AKMB[Strategy] vs INav[Benchmark]

16 Jun, 2020 - 3 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	97.0%
Cumulative Return	90.0%	90.24%
CAGR﹪	11.89%	11.91%
Sharpe	0.59	0.66
Prob. Sharpe Ratio	69.5%	75.37%
Smart Sharpe	0.52	0.59
Sortino	0.78	0.84
Smart Sortino	0.69	0.75
Sortino/√2	0.55	0.6
Smart Sortino/√2	0.49	0.53
Omega	1.16	1.16
Max Drawdown	-16.61%	-16.77%
Longest DD Days	246	230
Volatility (ann.)	8.46%	7.4%
R^2	0.69	0.69
Information Ratio	0.0	0.0
Calmar	0.72	0.71
Skew	-4.36	-8.76
Kurtosis	132.4	293.24
Expected Daily	0.05%	0.05%
Expected Monthly	0.93%	0.94%
Expected Yearly	9.6%	9.62%
Kelly Criterion	12.03%	24.1%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.83%	-0.72%
Expected Shortfall (cVaR)	-0.83%	-0.72%
Max Consecutive Wins	15	24
Max Consecutive Losses	12	11
Gain/Pain Ratio	0.42	0.68
Gain/Pain (1M)	2.52	2.81
Payoff Ratio	0.93	0.92
Profit Factor	1.42	1.68
Common Sense Ratio	1.77	2.15
CPC Index	0.76	0.99
Tail Ratio	1.25	1.28
Outlier Win Ratio	4.2	6.37
Outlier Loss Ratio	3.31	4.6
MTD	0.07%	0.1%
3M	4.08%	3.84%
6M	6.1%	6.38%
YTD	2.52%	2.64%
1Y	23.15%	23.43%
3Y (ann.)	14.93%	15.18%
5Y (ann.)	12.58%	12.52%
10Y (ann.)	11.89%	11.91%
All-time (ann.)	11.89%	11.91%
Best Day	6.66%	6.46%
Worst Day	-10.58%	-11.48%
Best Month	7.66%	7.43%
Worst Month	-9.27%	-9.62%
Best Year	32.28%	31.21%
Worst Year	2.52%	2.64%
Avg. Drawdown	-0.56%	-0.42%
Avg. Drawdown Days	10	9
Recovery Factor	5.42	5.38
Ulcer Index	0.02	0.02
Serenity Index	3.9	4.21
Avg. Up Month	1.66%	1.61%
Avg. Down Month	-2.41%	-2.13%
Win Days	57.63%	63.59%
Win Month	82.61%	82.61%
Win Quarter	87.5%	87.5%
Win Year	100.0%	100.0%
Beta	0.95	-
Alpha	0.01	-
Correlation	82.92%	-
Treynor Ratio	87.55%	-