AKFB[Strategy] vs INav[Benchmark]

1 Nov, 2024 - 13 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	100.0%
Cumulative Return	28.06%	27.78%
CAGR﹪	22.89%	22.66%
Sharpe	3.85	5.76
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	2.62	3.92
Sortino	6.67	10.07
Smart Sortino	4.54	6.86
Sortino/√2	4.71	7.12
Smart Sortino/√2	3.21	4.85
Omega	1.99	1.99
Max Drawdown	-1.04%	-1.3%
Longest DD Days	24	40
Volatility (ann.)	3.61%	2.37%
R^2	0.35	0.35
Information Ratio	0.0	0.0
Calmar	22.01	17.4
Skew	0.07	0.02
Kurtosis	1.91	7.51
Expected Daily	0.08%	0.08%
Expected Monthly	1.66%	1.65%
Expected Yearly	8.59%	8.51%
Kelly Criterion	37.16%	64.75%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.29%	-0.16%
Expected Shortfall (cVaR)	-0.29%	-0.16%
Max Consecutive Wins	9	60
Max Consecutive Losses	3	3
Gain/Pain Ratio	1.77	3.91
Gain/Pain (1M)	-	100.01
Payoff Ratio	0.93	1.03
Profit Factor	2.77	4.91
Common Sense Ratio	4.76	9.18
CPC Index	1.8	4.15
Tail Ratio	1.72	1.87
Outlier Win Ratio	3.65	5.33
Outlier Loss Ratio	2.6	3.56
MTD	0.45%	0.67%
3M	3.81%	4.09%
6M	9.63%	10.04%
YTD	0.45%	0.67%
1Y	23.16%	23.78%
3Y (ann.)	22.89%	22.66%
5Y (ann.)	22.89%	22.66%
10Y (ann.)	22.89%	22.66%
All-time (ann.)	22.89%	22.66%
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	0.45%	0.67%
Avg. Drawdown	-0.19%	-0.15%
Avg. Drawdown Days	3	4
Recovery Factor	26.98	21.33
Ulcer Index	0.0	0.0
Serenity Index	60.53	38.66
Avg. Up Month	1.76%	1.79%
Avg. Down Month	-	-
Win Days	69.66%	82.12%
Win Month	100.0%	93.33%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.9	-
Alpha	0.02	-
Correlation	58.95%	-
Treynor Ratio	23.49%	-