VDOR[Strategy] vs INav[Benchmark]

28 Apr, 2026 - 16 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	95.0%	98.0%
Cumulative Return	2.98%	2.53%
CAGR﹪	24.49%	20.47%
Sharpe	7.2	13.06
Prob. Sharpe Ratio	98.78%	-
Smart Sharpe	6.01	10.89
Sortino	11.76	70.02
Smart Sortino	9.81	58.4
Sortino/√2	8.31	49.51
Smart Sortino/√2	6.93	41.3
Omega	3.27	3.27
Max Drawdown	-0.58%	-0.02%
Longest DD Days	18	1
Volatility (ann.)	2.09%	0.9%
R^2	0.0	0.0
Information Ratio	0.09	0.09
Calmar	42.48	1192.73
Skew	-1.4	0.62
Kurtosis	4.03	-0.31
Expected Daily	0.09%	0.07%
Expected Monthly	0.98%	0.84%
Expected Yearly	2.98%	2.53%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.13%	-0.02%
Expected Shortfall (cVaR)	-0.13%	-0.02%
Max Consecutive Wins	15	27
Max Consecutive Losses	2	1
Gain/Pain Ratio	4.45	145.75
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	5.45	146.75
Common Sense Ratio	16.51	7552.78
CPC Index	-	-
Tail Ratio	3.03	51.47
Outlier Win Ratio	1.97	3.22
Outlier Loss Ratio	1.22	9.41
MTD	1.47%	1.14%
3M	2.98%	2.53%
6M	2.98%	2.53%
YTD	2.98%	2.53%
1Y	2.98%	2.53%
3Y (ann.)	24.49%	20.47%
5Y (ann.)	24.49%	20.47%
10Y (ann.)	24.49%	20.47%
All-time (ann.)	24.49%	20.47%
Best Day	0.3%	0.22%
Worst Day	-0.39%	-0.02%
Best Month	1.47%	1.24%
Worst Month	0.38%	0.14%
Best Year	2.98%	2.53%
Worst Year	2.98%	2.53%
Avg. Drawdown	-0.58%	-0.02%
Avg. Drawdown Days	18	1
Recovery Factor	5.18	147.51
Ulcer Index	0.0	0.0
Serenity Index	-9.91	-15882.67
Avg. Up Month	0.99%	0.84%
Avg. Down Month	-	-
Win Days	84.38%	96.97%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.05	-
Alpha	0.23	-
Correlation	-2.07%	-
Treynor Ratio	83.67%	-