AKGP[Strategy] vs INav[Benchmark]

3 Jul, 2025 - 21 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	94.0%	100.0%
Cumulative Return	13.35%	13.46%
CAGR﹪	10.11%	10.19%
Sharpe	0.25	0.25
Prob. Sharpe Ratio	29.41%	28.62%
Smart Sharpe	0.24	0.24
Sortino	0.36	0.37
Smart Sortino	0.35	0.36
Sortino/√2	0.25	0.26
Smart Sortino/√2	0.25	0.26
Omega	1.04	1.04
Max Drawdown	-15.08%	-14.66%
Longest DD Days	189	189
Volatility (ann.)	17.31%	18.14%
R^2	0.7	0.7
Information Ratio	-0.0	-0.0
Calmar	0.67	0.7
Skew	-0.05	0.29
Kurtosis	1.25	2.62
Expected Daily	0.04%	0.04%
Expected Monthly	0.79%	0.79%
Expected Yearly	6.46%	6.52%
Kelly Criterion	7.99%	2.29%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.75%	-1.83%
Expected Shortfall (cVaR)	-1.75%	-1.83%
Max Consecutive Wins	10	9
Max Consecutive Losses	8	16
Gain/Pain Ratio	0.11	0.11
Gain/Pain (1M)	0.7	0.64
Payoff Ratio	1.12	1.23
Profit Factor	1.11	1.11
Common Sense Ratio	1.21	1.31
CPC Index	0.64	0.63
Tail Ratio	1.09	1.18
Outlier Win Ratio	3.58	2.94
Outlier Loss Ratio	3.21	3.59
MTD	-2.07%	-1.73%
3M	5.76%	4.07%
6M	8.8%	8.98%
YTD	5.18%	4.47%
1Y	3.08%	3.81%
3Y (ann.)	10.11%	10.19%
5Y (ann.)	10.11%	10.19%
10Y (ann.)	10.11%	10.19%
All-time (ann.)	10.11%	10.19%
Best Day	3.34%	6.05%
Worst Day	-4.66%	-3.97%
Best Month	9.39%	10.37%
Worst Month	-4.5%	-4.83%
Best Year	7.77%	8.6%
Worst Year	5.18%	4.47%
Avg. Drawdown	-5.62%	-4.15%
Avg. Drawdown Days	49	40
Recovery Factor	0.88	0.92
Ulcer Index	0.07	0.07
Serenity Index	0.08	0.09
Avg. Up Month	4.4%	4.73%
Avg. Down Month	-2.66%	-2.94%
Win Days	51.45%	46.04%
Win Month	50.0%	50.0%
Win Quarter	66.67%	66.67%
Win Year	100.0%	100.0%
Beta	0.8	-
Alpha	0.02	-
Correlation	83.76%	-
Treynor Ratio	7.94%	-