My basket again the market

11 May, 2021 - 9 May, 2022

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	371.87%	-1.87%
CAGR﹪	375.93%	-1.88%
Sharpe	3.13	-0.02
Smart Sharpe	3.02	-0.02
Sortino	5.19	-0.03
Smart Sortino	5.01	-0.03
Sortino/√2	3.67	-0.02
Smart Sortino/√2	3.54	-0.02
Omega	1.69	1.69
Max Drawdown	-25.28%	-15.76%
Longest DD Days	87	125
Volatility (ann.)	53.4%	16.93%
R^2	0.06	0.06
Calmar	14.87	-0.12
Skew	-0.01	-0.39
Kurtosis	1.55	1.03
Expected Daily %	0.61%	-0.01%
Expected Monthly %	12.68%	-0.14%
Expected Yearly %	117.23%	-0.94%
Kelly Criterion	19.6%	-2.44%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-4.87%	-1.76%
Expected Shortfall (cVaR)	-4.87%	-1.76%
Gain/Pain Ratio	0.69	-0.0
Gain/Pain (1M)	8.91	-0.02
Payoff Ratio	1.14	0.83
Profit Factor	1.69	1.0
Common Sense Ratio	2.32	0.82
CPC Index	1.11	0.44
Tail Ratio	1.37	0.83
Outlier Win Ratio	1.93	7.48
Outlier Loss Ratio	2.36	6.21
MTD	1.08%	-3.2%
3M	67.55%	-10.31%
6M	174.57%	-13.8%
YTD	84.09%	-15.27%
1Y	371.87%	-1.87%
3Y (ann.)	375.93%	-1.88%
5Y (ann.)	375.93%	-1.88%
10Y (ann.)	375.93%	-1.88%
All-time (ann.)	375.93%	-1.88%
Best Day	14.5%	3.05%
Worst Day	-12.56%	-3.7%
Best Month	46.55%	7.2%
Worst Month	-16.16%	-8.23%
Best Year	156.32%	15.82%
Worst Year	84.09%	-15.27%
Avg. Drawdown	-6.19%	-1.72%
Avg. Drawdown Days	12	11
Recovery Factor	14.71	-0.12
Ulcer Index	0.09	0.05
Serenity Index	8.91	-0.04
Avg. Up Month	15.0%	3.85%
Avg. Down Month	nan%	nan%
Win Days %	57.14%	53.39%
Win Month %	84.62%	53.85%
Win Quarter %	100.0%	60.0%
Win Year %	100.0%	50.0%
Beta	0.79	-
Alpha	1.68	-