AKEU EUR[Strategy] vs [Benchmark] ^STOXX EUR

6 Sep, 2019 - 23 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	33.0%	100.0%
Cumulative Return	17.05%	64.22%
CAGR﹪	2.23%	7.2%
Sharpe	-0.31	0.09
Prob. Sharpe Ratio	1.1%	5.53%
Smart Sharpe	-0.3	0.09
Sortino	-0.4	0.12
Smart Sortino	-0.39	0.12
Sortino/√2	-0.29	0.09
Smart Sortino/√2	-0.28	0.08
Omega	0.91	0.91
Max Drawdown	-35.05%	-35.55%
Longest DD Days	1752	777
Volatility (ann.)	12.17%	16.38%
R^2	0.37	0.37
Information Ratio	-0.03	-0.03
Calmar	0.06	0.2
Skew	-2.2	-1.1
Kurtosis	32.82	14.67
Expected Daily	0.01%	0.03%
Expected Monthly	0.18%	0.58%
Expected Yearly	1.99%	6.4%
Kelly Criterion	0.55%	-3.11%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.25%	-1.66%
Expected Shortfall (cVaR)	-1.25%	-1.66%
Max Consecutive Wins	8	10
Max Consecutive Losses	5	7
Gain/Pain Ratio	0.08	0.1
Gain/Pain (1M)	0.44	0.55
Payoff Ratio	0.78	0.79
Profit Factor	1.08	1.1
Common Sense Ratio	1.33	1.04
CPC Index	0.47	0.47
Tail Ratio	1.23	0.95
Outlier Win Ratio	13.25	3.68
Outlier Loss Ratio	2.97	4.18
MTD	0.0%	0.14%
3M	0.0%	-1.73%
6M	0.0%	3.57%
YTD	0.0%	7.25%
1Y	0.0%	11.09%
3Y (ann.)	0.0%	11.96%
5Y (ann.)	-1.55%	5.64%
10Y (ann.)	2.23%	7.2%
All-time (ann.)	2.23%	7.2%
Best Day	6.33%	8.4%
Worst Day	-10.22%	-11.48%
Best Month	14.69%	13.73%
Worst Month	-14.04%	-14.8%
Best Year	22.54%	22.1%
Worst Year	-8.49%	-13.06%
Avg. Drawdown	-3.05%	-2.55%
Avg. Drawdown Days	80	35
Recovery Factor	0.49	1.81
Ulcer Index	0.1	0.09
Serenity Index	0.05	0.4
Avg. Up Month	3.86%	3.65%
Avg. Down Month	-4.51%	-4.27%
Win Days	56.54%	54.44%
Win Month	60.0%	62.79%
Win Quarter	72.73%	70.0%
Win Year	50.0%	75.0%
Beta	0.45	-
Alpha	-0.01	-
Correlation	61.01%	-
Treynor Ratio	22.17%	-