AKMP[Strategy] vs INav[Benchmark]

6 Mar, 2025 - 31 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	96.0%
Cumulative Return	23.75%	23.62%
CAGR﹪	16.41%	16.32%
Sharpe	9.66	9.7
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	7.04	7.07
Sortino	27.36	83.52
Smart Sortino	19.94	60.85
Sortino/√2	19.35	59.06
Smart Sortino/√2	14.1	43.03
Omega	5.25	5.25
Max Drawdown	-0.07%	-0.01%
Longest DD Days	2	1
Volatility (ann.)	0.86%	0.85%
R^2	0.02	0.02
Information Ratio	0.0	0.0
Calmar	246.81	1882.65
Skew	0.49	3.5
Kurtosis	0.52	23.07
Expected Daily	0.06%	0.06%
Expected Monthly	1.26%	1.26%
Expected Yearly	11.24%	11.18%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.03%
Expected Shortfall (cVaR)	-0.03%	-0.03%
Max Consecutive Wins	19	58
Max Consecutive Losses	1	1
Gain/Pain Ratio	21.25	1254.38
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	22.25	1255.38
Common Sense Ratio	130.07	13347.72
CPC Index	-	-
Tail Ratio	5.85	10.63
Outlier Win Ratio	3.09	3.62
Outlier Loss Ratio	0.93	2.82
MTD	1.08%	1.07%
3M	3.29%	3.23%
6M	6.69%	6.65%
YTD	7.72%	7.92%
1Y	15.02%	14.99%
3Y (ann.)	16.41%	16.32%
5Y (ann.)	16.41%	16.32%
10Y (ann.)	16.41%	16.32%
All-time (ann.)	16.41%	16.32%
Best Day	0.26%	0.56%
Worst Day	-0.07%	-0.01%
Best Month	1.73%	1.58%
Worst Month	0.95%	1.0%
Best Year	14.89%	14.54%
Worst Year	7.72%	7.92%
Avg. Drawdown	-0.03%	-0.01%
Avg. Drawdown Days	1	1
Recovery Factor	357.29	2725.0
Ulcer Index	0.0	0.0
Serenity Index	4992.75	1287444.56
Avg. Up Month	1.26%	1.26%
Avg. Down Month	-	-
Win Days	88.63%	99.41%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.16	-
Alpha	0.17	-
Correlation	-15.62%	-
Treynor Ratio	-105.8%	-