AKGD[Strategy] vs INav[Benchmark]

3 Jan, 2022 - 17 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	149.71%	150.2%
CAGR﹪	27.32%	27.38%
Sharpe	0.92	0.94
Prob. Sharpe Ratio	59.47%	61.28%
Smart Sharpe	0.92	0.93
Sortino	1.35	1.38
Smart Sortino	1.34	1.36
Sortino/√2	0.95	0.97
Smart Sortino/√2	0.94	0.96
Omega	1.18	1.18
Max Drawdown	-42.54%	-41.33%
Longest DD Days	379	372
Volatility (ann.)	21.71%	21.25%
R^2	0.76	0.76
Information Ratio	0.0	0.0
Calmar	0.64	0.66
Skew	0.04	0.0
Kurtosis	4.43	4.48
Expected Daily	0.1%	0.1%
Expected Monthly	2.01%	2.01%
Expected Yearly	25.71%	25.77%
Kelly Criterion	8.53%	9.41%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.14%	-2.1%
Expected Shortfall (cVaR)	-2.14%	-2.1%
Max Consecutive Wins	15	11
Max Consecutive Losses	8	10
Gain/Pain Ratio	0.25	0.26
Gain/Pain (1M)	1.19	1.23
Payoff Ratio	0.96	0.97
Profit Factor	1.25	1.26
Common Sense Ratio	1.23	1.27
CPC Index	0.66	0.67
Tail Ratio	0.99	1.01
Outlier Win Ratio	3.63	3.78
Outlier Loss Ratio	3.99	4.2
MTD	9.99%	9.92%
3M	31.22%	31.36%
6M	24.05%	23.7%
YTD	27.98%	27.81%
1Y	31.89%	32.12%
3Y (ann.)	47.03%	47.63%
5Y (ann.)	27.32%	27.38%
10Y (ann.)	27.32%	27.38%
All-time (ann.)	27.32%	27.38%
Best Day	9.01%	7.33%
Worst Day	-6.62%	-6.44%
Best Month	17.11%	17.51%
Worst Month	-18.31%	-17.04%
Best Year	43.19%	44.91%
Worst Year	-4.66%	-5.43%
Avg. Drawdown	-3.84%	-3.29%
Avg. Drawdown Days	38	32
Recovery Factor	3.52	3.63
Ulcer Index	0.16	0.16
Serenity Index	0.39	0.42
Avg. Up Month	6.24%	6.15%
Avg. Down Month	-5.18%	-5.01%
Win Days	55.16%	55.5%
Win Month	65.22%	65.22%
Win Quarter	75.0%	75.0%
Win Year	75.0%	75.0%
Beta	0.89	-
Alpha	0.03	-
Correlation	87.16%	-
Treynor Ratio	160.26%	-