AKQU[Strategy] vs INav[Benchmark]

19 Dec, 2022 - 17 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	94.0%	100.0%
Cumulative Return	19.97%	18.82%
CAGR﹪	6.65%	6.28%
Sharpe	0.3	0.14
Prob. Sharpe Ratio	10.85%	14.45%
Smart Sharpe	0.2	0.09
Sortino	0.54	0.17
Smart Sortino	0.37	0.11
Sortino/√2	0.38	0.12
Smart Sortino/√2	0.26	0.08
Omega	1.1	1.1
Max Drawdown	-52.3%	-32.51%
Longest DD Days	802	795
Volatility (ann.)	65.39%	26.46%
R^2	0.01	0.01
Information Ratio	0.01	0.01
Calmar	0.13	0.19
Skew	6.26	-6.94
Kurtosis	119.95	119.26
Expected Daily	0.03%	0.03%
Expected Monthly	0.52%	0.49%
Expected Yearly	4.66%	4.41%
Kelly Criterion	-10.61%	10.67%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-6.67%	-2.7%
Expected Shortfall (cVaR)	-6.67%	-2.7%
Max Consecutive Wins	10	10
Max Consecutive Losses	7	9
Gain/Pain Ratio	0.13	0.09
Gain/Pain (1M)	0.91	0.35
Payoff Ratio	0.83	0.99
Profit Factor	1.13	1.09
Common Sense Ratio	1.08	1.11
CPC Index	0.47	0.6
Tail Ratio	0.95	1.02
Outlier Win Ratio	3.64	6.87
Outlier Loss Ratio	3.19	5.23
MTD	1.49%	1.75%
3M	-1.59%	-0.98%
6M	-0.99%	-1.37%
YTD	-4.05%	-2.79%
1Y	-0.52%	-0.0%
3Y (ann.)	6.65%	6.28%
5Y (ann.)	6.65%	6.28%
10Y (ann.)	6.65%	6.28%
All-time (ann.)	6.65%	6.28%
Best Day	65.24%	6.19%
Worst Day	-37.87%	-27.85%
Best Month	44.02%	15.05%
Worst Month	-40.91%	-26.95%
Best Year	12.76%	12.25%
Worst Year	-4.05%	-2.79%
Avg. Drawdown	-7.06%	-4.54%
Avg. Drawdown Days	70	69
Recovery Factor	0.38	0.58
Ulcer Index	0.21	0.19
Serenity Index	0.07	0.03
Avg. Up Month	5.47%	5.64%
Avg. Down Month	-4.57%	-4.13%
Win Days	49.76%	55.5%
Win Month	57.14%	60.0%
Win Quarter	61.54%	69.23%
Win Year	75.0%	75.0%
Beta	-0.2	-
Alpha	0.28	-
Correlation	-8.09%	-
Treynor Ratio	-64.93%	-