AKPP[Strategy] vs INav[Benchmark]

10 Mar, 2025 - 15 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	12.86%	14.48%
CAGR﹪	32.25%	36.67%
Sharpe	0.96	1.21
Prob. Sharpe Ratio	53.23%	60.75%
Smart Sharpe	0.73	0.93
Sortino	1.43	1.81
Smart Sortino	1.09	1.39
Sortino/√2	1.01	1.28
Smart Sortino/√2	0.77	0.98
Omega	1.17	1.17
Max Drawdown	-9.28%	-8.83%
Longest DD Days	88	89
Volatility (ann.)	24.5%	21.47%
R^2	0.61	0.61
Information Ratio	-0.01	-0.01
Calmar	3.48	4.15
Skew	-0.02	-0.12
Kurtosis	0.85	0.55
Expected Daily	0.11%	0.12%
Expected Monthly	2.04%	2.28%
Expected Yearly	12.86%	14.48%
Kelly Criterion	6.7%	16.57%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.42%	-2.09%
Expected Shortfall (cVaR)	-2.42%	-2.09%
Max Consecutive Wins	5	7
Max Consecutive Losses	4	5
Gain/Pain Ratio	0.23	0.28
Gain/Pain (1M)	1.22	1.19
Payoff Ratio	0.93	1.08
Profit Factor	1.23	1.28
Common Sense Ratio	1.41	1.69
CPC Index	0.63	0.78
Tail Ratio	1.15	1.32
Outlier Win Ratio	3.04	3.47
Outlier Loss Ratio	2.76	3.06
MTD	-3.33%	-3.97%
3M	21.07%	22.89%
6M	12.86%	14.48%
YTD	12.86%	14.48%
1Y	12.86%	14.48%
3Y (ann.)	32.25%	36.67%
5Y (ann.)	32.25%	36.67%
10Y (ann.)	32.25%	36.67%
All-time (ann.)	32.25%	36.67%
Best Day	4.43%	3.53%
Worst Day	-4.89%	-3.97%
Best Month	14.52%	15.1%
Worst Month	-5.99%	-6.93%
Best Year	12.86%	14.48%
Worst Year	12.86%	14.48%
Avg. Drawdown	-2.83%	-2.24%
Avg. Drawdown Days	12	10
Recovery Factor	1.39	1.64
Ulcer Index	0.05	0.05
Serenity Index	0.21	0.23
Avg. Up Month	8.27%	9.19%
Avg. Down Month	-3.74%	-4.08%
Win Days	54.95%	56.76%
Win Month	50.0%	50.0%
Win Quarter	66.67%	66.67%
Win Year	100.0%	100.0%
Beta	0.89	-
Alpha	0.01	-
Correlation	77.99%	-
Treynor Ratio	6.59%	-