VDOR[Strategy] vs INav[Benchmark]

4 May, 2026 - 18 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	99.0%
Cumulative Return	4.49%	5.89%
CAGR﹪	12.41%	16.46%
Sharpe	1.05	2.79
Prob. Sharpe Ratio	82.32%	98.91%
Smart Sharpe	0.99	2.64
Sortino	1.55	4.13
Smart Sortino	1.47	3.91
Sortino/√2	1.1	2.92
Smart Sortino/√2	1.04	2.76
Omega	1.21	1.21
Max Drawdown	-2.03%	-0.83%
Longest DD Days	35	14
Volatility (ann.)	4.29%	2.81%
R^2	0.3	0.3
Information Ratio	-0.06	-0.06
Calmar	6.13	19.74
Skew	-0.12	-0.53
Kurtosis	3.62	3.11
Expected Daily	0.04%	0.06%
Expected Monthly	0.88%	1.15%
Expected Yearly	4.49%	5.89%
Kelly Criterion	6.87%	42.52%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.4%	-0.23%
Expected Shortfall (cVaR)	-0.4%	-0.23%
Max Consecutive Wins	18	24
Max Consecutive Losses	4	3
Gain/Pain Ratio	0.63	1.53
Gain/Pain (1M)	-	-
Payoff Ratio	0.71	0.74
Profit Factor	1.63	2.53
Common Sense Ratio	1.93	2.56
CPC Index	0.71	1.42
Tail Ratio	1.19	1.01
Outlier Win Ratio	3.26	4.78
Outlier Loss Ratio	2.93	3.58
MTD	0.39%	1.07%
3M	2.09%	3.44%
6M	4.49%	5.89%
YTD	4.49%	5.89%
1Y	4.49%	5.89%
3Y (ann.)	12.41%	16.46%
5Y (ann.)	12.41%	16.46%
10Y (ann.)	12.41%	16.46%
All-time (ann.)	12.41%	16.46%
Best Day	0.97%	0.67%
Worst Day	-1.03%	-0.54%
Best Month	1.39%	1.89%
Worst Month	0.39%	0.32%
Best Year	4.49%	5.89%
Worst Year	4.49%	5.89%
Avg. Drawdown	-0.75%	-0.23%
Avg. Drawdown Days	15	3
Recovery Factor	2.22	7.06
Ulcer Index	0.0	0.0
Serenity Index	-1.87	-3.09
Avg. Up Month	0.88%	1.15%
Avg. Down Month	-	-
Win Days	61.46%	75.51%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.84	-
Alpha	-0.01	-
Correlation	55.06%	-
Treynor Ratio	-2.99%	-