AKMP[Strategy] vs INav[Benchmark]

6 Mar, 2025 - 16 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	96.0%
Cumulative Return	14.05%	13.93%
CAGR﹪	18.33%	18.18%
Sharpe	10.86	11.99
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	7.63	8.42
Sortino	33.66	106.32
Smart Sortino	23.64	74.66
Sortino/√2	23.8	75.18
Smart Sortino/√2	16.72	52.8
Omega	6.28	6.28
Max Drawdown	-0.06%	-
Longest DD Days	-	-
Volatility (ann.)	0.89%	0.8%
R^2	0.02	0.02
Information Ratio	0.01	0.01
Calmar	308.74	-
Skew	0.41	1.87
Kurtosis	0.22	3.61
Expected Daily	0.07%	0.06%
Expected Monthly	1.32%	1.31%
Expected Yearly	14.05%	13.93%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.02%
Expected Shortfall (cVaR)	-0.03%	-0.02%
Max Consecutive Wins	19	58
Max Consecutive Losses	1	0
Gain/Pain Ratio	25.16	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	26.16	-
Common Sense Ratio	152.14	-
CPC Index	-	-
Tail Ratio	5.82	4.57
Outlier Win Ratio	3.05	3.59
Outlier Loss Ratio	0.79	-
MTD	0.75%	0.71%
3M	3.96%	3.83%
6M	8.28%	8.52%
YTD	14.05%	13.93%
1Y	14.05%	13.93%
3Y (ann.)	18.33%	18.18%
5Y (ann.)	18.33%	18.18%
10Y (ann.)	18.33%	18.18%
All-time (ann.)	18.33%	18.18%
Best Day	0.26%	0.28%
Worst Day	-0.06%	0.0%
Best Month	1.73%	1.58%
Worst Month	0.75%	0.71%
Best Year	14.05%	13.93%
Worst Year	14.05%	13.93%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	236.56	-
Ulcer Index	0.0	0.0
Serenity Index	2697.37	-
Avg. Up Month	1.32%	1.31%
Avg. Down Month	-	-
Win Days	88.72%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.15	-
Alpha	0.19	-
Correlation	-13.84%	-
Treynor Ratio	-45.49%	-