AKGP[Strategy] vs INav[Benchmark]

3 Jul, 2025 - 29 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	95.0%	100.0%
Cumulative Return	1.79%	1.83%
CAGR﹪	1.98%	2.03%
Sharpe	-0.2	-0.17
Prob. Sharpe Ratio	19.31%	19.27%
Smart Sharpe	-0.2	-0.17
Sortino	-0.28	-0.24
Smart Sortino	-0.28	-0.24
Sortino/√2	-0.2	-0.17
Smart Sortino/√2	-0.2	-0.17
Omega	0.97	0.97
Max Drawdown	-15.08%	-14.66%
Longest DD Days	189	189
Volatility (ann.)	17.0%	18.35%
R^2	0.68	0.68
Information Ratio	-0.0	-0.0
Calmar	0.13	0.14
Skew	-0.1	0.27
Kurtosis	1.27	3.73
Expected Daily	0.01%	0.01%
Expected Monthly	0.16%	0.17%
Expected Yearly	0.89%	0.91%
Kelly Criterion	4.01%	-0.88%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.75%	-1.89%
Expected Shortfall (cVaR)	-1.75%	-1.89%
Max Consecutive Wins	10	9
Max Consecutive Losses	8	16
Gain/Pain Ratio	0.03	0.04
Gain/Pain (1M)	0.19	0.2
Payoff Ratio	1.1	1.23
Profit Factor	1.03	1.04
Common Sense Ratio	1.07	1.1
CPC Index	0.56	0.57
Tail Ratio	1.03	1.06
Outlier Win Ratio	3.46	2.85
Outlier Loss Ratio	3.12	3.53
MTD	-3.77%	-3.76%
3M	-4.93%	-4.62%
6M	-4.4%	-4.05%
YTD	-5.55%	-6.23%
1Y	1.79%	1.83%
3Y (ann.)	1.98%	2.03%
5Y (ann.)	1.98%	2.03%
10Y (ann.)	1.98%	2.03%
All-time (ann.)	1.98%	2.03%
Best Day	2.99%	6.05%
Worst Day	-4.66%	-3.97%
Best Month	7.52%	7.59%
Worst Month	-4.5%	-4.83%
Best Year	7.77%	8.6%
Worst Year	-5.55%	-6.23%
Avg. Drawdown	-5.93%	-4.86%
Avg. Drawdown Days	51	44
Recovery Factor	0.12	0.13
Ulcer Index	0.07	0.07
Serenity Index	-0.06	-0.07
Avg. Up Month	3.12%	3.32%
Avg. Down Month	-3.25%	-3.45%
Win Days	49.77%	44.3%
Win Month	54.55%	54.55%
Win Quarter	50.0%	50.0%
Win Year	50.0%	50.0%
Beta	0.76	-
Alpha	0.01	-
Correlation	82.19%	-
Treynor Ratio	-6.84%	-