TGLD[Strategy] vs INav[Benchmark]

3 Apr, 2023 - 23 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	100.0%
Cumulative Return	95.56%	95.54%
CAGR﹪	20.74%	20.74%
Sharpe	0.65	0.66
Prob. Sharpe Ratio	38.51%	39.62%
Smart Sharpe	0.58	0.6
Sortino	0.89	0.93
Smart Sortino	0.8	0.84
Sortino/√2	0.63	0.66
Smart Sortino/√2	0.57	0.6
Omega	1.12	1.12
Max Drawdown	-31.84%	-30.17%
Longest DD Days	280	280
Volatility (ann.)	22.3%	21.62%
R^2	0.84	0.84
Information Ratio	0.0	0.0
Calmar	0.65	0.69
Skew	-1.38	-0.23
Kurtosis	16.84	2.59
Expected Daily	0.07%	0.07%
Expected Monthly	1.57%	1.57%
Expected Yearly	18.25%	18.25%
Kelly Criterion	7.18%	7.92%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.23%	-2.16%
Expected Shortfall (cVaR)	-2.23%	-2.16%
Max Consecutive Wins	9	11
Max Consecutive Losses	8	8
Gain/Pain Ratio	0.19	0.18
Gain/Pain (1M)	1.09	1.14
Payoff Ratio	0.94	0.96
Profit Factor	1.19	1.18
Common Sense Ratio	1.16	1.08
CPC Index	0.61	0.62
Tail Ratio	0.97	0.91
Outlier Win Ratio	3.81	3.66
Outlier Loss Ratio	3.45	3.52
MTD	-6.95%	-6.34%
3M	-0.87%	-0.6%
6M	-10.58%	-9.87%
YTD	-7.77%	-7.28%
1Y	-3.75%	-3.45%
3Y (ann.)	21.63%	21.83%
5Y (ann.)	20.74%	20.74%
10Y (ann.)	20.74%	20.74%
All-time (ann.)	20.74%	20.74%
Best Day	6.07%	6.58%
Worst Day	-15.3%	-6.67%
Best Month	24.03%	17.0%
Worst Month	-8.31%	-8.44%
Best Year	43.2%	42.79%
Worst Year	-7.77%	-7.28%
Avg. Drawdown	-3.63%	-2.96%
Avg. Drawdown Days	35	28
Recovery Factor	3.0	3.17
Ulcer Index	0.1	0.09
Serenity Index	0.68	0.77
Avg. Up Month	6.21%	5.74%
Avg. Down Month	-3.95%	-3.99%
Win Days	55.15%	54.98%
Win Month	58.14%	58.14%
Win Quarter	66.67%	66.67%
Win Year	75.0%	75.0%
Beta	0.94	-
Alpha	0.01	-
Correlation	91.53%	-
Treynor Ratio	93.8%	-