AKQU[Strategy] vs INav[Benchmark]

19 Dec, 2022 - 4 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	94.0%	100.0%
Cumulative Return	18.48%	16.19%
CAGR﹪	5.89%	5.2%
Sharpe	0.28	0.09
Prob. Sharpe Ratio	9.79%	12.24%
Smart Sharpe	0.19	0.06
Sortino	0.51	0.11
Smart Sortino	0.34	0.08
Sortino/√2	0.36	0.08
Smart Sortino/√2	0.24	0.05
Omega	1.09	1.09
Max Drawdown	-52.3%	-32.51%
Longest DD Days	850	843
Volatility (ann.)	63.9%	26.08%
R^2	0.01	0.01
Information Ratio	0.01	0.01
Calmar	0.11	0.16
Skew	6.38	-6.89
Kurtosis	125.18	120.04
Expected Daily	0.02%	0.02%
Expected Monthly	0.46%	0.41%
Expected Yearly	4.33%	3.82%
Kelly Criterion	-9.79%	9.64%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-6.52%	-2.67%
Expected Shortfall (cVaR)	-6.52%	-2.67%
Max Consecutive Wins	10	10
Max Consecutive Losses	7	9
Gain/Pain Ratio	0.13	0.08
Gain/Pain (1M)	0.85	0.31
Payoff Ratio	0.84	0.99
Profit Factor	1.13	1.08
Common Sense Ratio	1.05	1.09
CPC Index	0.47	0.59
Tail Ratio	0.93	1.01
Outlier Win Ratio	3.51	6.48
Outlier Loss Ratio	3.16	5.11
MTD	-0.06%	-0.3%
3M	-7.51%	-6.83%
6M	-2.2%	-2.73%
YTD	-5.25%	-4.95%
1Y	5.45%	4.85%
3Y (ann.)	3.73%	2.83%
5Y (ann.)	5.89%	5.2%
10Y (ann.)	5.89%	5.2%
All-time (ann.)	5.89%	5.2%
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	-5.25%	-4.95%
Avg. Drawdown	-7.06%	-4.54%
Avg. Drawdown Days	73	72
Recovery Factor	0.35	0.5
Ulcer Index	0.21	0.2
Serenity Index	0.06	0.02
Avg. Up Month	5.65%	5.79%
Avg. Down Month	-4.22%	-3.88%
Win Days	49.92%	55.09%
Win Month	54.05%	56.76%
Win Quarter	61.54%	61.54%
Win Year	75.0%	75.0%
Beta	-0.17	-
Alpha	0.26	-
Correlation	-7.09%	-
Treynor Ratio	-66.07%	-