/√2	-0.14	0.33
Smart Sortino/√2	-0.13	0.31
Omega	0.96	0.96
Max Drawdown	-22.2%	-45.71%
Longest DD Days	1421	793
Volatility (ann.)	13.89%	29.72%
R^2	0.09	0.09
Information Ratio	-0.03	-0.03
Calmar	0.18	0.28
Skew	-0.06	0.23
Kurtosis	12.27	4.38
Expected Daily	0.02%	0.05%
Expected Monthly	0.32%	1.01%
Expected Yearly	3.36%	10.99%
Kelly Criterion	8.8%	-1.05%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.42%	-3.01%
Expected Shortfall (cVaR)	-1.42%	-3.01%
Max Consecutive Wins	8	9
Max Consecutive Losses	5	7
Gain/Pain Ratio	0.11	0.1
Gain/Pain (1M)	0.87	0.68
Payoff Ratio	0.85	0.88
Profit Factor	1.11	1.1
Common Sense Ratio	1.06	1.03
CPC Index	0.55	0.51
Tail Ratio	0.95	0.94
Outlier Win Ratio	17.64	2.75
Outlier Loss Ratio	2.92	2.91
MTD	0.0%	1.05%
3M	0.0%	8.67%
6M	0.0%	41.53%
YTD	0.0%	23.44%
1Y	0.0%	17.35%
3Y (ann.)	0.0%	27.38%
5Y (ann.)	3.21%	13.4%
10Y (ann.)	3.95%	13.01%
All-time (ann.)	3.95%	13.01%
Best Day	6.51%	15.07%
Worst Day	-5.82%	-7.56%
Best Month	12.06%	16.3%
Worst Month	-11.98%	-14.64%
Best Year	28.38%	66.7%
Worst Year	-16.19%	-39.93%
Avg. Drawdown	-4.71%	-5.04%
Avg. Drawdown Days	85	43
Recovery Factor	0.99	1.9
Ulcer Index	0.16	0.18
Serenity Index	0.03	0.24
Avg. Up Month	4.75%	4.57%
Avg. Down Month	-4.23%	-3.94%
Win Days	58.22%	52.8%
Win Month	61.11%	59.68%
Win Quarter	57.14%	59.09%
Win Year	66.67%	83.33%
Beta	0.14	-
Alpha	0.03	-
Correlation	29.28%	-
Treynor Ratio	108.91%	-