AKFB[Strategy] vs INav[Benchmark]

1 Nov, 2024 - 30 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	100.0%
Cumulative Return	34.32%	33.84%
CAGR﹪	21.85%	21.55%
Sharpe	3.95	5.85
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	2.7	3.99
Sortino	6.87	10.38
Smart Sortino	4.69	7.09
Sortino/√2	4.86	7.34
Smart Sortino/√2	3.32	5.01
Omega	2.07	2.07
Max Drawdown	-1.04%	-1.3%
Longest DD Days	24	40
Volatility (ann.)	3.28%	2.17%
R^2	0.34	0.34
Information Ratio	0.01	0.01
Calmar	21.01	16.55
Skew	0.12	0.1
Kurtosis	2.75	9.01
Expected Daily	0.08%	0.08%
Expected Monthly	1.65%	1.63%
Expected Yearly	10.34%	10.2%
Kelly Criterion	38.42%	67.31%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.26%	-0.15%
Expected Shortfall (cVaR)	-0.26%	-0.15%
Max Consecutive Wins	9	60
Max Consecutive Losses	3	3
Gain/Pain Ratio	1.99	4.49
Gain/Pain (1M)	-	118.89
Payoff Ratio	0.86	0.98
Profit Factor	2.99	5.49
Common Sense Ratio	5.22	11.86
CPC Index	1.85	4.51
Tail Ratio	1.74	2.16
Outlier Win Ratio	3.77	5.42
Outlier Loss Ratio	2.76	3.74
MTD	1.49%	1.24%
3M	4.15%	4.02%
6M	8.25%	8.18%
YTD	5.36%	5.44%
1Y	21.4%	21.68%
3Y (ann.)	21.85%	21.55%
5Y (ann.)	21.85%	21.55%
10Y (ann.)	21.85%	21.55%
All-time (ann.)	21.85%	21.55%
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	23.92%	24.32%
Worst Year	2.87%	2.1%
Avg. Drawdown	-0.17%	-0.13%
Avg. Drawdown Days	2	3
Recovery Factor	33.0	25.99
Ulcer Index	0.0	0.0
Serenity Index	88.81	57.43
Avg. Up Month	1.73%	1.75%
Avg. Down Month	-	-
Win Days	71.47%	83.82%
Win Month	100.0%	94.44%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.88	-
Alpha	0.03	-
Correlation	58.48%	-
Treynor Ratio	30.87%	-