AKPP[Strategy] vs INav[Benchmark]

10 Mar, 2025 - 3 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	68.43%	68.59%
CAGR﹪	70.15%	70.32%
Sharpe	1.25	1.32
Prob. Sharpe Ratio	60.65%	64.22%
Smart Sharpe	0.98	1.04
Sortino	1.75	1.96
Smart Sortino	1.37	1.54
Sortino/√2	1.24	1.39
Smart Sortino/√2	0.97	1.09
Omega	1.28	1.28
Max Drawdown	-29.07%	-27.39%
Longest DD Days	88	89
Volatility (ann.)	45.72%	41.75%
R^2	0.78	0.78
Information Ratio	0.01	0.01
Calmar	2.41	2.57
Skew	-0.78	-0.27
Kurtosis	9.89	6.01
Expected Daily	0.21%	0.21%
Expected Monthly	4.09%	4.1%
Expected Yearly	29.78%	29.84%
Kelly Criterion	10.33%	15.2%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-4.48%	-4.08%
Expected Shortfall (cVaR)	-4.48%	-4.08%
Max Consecutive Wins	13	7
Max Consecutive Losses	5	5
Gain/Pain Ratio	0.32	0.33
Gain/Pain (1M)	1.77	1.81
Payoff Ratio	0.96	1.03
Profit Factor	1.32	1.33
Common Sense Ratio	1.57	1.7
CPC Index	0.71	0.78
Tail Ratio	1.19	1.28
Outlier Win Ratio	3.85	4.14
Outlier Loss Ratio	4.49	4.71
MTD	-6.34%	-7.24%
3M	23.57%	22.3%
6M	47.24%	44.15%
YTD	-3.26%	-4.42%
1Y	68.43%	68.59%
3Y (ann.)	70.15%	70.32%
5Y (ann.)	70.15%	70.32%
10Y (ann.)	70.15%	70.32%
All-time (ann.)	70.15%	70.32%
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	-3.26%	-4.42%
Avg. Drawdown	-5.38%	-4.63%
Avg. Drawdown Days	15	12
Recovery Factor	2.35	2.5
Ulcer Index	0.09	0.09
Serenity Index	1.19	1.13
Avg. Up Month	14.32%	13.52%
Avg. Down Month	-7.22%	-6.83%
Win Days	56.1%	56.91%
Win Month	53.85%	61.54%
Win Quarter	60.0%	60.0%
Win Year	50.0%	50.0%
Beta	0.97	-
Alpha	0.04	-
Correlation	88.56%	-
Treynor Ratio	63.33%	-