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

1 Sep, 2020 - 3 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	27.0%	99.0%
Cumulative Return	21.91%	77.57%
CAGR﹪	3.66%	11.0%
Sharpe	-0.17	0.27
Prob. Sharpe Ratio	3.4%	7.46%
Smart Sharpe	-0.16	0.26
Sortino	-0.24	0.38
Smart Sortino	-0.23	0.36
Sortino/√2	-0.17	0.27
Smart Sortino/√2	-0.16	0.26
Omega	0.95	0.95
Max Drawdown	-22.2%	-45.71%
Longest DD Days	1562	793
Volatility (ann.)	13.41%	29.37%
R^2	0.08	0.08
Information Ratio	-0.02	-0.02
Calmar	0.17	0.24
Skew	-0.06	0.22
Kurtosis	13.39	4.29
Expected Daily	0.01%	0.04%
Expected Monthly	0.3%	0.86%
Expected Yearly	2.87%	8.55%
Kelly Criterion	8.8%	-1.31%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.37%	-2.99%
Expected Shortfall (cVaR)	-1.37%	-2.99%
Max Consecutive Wins	8	9
Max Consecutive Losses	5	7
Gain/Pain Ratio	0.11	0.09
Gain/Pain (1M)	0.87	0.59
Payoff Ratio	0.85	0.88
Profit Factor	1.11	1.09
Common Sense Ratio	1.16	1.0
CPC Index	0.55	0.5
Tail Ratio	1.04	0.92
Outlier Win Ratio	19.0	2.77
Outlier Loss Ratio	2.84	2.85
MTD	0.0%	-2.04%
3M	0.0%	-5.52%
6M	0.0%	4.63%
YTD	0.0%	-4.26%
1Y	0.0%	15.6%
3Y (ann.)	0.0%	19.68%
5Y (ann.)	-0.12%	8.4%
10Y (ann.)	3.66%	11.0%
All-time (ann.)	3.66%	11.0%
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%	-5.35%
Avg. Drawdown Days	92	44
Recovery Factor	0.99	1.7
Ulcer Index	0.16	0.18
Serenity Index	0.03	0.23
Avg. Up Month	4.75%	4.57%
Avg. Down Month	-4.23%	-3.94%
Win Days	58.22%	52.68%
Win Month	61.11%	58.21%
Win Quarter	57.14%	56.52%
Win Year	66.67%	71.43%
Beta	0.13	-
Alpha	0.03	-
Correlation	28.59%	-
Treynor Ratio	114.23%	-