AKME[Strategy] vs INav[Benchmark]

23 Dec, 2020 - 30 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	87.09%	86.45%
CAGR﹪	11.29%	11.23%
Sharpe	0.29	0.29
Prob. Sharpe Ratio	10.38%	10.46%
Smart Sharpe	0.29	0.29
Sortino	0.39	0.38
Smart Sortino	0.39	0.38
Sortino/√2	0.27	0.27
Smart Sortino/√2	0.27	0.27
Omega	1.06	1.06
Max Drawdown	-51.24%	-51.01%
Longest DD Days	678	678
Volatility (ann.)	24.09%	25.36%
R^2	0.74	0.74
Information Ratio	-0.0	-0.0
Calmar	0.22	0.22
Skew	-1.73	-3.32
Kurtosis	22.6	66.86
Expected Daily	0.04%	0.04%
Expected Monthly	0.89%	0.88%
Expected Yearly	9.36%	9.31%
Kelly Criterion	3.25%	3.64%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.44%	-2.57%
Expected Shortfall (cVaR)	-2.44%	-2.57%
Max Consecutive Wins	11	10
Max Consecutive Losses	8	8
Gain/Pain Ratio	0.11	0.12
Gain/Pain (1M)	0.52	0.58
Payoff Ratio	0.91	0.88
Profit Factor	1.11	1.12
Common Sense Ratio	1.11	1.12
CPC Index	0.55	0.54
Tail Ratio	1.0	1.0
Outlier Win Ratio	3.4	3.54
Outlier Loss Ratio	3.76	3.79
MTD	10.15%	9.84%
3M	11.78%	11.12%
6M	1.23%	1.3%
YTD	-4.39%	-4.42%
1Y	4.98%	4.79%
3Y (ann.)	6.26%	6.44%
5Y (ann.)	7.44%	7.53%
10Y (ann.)	11.29%	11.23%
All-time (ann.)	11.29%	11.23%
Best Day	7.68%	14.17%
Worst Day	-19.31%	-27.55%
Best Month	19.14%	20.28%
Worst Month	-27.94%	-24.52%
Best Year	77.81%	78.06%
Worst Year	-33.04%	-32.52%
Avg. Drawdown	-3.52%	-3.63%
Avg. Drawdown Days	38	41
Recovery Factor	1.7	1.69
Ulcer Index	0.2	0.19
Serenity Index	0.17	0.18
Avg. Up Month	5.19%	5.02%
Avg. Down Month	-6.09%	-5.86%
Win Days	53.89%	54.97%
Win Month	64.79%	63.38%
Win Quarter	68.0%	64.0%
Win Year	71.43%	71.43%
Beta	0.82	-
Alpha	0.02	-
Correlation	85.89%	-
Treynor Ratio	98.16%	-