TRND[Strategy] vs INav[Benchmark]

3 Apr, 2025 - 19 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	100.0%
Cumulative Return	12.76%	15.57%
CAGR﹪	14.58%	17.83%
Sharpe	0.44	0.6
Prob. Sharpe Ratio	37.44%	43.79%
Smart Sharpe	0.4	0.55
Sortino	0.64	0.88
Smart Sortino	0.58	0.81
Sortino/√2	0.45	0.62
Smart Sortino/√2	0.41	0.57
Omega	1.08	1.08
Max Drawdown	-14.76%	-14.8%
Longest DD Days	157	155
Volatility (ann.)	20.55%	19.45%
R^2	0.57	0.57
Information Ratio	-0.01	-0.01
Calmar	0.99	1.2
Skew	0.06	0.3
Kurtosis	1.72	2.15
Expected Daily	0.05%	0.07%
Expected Monthly	1.1%	1.32%
Expected Yearly	6.19%	7.5%
Kelly Criterion	2.13%	9.28%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.07%	-1.94%
Expected Shortfall (cVaR)	-2.07%	-1.94%
Max Consecutive Wins	6	9
Max Consecutive Losses	6	5
Gain/Pain Ratio	0.14	0.17
Gain/Pain (1M)	1.09	1.33
Payoff Ratio	0.99	0.95
Profit Factor	1.14	1.17
Common Sense Ratio	1.15	1.03
CPC Index	0.58	0.62
Tail Ratio	1.01	0.87
Outlier Win Ratio	3.05	3.35
Outlier Loss Ratio	3.07	3.12
MTD	-0.48%	-0.87%
3M	15.02%	14.98%
6M	2.27%	3.63%
YTD	3.61%	4.19%
1Y	12.76%	15.57%
3Y (ann.)	14.58%	17.83%
5Y (ann.)	14.58%	17.83%
10Y (ann.)	14.58%	17.83%
All-time (ann.)	14.58%	17.83%
Best Day	5.47%	5.77%
Worst Day	-4.47%	-3.34%
Best Month	6.51%	6.37%
Worst Month	-5.1%	-5.06%
Best Year	8.83%	10.93%
Worst Year	3.61%	4.19%
Avg. Drawdown	-3.23%	-3.85%
Avg. Drawdown Days	23	28
Recovery Factor	0.86	1.05
Ulcer Index	0.06	0.06
Serenity Index	0.12	0.16
Avg. Up Month	4.42%	4.42%
Avg. Down Month	-3.29%	-3.15%
Win Days	51.42%	55.91%
Win Month	54.55%	63.64%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.8	-
Alpha	0.01	-
Correlation	75.76%	-
Treynor Ratio	7.2%	-