AKME[Strategy] vs INav[Benchmark]

23 Dec, 2020 - 1 Sep, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	99.5%	97.82%
CAGR﹪	15.85%	15.65%
Sharpe	0.46	0.44
Prob. Sharpe Ratio	21.68%	20.95%
Smart Sharpe	0.45	0.44
Sortino	0.6	0.57
Smart Sortino	0.6	0.57
Sortino/√2	0.43	0.4
Smart Sortino/√2	0.42	0.4
Omega	1.09	1.09
Max Drawdown	-51.24%	-51.01%
Longest DD Days	678	678
Volatility (ann.)	24.73%	26.19%
R^2	0.7	0.7
Information Ratio	-0.0	-0.0
Calmar	0.31	0.31
Skew	-2.03	-3.81
Kurtosis	25.07	73.36
Expected Daily	0.06%	0.06%
Expected Monthly	1.2%	1.18%
Expected Yearly	12.2%	12.04%
Kelly Criterion	4.41%	4.43%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.49%	-2.64%
Expected Shortfall (cVaR)	-2.49%	-2.64%
Max Consecutive Wins	11	10
Max Consecutive Losses	8	8
Gain/Pain Ratio	0.15	0.16
Gain/Pain (1M)	0.7	0.77
Payoff Ratio	0.87	0.83
Profit Factor	1.15	1.16
Common Sense Ratio	1.16	1.15
CPC Index	0.55	0.55
Tail Ratio	1.01	0.99
Outlier Win Ratio	3.46	3.63
Outlier Loss Ratio	3.6	3.69
MTD	-0.07%	-0.33%
3M	10.0%	9.07%
6M	-2.39%	-1.77%
YTD	10.81%	11.33%
1Y	23.81%	22.43%
3Y (ann.)	42.32%	42.13%
5Y (ann.)	15.85%	15.65%
10Y (ann.)	15.85%	15.65%
All-time (ann.)	15.85%	15.65%
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	-3.25%	-3.36%
Avg. Drawdown Days	30	32
Recovery Factor	1.94	1.92
Ulcer Index	0.21	0.21
Serenity Index	0.18	0.19
Avg. Up Month	5.38%	5.19%
Avg. Down Month	-6.24%	-5.99%
Win Days	55.53%	56.53%
Win Month	67.24%	65.52%
Win Quarter	70.0%	70.0%
Win Year	83.33%	83.33%
Beta	0.79	-
Alpha	0.04	-
Correlation	83.81%	-
Treynor Ratio	116.87%	-