WILD[Strategy] vs INav[Benchmark]

3 Jun, 2025 - 3 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	100.0%
Cumulative Return	5.35%	5.92%
CAGR﹪	7.21%	8.0%
Sharpe	0.1	0.14
Prob. Sharpe Ratio	28.95%	31.01%
Smart Sharpe	0.09	0.12
Sortino	0.15	0.2
Smart Sortino	0.13	0.17
Sortino/√2	0.11	0.14
Smart Sortino/√2	0.09	0.12
Omega	1.02	1.02
Max Drawdown	-17.98%	-18.5%
Longest DD Days	197	197
Volatility (ann.)	18.3%	16.98%
R^2	0.71	0.71
Information Ratio	-0.0	-0.0
Calmar	0.4	0.43
Skew	0.56	0.29
Kurtosis	4.24	2.4
Expected Daily	0.03%	0.03%
Expected Monthly	0.52%	0.58%
Expected Yearly	2.64%	2.92%
Kelly Criterion	0.27%	6.36%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.86%	-1.72%
Expected Shortfall (cVaR)	-1.86%	-1.72%
Max Consecutive Wins	6	6
Max Consecutive Losses	10	8
Gain/Pain Ratio	0.08	0.09
Gain/Pain (1M)	0.47	0.48
Payoff Ratio	0.93	0.9
Profit Factor	1.08	1.09
Common Sense Ratio	1.14	1.05
CPC Index	0.52	0.55
Tail Ratio	1.05	0.96
Outlier Win Ratio	2.98	3.28
Outlier Loss Ratio	3.08	3.15
MTD	-0.09%	-0.3%
3M	7.58%	8.05%
6M	1.68%	2.16%
YTD	4.01%	4.41%
1Y	5.35%	5.92%
3Y (ann.)	7.21%	8.0%
5Y (ann.)	7.21%	8.0%
10Y (ann.)	7.21%	8.0%
All-time (ann.)	7.21%	8.0%
Best Day	6.26%	5.12%
Worst Day	-3.8%	-2.9%
Best Month	6.07%	6.54%
Worst Month	-9.03%	-9.28%
Best Year	4.01%	4.41%
Worst Year	1.29%	1.45%
Avg. Drawdown	-4.88%	-4.25%
Avg. Drawdown Days	42	36
Recovery Factor	0.3	0.32
Ulcer Index	0.09	0.09
Serenity Index	-0.01	-0.01
Avg. Up Month	2.86%	2.97%
Avg. Down Month	-4.62%	-4.69%
Win Days	51.93%	55.61%
Win Month	70.0%	70.0%
Win Quarter	75.0%	75.0%
Win Year	100.0%	100.0%
Beta	0.91	-
Alpha	0.0	-
Correlation	84.0%	-
Treynor Ratio	-1.83%	-