AKMP[Strategy] vs INav[Benchmark]

6 Mar, 2025 - 29 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	96.0%
Cumulative Return	21.18%	20.99%
CAGR﹪	16.9%	16.75%
Sharpe	9.9	9.78
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	7.01	6.92
Sortino	28.57	81.85
Smart Sortino	20.22	57.94
Sortino/√2	20.2	57.88
Smart Sortino/√2	14.3	40.97
Omega	5.44	5.44
Max Drawdown	-0.07%	-0.01%
Longest DD Days	2	1
Volatility (ann.)	0.88%	0.88%
R^2	0.02	0.02
Information Ratio	0.01	0.01
Calmar	254.27	1932.69
Skew	0.47	3.48
Kurtosis	0.43	22.28
Expected Daily	0.06%	0.06%
Expected Monthly	1.29%	1.28%
Expected Yearly	10.08%	9.99%
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	21.41	1127.13
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	22.41	1128.13
Common Sense Ratio	134.02	-
CPC Index	-	-
Tail Ratio	5.98	-
Outlier Win Ratio	3.17	3.74
Outlier Loss Ratio	0.96	2.9
MTD	0.95%	1.0%
3M	3.26%	3.26%
6M	7.06%	6.95%
YTD	5.48%	5.62%
1Y	16.07%	16.07%
3Y (ann.)	16.9%	16.75%
5Y (ann.)	16.9%	16.75%
10Y (ann.)	16.9%	16.75%
All-time (ann.)	16.9%	16.75%
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	5.48%	5.62%
Avg. Drawdown	-0.03%	-0.01%
Avg. Drawdown Days	1	1
Recovery Factor	318.62	2421.46
Ulcer Index	0.0	0.0
Serenity Index	4190.65	982606.4
Avg. Up Month	1.29%	1.28%
Avg. Down Month	-	-
Win Days	88.41%	99.33%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.15	-
Alpha	0.18	-
Correlation	-14.52%	-
Treynor Ratio	-97.41%	-