AKPP[Strategy] vs INav[Benchmark]

10 Mar, 2025 - 2 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	34.25%	33.69%
CAGR﹪	20.72%	20.39%
Sharpe	0.5	0.49
Prob. Sharpe Ratio	28.63%	28.66%
Smart Sharpe	0.41	0.41
Sortino	0.69	0.71
Smart Sortino	0.57	0.59
Sortino/√2	0.49	0.5
Smart Sortino/√2	0.4	0.42
Omega	1.1	1.1
Max Drawdown	-48.76%	-48.76%
Longest DD Days	248	248
Volatility (ann.)	42.08%	39.8%
R^2	0.78	0.78
Information Ratio	0.0	0.0
Calmar	0.42	0.42
Skew	-0.55	-0.1
Kurtosis	8.64	4.64
Expected Daily	0.07%	0.07%
Expected Monthly	1.48%	1.46%
Expected Yearly	15.87%	15.62%
Kelly Criterion	5.47%	5.87%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-4.25%	-4.02%
Expected Shortfall (cVaR)	-4.25%	-4.02%
Max Consecutive Wins	13	7
Max Consecutive Losses	7	5
Gain/Pain Ratio	0.13	0.13
Gain/Pain (1M)	0.58	0.57
Payoff Ratio	0.98	1.02
Profit Factor	1.13	1.13
Common Sense Ratio	1.25	1.12
CPC Index	0.59	0.6
Tail Ratio	1.11	0.99
Outlier Win Ratio	3.67	3.73
Outlier Loss Ratio	3.88	4.06
MTD	-1.8%	-1.23%
3M	8.46%	7.41%
6M	-13.75%	-15.27%
YTD	-22.89%	-24.21%
1Y	2.45%	0.72%
3Y (ann.)	20.72%	20.39%
5Y (ann.)	20.72%	20.39%
10Y (ann.)	20.72%	20.39%
All-time (ann.)	20.72%	20.39%
Best Day	15.31%	12.68%
Worst Day	-17.39%	-13.33%
Best Month	29.17%	26.1%
Worst Month	-20.04%	-14.31%
Best Year	74.1%	76.38%
Worst Year	-22.89%	-24.21%
Avg. Drawdown	-6.36%	-5.52%
Avg. Drawdown Days	26	21
Recovery Factor	0.7	0.69
Ulcer Index	0.25	0.24
Serenity Index	0.06	0.06
Avg. Up Month	13.43%	12.81%
Avg. Down Month	-7.58%	-7.44%
Win Days	53.15%	52.39%
Win Month	45.0%	50.0%
Win Quarter	50.0%	50.0%
Win Year	50.0%	50.0%
Beta	0.93	-
Alpha	0.03	-
Correlation	88.32%	-
Treynor Ratio	29.18%	-