AKGD[Strategy] vs INav[Benchmark]

3 Jan, 2022 - 13 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	146.16%	146.87%
CAGR﹪	22.96%	23.04%
Sharpe	0.73	0.74
Prob. Sharpe Ratio	42.48%	43.39%
Smart Sharpe	0.7	0.71
Sortino	1.03	1.05
Smart Sortino	1.0	1.02
Sortino/√2	0.73	0.74
Smart Sortino/√2	0.71	0.72
Omega	1.14	1.14
Max Drawdown	-42.54%	-41.33%
Longest DD Days	379	372
Volatility (ann.)	23.25%	23.0%
R^2	0.77	0.77
Information Ratio	-0.0	-0.0
Calmar	0.54	0.56
Skew	-0.37	-0.27
Kurtosis	6.9	5.8
Expected Daily	0.08%	0.08%
Expected Monthly	1.71%	1.72%
Expected Yearly	19.74%	19.81%
Kelly Criterion	7.06%	7.29%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.32%	-2.29%
Expected Shortfall (cVaR)	-2.32%	-2.29%
Max Consecutive Wins	15	11
Max Consecutive Losses	8	10
Gain/Pain Ratio	0.2	0.21
Gain/Pain (1M)	1.01	1.05
Payoff Ratio	0.94	0.95
Profit Factor	1.2	1.21
Common Sense Ratio	1.22	1.22
CPC Index	0.62	0.63
Tail Ratio	1.02	1.01
Outlier Win Ratio	3.66	3.72
Outlier Loss Ratio	3.93	4.11
MTD	-0.57%	-0.27%
3M	-9.71%	-12.31%
6M	0.56%	0.86%
YTD	-0.35%	-0.47%
1Y	28.24%	28.36%
3Y (ann.)	27.86%	27.71%
5Y (ann.)	22.96%	23.04%
10Y (ann.)	22.96%	23.04%
All-time (ann.)	22.96%	23.04%
Best Day	9.01%	7.33%
Worst Day	-11.66%	-10.44%
Best Month	18.49%	17.51%
Worst Month	-18.31%	-17.04%
Best Year	43.19%	44.91%
Worst Year	-4.66%	-5.43%
Avg. Drawdown	-4.18%	-3.76%
Avg. Drawdown Days	38	31
Recovery Factor	3.44	3.55
Ulcer Index	0.15	0.15
Serenity Index	0.45	0.48
Avg. Up Month	6.35%	6.23%
Avg. Down Month	-5.22%	-5.05%
Win Days	55.05%	54.78%
Win Month	62.26%	62.26%
Win Quarter	72.22%	72.22%
Win Year	60.0%	60.0%
Beta	0.89	-
Alpha	0.03	-
Correlation	87.89%	-
Treynor Ratio	156.59%	-