AKGP[Strategy] vs INav[Benchmark]

1 Jul, 2025 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	94.0%	98.0%
Cumulative Return	8.66%	8.72%
CAGR﹪	33.83%	34.11%
Sharpe	1.37	1.18
Prob. Sharpe Ratio	64.42%	59.34%
Smart Sharpe	1.34	1.16
Sortino	2.17	1.97
Smart Sortino	2.12	1.92
Sortino/√2	1.53	1.39
Smart Sortino/√2	1.5	1.36
Omega	1.24	1.24
Max Drawdown	-6.93%	-10.91%
Longest DD Days	32	32
Volatility (ann.)	16.39%	19.63%
R^2	0.61	0.61
Information Ratio	-0.0	-0.0
Calmar	4.88	3.13
Skew	0.22	1.05
Kurtosis	-0.28	7.66
Expected Daily	0.11%	0.11%
Expected Monthly	2.1%	2.11%
Expected Yearly	8.66%	8.72%
Kelly Criterion	17.05%	7.37%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.58%	-1.91%
Expected Shortfall (cVaR)	-1.58%	-1.91%
Max Consecutive Wins	10	9
Max Consecutive Losses	4	16
Gain/Pain Ratio	0.33	0.35
Gain/Pain (1M)	2.64	2.85
Payoff Ratio	1.32	1.45
Profit Factor	1.33	1.35
Common Sense Ratio	1.54	1.81
CPC Index	0.93	0.89
Tail Ratio	1.16	1.34
Outlier Win Ratio	3.6	3.08
Outlier Loss Ratio	3.03	3.85
MTD	-3.28%	-3.38%
3M	8.55%	8.56%
6M	8.66%	8.72%
YTD	8.66%	8.72%
1Y	8.66%	8.72%
3Y (ann.)	33.83%	34.11%
5Y (ann.)	33.83%	34.11%
10Y (ann.)	33.83%	34.11%
All-time (ann.)	33.83%	34.11%
Best Day	2.99%	6.05%
Worst Day	-2.02%	-3.94%
Best Month	7.52%	7.59%
Worst Month	-3.28%	-3.38%
Best Year	8.66%	8.72%
Worst Year	8.66%	8.72%
Avg. Drawdown	-3.21%	-3.1%
Avg. Drawdown Days	16	14
Recovery Factor	1.25	0.8
Ulcer Index	0.02	0.03
Serenity Index	0.16	0.17
Avg. Up Month	4.0%	4.06%
Avg. Down Month	-3.28%	-3.38%
Win Days	52.86%	45.21%
Win Month	75.0%	75.0%
Win Quarter	50.0%	50.0%
Win Year	100.0%	100.0%
Beta	0.65	-
Alpha	0.1	-
Correlation	78.21%	-
Treynor Ratio	2.54%	-