AKFB[Strategy] vs INav[Benchmark]

1 Nov, 2024 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	100.0%
Cumulative Return	23.21%	22.87%
CAGR﹪	24.63%	24.27%
Sharpe	3.92	5.92
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	2.6	3.92
Sortino	6.67	9.97
Smart Sortino	4.42	6.6
Sortino/√2	4.72	7.05
Smart Sortino/√2	3.12	4.67
Omega	1.98	1.98
Max Drawdown	-1.04%	-1.3%
Longest DD Days	24	40
Volatility (ann.)	3.86%	2.5%
R^2	0.33	0.33
Information Ratio	0.01	0.01
Calmar	23.69	18.64
Skew	-0.03	-0.24
Kurtosis	1.54	6.95
Expected Daily	0.09%	0.09%
Expected Monthly	1.75%	1.73%
Expected Yearly	11.0%	10.85%
Kelly Criterion	35.03%	63.71%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.31%	-0.17%
Expected Shortfall (cVaR)	-0.31%	-0.17%
Max Consecutive Wins	9	60
Max Consecutive Losses	3	3
Gain/Pain Ratio	1.67	3.66
Gain/Pain (1M)	-	84.03
Payoff Ratio	0.83	0.89
Profit Factor	2.67	4.66
Common Sense Ratio	4.16	7.82
CPC Index	1.56	3.44
Tail Ratio	1.56	1.68
Outlier Win Ratio	3.38	4.99
Outlier Loss Ratio	2.53	3.4
MTD	0.49%	0.58%
3M	5.48%	5.81%
6M	13.03%	13.35%
YTD	19.77%	20.34%
1Y	23.21%	22.87%
3Y (ann.)	24.63%	24.27%
5Y (ann.)	24.63%	24.27%
10Y (ann.)	24.63%	24.27%
All-time (ann.)	24.63%	24.27%
Best Day	0.86%	0.86%
Worst Day	-0.8%	-0.7%
Best Month	2.86%	2.75%
Worst Month	0.35%	-0.25%
Best Year	19.77%	20.34%
Worst Year	2.87%	2.1%
Avg. Drawdown	-0.21%	-0.17%
Avg. Drawdown Days	3	4
Recovery Factor	22.32	17.56
Ulcer Index	0.0	0.0
Serenity Index	41.61	24.83
Avg. Up Month	1.89%	1.92%
Avg. Down Month	-	-
Win Days	70.56%	82.92%
Win Month	100.0%	91.67%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.89	-
Alpha	0.03	-
Correlation	57.59%	-
Treynor Ratio	18.23%	-