WILD[Strategy] vs INav[Benchmark]

28 May, 2025 - 27 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	99.0%
Cumulative Return	9.9%	9.97%
CAGR﹪	46.01%	46.41%
Sharpe	2.03	1.99
Prob. Sharpe Ratio	75.44%	74.14%
Smart Sharpe	1.82	1.79
Sortino	3.22	2.96
Smart Sortino	2.89	2.66
Sortino/√2	2.27	2.09
Smart Sortino/√2	2.04	1.88
Omega	1.39	1.39
Max Drawdown	-4.85%	-4.64%
Longest DD Days	25	25
Volatility (ann.)	15.29%	15.73%
R^2	0.63	0.63
Information Ratio	-0.0	-0.0
Calmar	9.48	10.0
Skew	0.04	-0.3
Kurtosis	0.09	0.05
Expected Daily	0.15%	0.15%
Expected Monthly	2.39%	2.4%
Expected Yearly	9.9%	9.97%
Kelly Criterion	14.18%	21.26%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.43%	-1.48%
Expected Shortfall (cVaR)	-1.43%	-1.48%
Max Consecutive Wins	6	6
Max Consecutive Losses	4	3
Gain/Pain Ratio	0.49	0.47
Gain/Pain (1M)	-	-
Payoff Ratio	1.03	0.91
Profit Factor	1.49	1.47
Common Sense Ratio	1.72	1.38
CPC Index	0.87	0.83
Tail Ratio	1.15	0.94
Outlier Win Ratio	2.94	3.05
Outlier Loss Ratio	2.71	2.28
MTD	3.79%	3.76%
3M	9.9%	9.97%
6M	9.9%	9.97%
YTD	9.9%	9.97%
1Y	9.9%	9.97%
3Y (ann.)	46.01%	46.41%
5Y (ann.)	46.01%	46.41%
10Y (ann.)	46.01%	46.41%
All-time (ann.)	46.01%	46.41%
Best Day	2.46%	2.45%
Worst Day	-2.18%	-2.19%
Best Month	3.79%	3.76%
Worst Month	0.9%	0.82%
Best Year	9.9%	9.97%
Worst Year	9.9%	9.97%
Avg. Drawdown	-2.5%	-2.14%
Avg. Drawdown Days	11	9
Recovery Factor	2.04	2.15
Ulcer Index	0.02	0.02
Serenity Index	0.41	0.44
Avg. Up Month	2.39%	2.41%
Avg. Down Month	-	-
Win Days	56.45%	62.5%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.77	-
Alpha	0.08	-
Correlation	79.11%	-
Treynor Ratio	3.77%	-