TMON[Strategy] vs INav[Benchmark]

24 Jul, 2023 - 6 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	100.0%
Cumulative Return	51.23%	51.25%
CAGR﹪	17.67%	17.67%
Sharpe	5.9	14.29
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	3.79	9.18
Sortino	11.52	218.8
Smart Sortino	7.41	140.64
Sortino/√2	8.15	154.72
Smart Sortino/√2	5.24	99.45
Omega	2.77	2.77
Max Drawdown	-0.28%	-
Longest DD Days	-	-
Volatility (ann.)	1.59%	0.65%
R^2	0.01	0.01
Information Ratio	0.0	0.0
Calmar	63.06	-
Skew	0.07	1.64
Kurtosis	0.8	1.91
Expected Daily	0.06%	0.06%
Expected Monthly	1.3%	1.3%
Expected Yearly	10.89%	10.9%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.1%	-0.0%
Expected Shortfall (cVaR)	-0.1%	-0.0%
Max Consecutive Wins	32	317
Max Consecutive Losses	2	0
Gain/Pain Ratio	4.62	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	5.62	-
Common Sense Ratio	13.94	-
CPC Index	-	-
Tail Ratio	2.48	5.38
Outlier Win Ratio	2.52	3.83
Outlier Loss Ratio	1.23	-
MTD	0.38%	0.31%
3M	3.92%	3.86%
6M	8.14%	8.08%
YTD	1.4%	1.55%
1Y	19.05%	18.91%
3Y (ann.)	17.67%	17.67%
5Y (ann.)	17.67%	17.67%
10Y (ann.)	17.67%	17.67%
All-time (ann.)	17.67%	17.67%
Best Day	0.38%	0.25%
Worst Day	-0.28%	0.0%
Best Month	1.85%	1.78%
Worst Month	0.05%	0.17%
Best Year	19.38%	19.5%
Worst Year	1.4%	1.55%
Avg. Drawdown	-0.08%	-
Avg. Drawdown Days	-	-
Recovery Factor	182.86	-
Ulcer Index	0.0	0.0
Serenity Index	1099.21	-
Avg. Up Month	1.3%	1.3%
Avg. Down Month	-	-
Win Days	79.39%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.23	-
Alpha	0.2	-
Correlation	-9.57%	-
Treynor Ratio	-190.72%	-