AKCN[Strategy] vs INav[Benchmark]

19 Sep, 2025 - 23 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	100.0%
Cumulative Return	-23.28%	-22.92%
CAGR﹪	-23.06%	-22.7%
Sharpe	-1.19	-1.22
Prob. Sharpe Ratio	2.43%	2.36%
Smart Sharpe	-1.1	-1.13
Sortino	-1.69	-1.75
Smart Sortino	-1.57	-1.63
Sortino/√2	-1.19	-1.24
Smart Sortino/√2	-1.11	-1.15
Omega	0.8	0.8
Max Drawdown	-38.7%	-38.44%
Longest DD Days	232	233
Volatility (ann.)	25.06%	24.15%
R^2	0.93	0.93
Information Ratio	-0.0	-0.0
Calmar	-0.6	-0.59
Skew	1.09	1.25
Kurtosis	10.29	10.77
Expected Daily	-0.1%	-0.1%
Expected Monthly	-2.02%	-1.98%
Expected Yearly	-12.41%	-12.2%
Kelly Criterion	-10.02%	-10.19%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.69%	-2.59%
Expected Shortfall (cVaR)	-2.69%	-2.59%
Max Consecutive Wins	9	9
Max Consecutive Losses	7	7
Gain/Pain Ratio	-0.16	-0.16
Gain/Pain (1M)	-0.56	-0.55
Payoff Ratio	0.89	0.9
Profit Factor	0.84	0.84
Common Sense Ratio	0.68	0.6
CPC Index	0.36	0.36
Tail Ratio	0.81	0.72
Outlier Win Ratio	4.77	4.78
Outlier Loss Ratio	3.22	3.51
MTD	-0.4%	-0.74%
3M	-1.2%	-2.02%
6M	-24.69%	-24.94%
YTD	-24.69%	-24.8%
1Y	-22.64%	-22.32%
3Y (ann.)	-23.06%	-22.7%
5Y (ann.)	-23.06%	-22.7%
10Y (ann.)	-23.06%	-22.7%
All-time (ann.)	-23.06%	-22.7%
Best Day	10.26%	10.08%
Worst Day	-6.86%	-6.19%
Best Month	5.83%	5.5%
Worst Month	-9.42%	-9.63%
Best Year	1.87%	2.5%
Worst Year	-24.69%	-24.8%
Avg. Drawdown	-9.14%	-7.87%
Avg. Drawdown Days	58	49
Recovery Factor	-0.6	-0.6
Ulcer Index	0.16	0.16
Serenity Index	-0.1	-0.1
Avg. Up Month	4.25%	4.57%
Avg. Down Month	-4.64%	-4.72%
Win Days	48.16%	47.84%
Win Month	30.77%	30.77%
Win Quarter	20.0%	20.0%
Win Year	50.0%	50.0%
Beta	1.0	-
Alpha	-0.0	-
Correlation	96.57%	-
Treynor Ratio	-30.21%	-