AKFB[Strategy] vs INav[Benchmark]

1 Nov, 2024 - 13 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	100.0%
Cumulative Return	43.44%	43.06%
CAGR﹪	20.34%	20.18%
Sharpe	3.97	5.92
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	2.72	4.07
Sortino	6.91	10.66
Smart Sortino	4.75	7.32
Sortino/√2	4.89	7.53
Smart Sortino/√2	3.36	5.18
Omega	2.11	2.11
Max Drawdown	-1.04%	-1.3%
Longest DD Days	24	40
Volatility (ann.)	2.95%	1.95%
R^2	0.33	0.33
Information Ratio	0.0	0.0
Calmar	19.56	15.5
Skew	0.19	0.21
Kurtosis	3.83	11.22
Expected Daily	0.07%	0.07%
Expected Monthly	1.51%	1.5%
Expected Yearly	12.78%	12.68%
Kelly Criterion	39.54%	70.82%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.23%	-0.13%
Expected Shortfall (cVaR)	-0.23%	-0.13%
Max Consecutive Wins	12	60
Max Consecutive Losses	3	3
Gain/Pain Ratio	2.2	5.25
Gain/Pain (1M)	-	146.06
Payoff Ratio	0.84	0.95
Profit Factor	3.2	6.25
Common Sense Ratio	6.64	17.82
CPC Index	1.95	5.08
Tail Ratio	2.08	2.85
Outlier Win Ratio	3.95	5.68
Outlier Loss Ratio	3.08	3.96
MTD	0.49%	0.49%
3M	3.55%	3.69%
6M	7.8%	7.77%
YTD	12.51%	12.71%
1Y	16.27%	16.55%
3Y (ann.)	20.34%	20.18%
5Y (ann.)	20.34%	20.18%
10Y (ann.)	20.34%	20.18%
All-time (ann.)	20.34%	20.18%
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	-0.14%	-0.11%
Avg. Drawdown Days	2	3
Recovery Factor	41.77	33.08
Ulcer Index	0.0	0.0
Serenity Index	137.3	91.17
Avg. Up Month	1.57%	1.58%
Avg. Down Month	-	-
Win Days	72.36%	85.8%
Win Month	100.0%	95.83%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.87	-
Alpha	0.02	-
Correlation	57.61%	-
Treynor Ratio	41.78%	-