AKPP[Strategy] vs INav[Benchmark]

10 Mar, 2025 - 1 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	36.87%	39.11%
CAGR﹪	62.49%	66.62%
Sharpe	1.52	1.76
Prob. Sharpe Ratio	69.62%	76.93%
Smart Sharpe	1.3	1.5
Sortino	2.29	2.75
Smart Sortino	1.95	2.34
Sortino/√2	1.62	1.94
Smart Sortino/√2	1.38	1.66
Omega	1.29	1.29
Max Drawdown	-13.59%	-13.31%
Longest DD Days	88	89
Volatility (ann.)	29.34%	26.29%
R^2	0.7	0.7
Information Ratio	-0.01	-0.01
Calmar	4.6	5.0
Skew	-0.27	0.03
Kurtosis	1.83	1.74
Expected Daily	0.19%	0.2%
Expected Monthly	3.55%	3.74%
Expected Yearly	36.87%	39.11%
Kelly Criterion	10.64%	19.98%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.84%	-2.51%
Expected Shortfall (cVaR)	-2.84%	-2.51%
Max Consecutive Wins	6	7
Max Consecutive Losses	4	5
Gain/Pain Ratio	0.35	0.41
Gain/Pain (1M)	3.49	2.81
Payoff Ratio	1.04	1.1
Profit Factor	1.35	1.41
Common Sense Ratio	1.88	1.9
CPC Index	0.76	0.9
Tail Ratio	1.4	1.34
Outlier Win Ratio	3.05	3.59
Outlier Loss Ratio	3.52	3.76
MTD	-0.38%	0.68%
3M	17.24%	16.69%
6M	48.41%	51.5%
YTD	36.87%	39.11%
1Y	36.87%	39.11%
3Y (ann.)	62.49%	66.62%
5Y (ann.)	62.49%	66.62%
10Y (ann.)	62.49%	66.62%
All-time (ann.)	62.49%	66.62%
Best Day	4.92%	6.18%
Worst Day	-7.59%	-5.7%
Best Month	15.22%	18.19%
Worst Month	-5.99%	-6.93%
Best Year	36.87%	39.11%
Worst Year	36.87%	39.11%
Avg. Drawdown	-3.71%	-3.25%
Avg. Drawdown Days	14	12
Recovery Factor	2.71	2.94
Ulcer Index	0.06	0.05
Serenity Index	1.0	0.99
Avg. Up Month	8.82%	9.66%
Avg. Down Month	-3.24%	-4.21%
Win Days	54.49%	58.08%
Win Month	55.56%	66.67%
Win Quarter	75.0%	75.0%
Win Year	100.0%	100.0%
Beta	0.94	-
Alpha	0.02	-
Correlation	83.79%	-
Treynor Ratio	31.94%	-