AKPP[Strategy] vs INav[Benchmark]

10 Mar, 2025 - 8 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	84.73%	85.83%
CAGR﹪	108.94%	110.44%
Sharpe	2.05	2.09
Prob. Sharpe Ratio	83.69%	84.31%
Smart Sharpe	1.7	1.73
Sortino	3.05	3.17
Smart Sortino	2.53	2.62
Sortino/√2	2.16	2.24
Smart Sortino/√2	1.79	1.86
Omega	1.45	1.45
Max Drawdown	-14.48%	-14.07%
Longest DD Days	88	89
Volatility (ann.)	35.32%	35.08%
R^2	0.77	0.77
Information Ratio	-0.0	-0.0
Calmar	7.53	7.85
Skew	-0.67	-0.63
Kurtosis	5.6	7.85
Expected Daily	0.29%	0.29%
Expected Monthly	5.74%	5.8%
Expected Yearly	35.92%	36.32%
Kelly Criterion	15.55%	22.38%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.35%	-3.32%
Expected Shortfall (cVaR)	-3.35%	-3.32%
Max Consecutive Wins	13	7
Max Consecutive Losses	4	5
Gain/Pain Ratio	0.5	0.53
Gain/Pain (1M)	7.07	5.34
Payoff Ratio	1.04	1.11
Profit Factor	1.5	1.53
Common Sense Ratio	2.21	2.14
CPC Index	0.89	1.0
Tail Ratio	1.47	1.4
Outlier Win Ratio	3.63	3.9
Outlier Loss Ratio	3.9	3.88
MTD	6.1%	5.36%
3M	33.18%	34.35%
6M	65.01%	65.35%
YTD	6.1%	5.36%
1Y	84.73%	85.83%
3Y (ann.)	108.94%	110.44%
5Y (ann.)	108.94%	110.44%
10Y (ann.)	108.94%	110.44%
All-time (ann.)	108.94%	110.44%
Best Day	8.77%	8.59%
Worst Day	-12.11%	-13.33%
Best Month	26.98%	26.1%
Worst Month	-5.99%	-6.93%
Best Year	74.1%	76.38%
Worst Year	6.1%	5.36%
Avg. Drawdown	-4.25%	-3.83%
Avg. Drawdown Days	15	12
Recovery Factor	5.85	6.1
Ulcer Index	0.06	0.06
Serenity Index	2.49	2.53
Avg. Up Month	11.03%	11.39%
Avg. Down Month	-3.24%	-4.21%
Win Days	56.87%	59.24%
Win Month	63.64%	72.73%
Win Quarter	80.0%	80.0%
Win Year	100.0%	100.0%
Beta	0.88	-
Alpha	0.09	-
Correlation	87.78%	-
Treynor Ratio	87.95%	-