AKGD[Strategy] vs INav[Benchmark]

3 Jan, 2022 - 13 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	189.66%	191.09%
CAGR﹪	28.88%	29.03%
Sharpe	0.94	0.95
Prob. Sharpe Ratio	59.39%	61.08%
Smart Sharpe	0.9	0.92
Sortino	1.35	1.38
Smart Sortino	1.29	1.33
Sortino/√2	0.95	0.98
Smart Sortino/√2	0.91	0.94
Omega	1.19	1.19
Max Drawdown	-42.54%	-41.33%
Longest DD Days	379	372
Volatility (ann.)	23.11%	22.74%
R^2	0.77	0.77
Information Ratio	-0.0	-0.0
Calmar	0.68	0.7
Skew	-0.37	-0.25
Kurtosis	7.3	6.19
Expected Daily	0.1%	0.1%
Expected Monthly	2.11%	2.12%
Expected Yearly	23.7%	23.82%
Kelly Criterion	8.72%	9.44%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.28%	-2.24%
Expected Shortfall (cVaR)	-2.28%	-2.24%
Max Consecutive Wins	15	11
Max Consecutive Losses	8	10
Gain/Pain Ratio	0.25	0.26
Gain/Pain (1M)	1.38	1.45
Payoff Ratio	0.96	0.97
Profit Factor	1.25	1.26
Common Sense Ratio	1.28	1.32
CPC Index	0.66	0.68
Tail Ratio	1.02	1.05
Outlier Win Ratio	3.69	3.79
Outlier Loss Ratio	3.94	4.13
MTD	-0.71%	0.04%
3M	19.43%	19.16%
6M	31.46%	31.62%
YTD	17.25%	17.35%
1Y	54.45%	54.96%
3Y (ann.)	34.5%	34.33%
5Y (ann.)	28.88%	29.03%
10Y (ann.)	28.88%	29.03%
All-time (ann.)	28.88%	29.03%
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	-4.03%	-3.46%
Avg. Drawdown Days	36	30
Recovery Factor	4.46	4.62
Ulcer Index	0.16	0.15
Serenity Index	0.58	0.62
Avg. Up Month	6.35%	6.23%
Avg. Down Month	-5.18%	-5.01%
Win Days	55.35%	55.36%
Win Month	64.71%	66.67%
Win Quarter	76.47%	76.47%
Win Year	80.0%	80.0%
Beta	0.89	-
Alpha	0.03	-
Correlation	87.84%	-
Treynor Ratio	204.62%	-