AKIE[Strategy] vs INav[Benchmark]

9 Oct, 2024 - 19 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	3.34%	4.73%
CAGR﹪	2.79%	3.94%
Sharpe	-0.06	-0.02
Prob. Sharpe Ratio	16.55%	17.8%
Smart Sharpe	-0.06	-0.02
Sortino	-0.08	-0.02
Smart Sortino	-0.08	-0.02
Sortino/√2	-0.06	-0.02
Smart Sortino/√2	-0.06	-0.02
Omega	0.99	0.99
Max Drawdown	-20.16%	-19.68%
Longest DD Days	296	296
Volatility (ann.)	23.6%	22.96%
R^2	0.56	0.56
Information Ratio	-0.0	-0.0
Calmar	0.14	0.2
Skew	0.39	0.72
Kurtosis	2.34	3.65
Expected Daily	0.01%	0.02%
Expected Monthly	0.22%	0.31%
Expected Yearly	1.66%	2.34%
Kelly Criterion	-3.31%	3.26%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.42%	-2.35%
Expected Shortfall (cVaR)	-2.42%	-2.35%
Max Consecutive Wins	7	8
Max Consecutive Losses	7	6
Gain/Pain Ratio	0.04	0.05
Gain/Pain (1M)	0.23	0.29
Payoff Ratio	0.9	0.92
Profit Factor	1.04	1.05
Common Sense Ratio	0.99	0.99
CPC Index	0.48	0.52
Tail Ratio	0.95	0.95
Outlier Win Ratio	3.64	3.97
Outlier Loss Ratio	3.06	3.03
MTD	3.24%	4.01%
3M	-2.84%	-2.23%
6M	0.46%	1.13%
YTD	-1.02%	-0.09%
1Y	14.14%	15.0%
3Y (ann.)	2.79%	3.94%
5Y (ann.)	2.79%	3.94%
10Y (ann.)	2.79%	3.94%
All-time (ann.)	2.79%	3.94%
Best Day	7.58%	8.22%
Worst Day	-4.09%	-3.75%
Best Month	10.21%	10.01%
Worst Month	-8.15%	-8.71%
Best Year	4.4%	4.82%
Worst Year	-1.02%	-0.09%
Avg. Drawdown	-4.59%	-4.96%
Avg. Drawdown Days	37	41
Recovery Factor	0.17	0.24
Ulcer Index	0.11	0.1
Serenity Index	-0.03	-0.02
Avg. Up Month	3.85%	3.76%
Avg. Down Month	-4.91%	-4.57%
Win Days	50.98%	53.59%
Win Month	60.0%	60.0%
Win Quarter	60.0%	60.0%
Win Year	50.0%	50.0%
Beta	0.77	-
Alpha	0.01	-
Correlation	74.85%	-
Treynor Ratio	-4.76%	-