AKMP[Strategy] vs INav[Benchmark]

6 Mar, 2025 - 29 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	96.0%
Cumulative Return	11.75%	11.77%
CAGR﹪	18.67%	18.7%
Sharpe	10.83	12.15
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	7.71	8.65
Sortino	33.14	107.6
Smart Sortino	23.61	76.66
Sortino/√2	23.44	76.08
Smart Sortino/√2	16.7	54.2
Omega	6.15	6.15
Max Drawdown	-0.06%	-
Longest DD Days	-	-
Volatility (ann.)	0.92%	0.83%
R^2	0.02	0.02
Information Ratio	-0.0	-0.0
Calmar	314.35	-
Skew	0.39	1.87
Kurtosis	0.2	3.54
Expected Daily	0.07%	0.07%
Expected Monthly	1.4%	1.4%
Expected Yearly	11.75%	11.77%
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	13	58
Max Consecutive Losses	1	0
Gain/Pain Ratio	23.22	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	24.22	-
Common Sense Ratio	140.93	-
CPC Index	-	-
Tail Ratio	5.82	5.16
Outlier Win Ratio	3.11	3.63
Outlier Loss Ratio	0.76	-
MTD	1.18%	1.2%
3M	3.92%	4.07%
6M	8.71%	8.91%
YTD	11.75%	11.77%
1Y	11.75%	11.77%
3Y (ann.)	18.67%	18.7%
5Y (ann.)	18.67%	18.7%
10Y (ann.)	18.67%	18.7%
All-time (ann.)	18.67%	18.7%
Best Day	0.26%	0.28%
Worst Day	-0.06%	0.0%
Best Month	1.73%	1.58%
Worst Month	1.18%	1.19%
Best Year	11.75%	11.77%
Worst Year	11.75%	11.77%
Avg. Drawdown	-0.03%	-
Avg. Drawdown Days	-	-
Recovery Factor	197.94	-
Ulcer Index	0.0	0.0
Serenity Index	1612.6	-
Avg. Up Month	1.4%	1.4%
Avg. Down Month	-	-
Win Days	88.82%	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	-13.32%	-
Treynor Ratio	-31.9%	-