AKMM[Strategy] vs INav[Benchmark]

25 Jul, 2022 - 16 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	97.0%
Cumulative Return	67.28%	67.36%
CAGR﹪	14.8%	14.81%
Sharpe	10.43	8.46
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	10.06	8.15
Sortino	46.39	69.38
Smart Sortino	44.74	66.91
Sortino/√2	32.81	49.06
Smart Sortino/√2	31.64	47.32
Omega	8.94	8.94
Max Drawdown	-0.05%	-0.02%
Longest DD Days	3	1
Volatility (ann.)	0.66%	0.82%
R^2	0.0	0.0
Information Ratio	-0.0	-0.0
Calmar	280.56	770.65
Skew	1.35	4.64
Kurtosis	2.3	40.58
Expected Daily	0.05%	0.05%
Expected Monthly	1.12%	1.13%
Expected Yearly	10.84%	10.85%
Kelly Criterion	96.38%	99.85%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.03%
Expected Shortfall (cVaR)	-0.01%	-0.03%
Max Consecutive Wins	576	165
Max Consecutive Losses	1	1
Gain/Pain Ratio	142.59	2681.09
Gain/Pain (1M)	-	-
Payoff Ratio	1.92	2.94
Profit Factor	143.59	2682.09
Common Sense Ratio	2992.95	23846.89
CPC Index	269.61	7885.54
Tail Ratio	20.84	8.89
Outlier Win Ratio	3.26	3.35
Outlier Loss Ratio	0.3	0.26
MTD	0.59%	0.62%
3M	3.66%	3.7%
6M	7.83%	7.86%
YTD	4.17%	4.42%
1Y	18.27%	18.27%
3Y (ann.)	17.05%	17.06%
5Y (ann.)	14.8%	14.81%
10Y (ann.)	14.8%	14.81%
All-time (ann.)	14.8%	14.81%
Best Day	0.25%	0.69%
Worst Day	-0.05%	-0.02%
Best Month	1.81%	1.93%
Worst Month	0.09%	0.08%
Best Year	20.26%	20.36%
Worst Year	3.07%	3.02%
Avg. Drawdown	-0.02%	-0.02%
Avg. Drawdown Days	2	1
Recovery Factor	1275.82	3505.13
Ulcer Index	0.0	0.0
Serenity Index	151930.44	4761376.11
Avg. Up Month	1.13%	1.13%
Avg. Down Month	-	-
Win Days	97.62%	99.89%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.01	-
Alpha	0.14	-
Correlation	1.08%	-
Treynor Ratio	6902.54%	-