AKNX USD[Strategy] vs [Benchmark] ^NDX USD

20 Dec, 2018 - 15 Sep, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	45.0%	99.0%
Cumulative Return	92.23%	289.12%
CAGR﹪	10.18%	22.33%
Sharpe	0.25	0.66
Prob. Sharpe Ratio	11.07%	31.82%
Smart Sharpe	0.21	0.56
Sortino	0.33	0.93
Smart Sortino	0.28	0.8
Sortino/√2	0.23	0.66
Smart Sortino/√2	0.2	0.56
Omega	1.07	1.07
Max Drawdown	-32.75%	-35.56%
Longest DD Days	1392	753
Volatility (ann.)	18.31%	24.74%
R^2	0.06	0.06
Information Ratio	-0.03	-0.03
Calmar	0.31	0.63
Skew	-2.44	-0.1
Kurtosis	53.81	7.58
Expected Daily	0.04%	0.08%
Expected Monthly	0.8%	1.67%
Expected Yearly	8.51%	18.51%
Kelly Criterion	11.56%	1.84%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.85%	-2.47%
Expected Shortfall (cVaR)	-1.85%	-2.47%
Max Consecutive Wins	11	10
Max Consecutive Losses	7	6
Gain/Pain Ratio	0.2	0.19
Gain/Pain (1M)	1.18	1.27
Payoff Ratio	0.91	0.79
Profit Factor	1.2	1.19
Common Sense Ratio	1.19	1.09
CPC Index	0.63	0.53
Tail Ratio	0.99	0.92
Outlier Win Ratio	10.8	3.54
Outlier Loss Ratio	3.26	3.4
MTD	0.0%	3.75%
3M	0.0%	12.31%
6M	0.0%	23.29%
YTD	0.0%	15.62%
1Y	0.0%	24.49%
3Y (ann.)	0.0%	32.52%
5Y (ann.)	0.54%	15.44%
10Y (ann.)	10.18%	22.33%
All-time (ann.)	10.18%	22.33%
Best Day	9.8%	12.02%
Worst Day	-18.87%	-12.19%
Best Month	12.73%	15.19%
Worst Month	-16.05%	-13.37%
Best Year	47.1%	53.81%
Worst Year	-25.23%	-32.97%
Avg. Drawdown	-2.78%	-2.77%
Avg. Drawdown Days	31	20
Recovery Factor	2.82	8.13
Ulcer Index	0.2	0.12
Serenity Index	0.14	1.53
Avg. Up Month	5.29%	5.22%
Avg. Down Month	-6.14%	-4.83%
Win Days	57.89%	56.65%
Win Month	69.23%	68.29%
Win Quarter	78.57%	75.0%
Win Year	60.0%	87.5%
Beta	0.18	-
Alpha	0.07	-
Correlation	24.3%	-
Treynor Ratio	473.9%	-