AKPP[Strategy] vs INav[Benchmark]

10 Mar, 2025 - 11 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	17.25%	19.23%
CAGR﹪	13.52%	15.05%
Sharpe	0.35	0.38
Prob. Sharpe Ratio	25.26%	26.42%
Smart Sharpe	0.29	0.31
Sortino	0.49	0.54
Smart Sortino	0.4	0.44
Sortino/√2	0.34	0.38
Smart Sortino/√2	0.28	0.31
Omega	1.07	1.07
Max Drawdown	-48.76%	-47.99%
Longest DD Days	135	135
Volatility (ann.)	43.51%	40.46%
R^2	0.77	0.77
Information Ratio	0.0	0.0
Calmar	0.28	0.31
Skew	-0.67	-0.17
Kurtosis	9.32	5.26
Expected Daily	0.05%	0.06%
Expected Monthly	1.0%	1.11%
Expected Yearly	8.28%	9.19%
Kelly Criterion	3.38%	5.89%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-4.42%	-4.1%
Expected Shortfall (cVaR)	-4.42%	-4.1%
Max Consecutive Wins	13	7
Max Consecutive Losses	7	5
Gain/Pain Ratio	0.1	0.11
Gain/Pain (1M)	0.4	0.42
Payoff Ratio	0.95	1.01
Profit Factor	1.1	1.11
Common Sense Ratio	1.1	1.03
CPC Index	0.55	0.59
Tail Ratio	1.0	0.93
Outlier Win Ratio	3.66	3.77
Outlier Loss Ratio	4.08	4.28
MTD	-9.78%	-10.0%
3M	-31.86%	-32.17%
6M	-14.67%	-14.47%
YTD	-32.65%	-32.4%
1Y	15.76%	16.36%
3Y (ann.)	13.52%	15.05%
5Y (ann.)	13.52%	15.05%
10Y (ann.)	13.52%	15.05%
All-time (ann.)	13.52%	15.05%
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	-32.65%	-32.4%
Avg. Drawdown	-6.36%	-5.48%
Avg. Drawdown Days	20	17
Recovery Factor	0.35	0.4
Ulcer Index	0.19	0.18
Serenity Index	0.04	0.05
Avg. Up Month	14.32%	13.52%
Avg. Down Month	-8.77%	-8.35%
Win Days	53.0%	52.68%
Win Month	43.75%	50.0%
Win Quarter	50.0%	50.0%
Win Year	50.0%	50.0%
Beta	0.94	-
Alpha	0.01	-
Correlation	87.74%	-
Treynor Ratio	10.87%	-