TOPS[Strategy] vs INav[Benchmark]

15 Jul, 2026 - 9 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	99.0%
Cumulative Return	15.14%	15.93%
CAGR﹪	81.92%	87.24%
Sharpe	1.7	1.75
Prob. Sharpe Ratio	65.6%	66.42%
Smart Sharpe	1.65	1.7
Sortino	2.64	2.78
Smart Sortino	2.56	2.7
Sortino/√2	1.87	1.97
Smart Sortino/√2	1.81	1.91
Omega	1.33	1.33
Max Drawdown	-11.79%	-11.78%
Longest DD Days	58	58
Volatility (ann.)	32.2%	33.05%
R^2	0.93	0.93
Information Ratio	-0.02	-0.02
Calmar	6.95	7.4
Skew	0.23	0.28
Kurtosis	1.85	1.69
Expected Daily	0.22%	0.23%
Expected Monthly	3.59%	3.76%
Expected Yearly	15.14%	15.93%
Kelly Criterion	14.8%	15.5%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.09%	-3.17%
Expected Shortfall (cVaR)	-3.09%	-3.17%
Max Consecutive Wins	7	7
Max Consecutive Losses	4	4
Gain/Pain Ratio	0.38	0.38
Gain/Pain (1M)	6.17	6.73
Payoff Ratio	0.97	0.99
Profit Factor	1.38	1.38
Common Sense Ratio	1.21	1.37
CPC Index	0.78	0.79
Tail Ratio	0.87	0.99
Outlier Win Ratio	3.32	3.2
Outlier Loss Ratio	2.74	2.65
MTD	4.28%	5.51%
3M	15.14%	15.93%
6M	15.14%	15.93%
YTD	15.14%	15.93%
1Y	15.14%	15.93%
3Y (ann.)	81.92%	87.24%
5Y (ann.)	81.92%	87.24%
10Y (ann.)	81.92%	87.24%
All-time (ann.)	81.92%	87.24%
Best Day	7.45%	7.54%
Worst Day	-4.85%	-5.22%
Best Month	9.65%	9.45%
Worst Month	-2.95%	-2.85%
Best Year	15.14%	15.93%
Worst Year	15.14%	15.93%
Avg. Drawdown	-3.67%	-3.26%
Avg. Drawdown Days	12	11
Recovery Factor	1.28	1.35
Ulcer Index	0.05	0.05
Serenity Index	0.36	0.43
Avg. Up Month	5.9%	6.1%
Avg. Down Month	-2.95%	-2.85%
Win Days	58.06%	58.06%
Win Month	75.0%	75.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.94	-
Alpha	0.01	-
Correlation	96.69%	-
Treynor Ratio	8.64%	-