AKQU[Strategy] vs INav[Benchmark]

19 Dec, 2022 - 20 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	94.0%	100.0%
Cumulative Return	22.92%	20.92%
CAGR﹪	6.91%	6.34%
Sharpe	0.29	0.14
Prob. Sharpe Ratio	9.65%	13.54%
Smart Sharpe	0.2	0.09
Sortino	0.53	0.16
Smart Sortino	0.36	0.11
Sortino/√2	0.37	0.12
Smart Sortino/√2	0.25	0.08
Omega	1.09	1.09
Max Drawdown	-52.3%	-32.51%
Longest DD Days	897	890
Volatility (ann.)	62.64%	25.65%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.13	0.19
Skew	6.5	-6.96
Kurtosis	130.23	123.38
Expected Daily	0.03%	0.03%
Expected Monthly	0.54%	0.5%
Expected Yearly	4.21%	3.87%
Kelly Criterion	-9.37%	9.97%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-6.39%	-2.62%
Expected Shortfall (cVaR)	-6.39%	-2.62%
Max Consecutive Wins	10	10
Max Consecutive Losses	7	9
Gain/Pain Ratio	0.13	0.09
Gain/Pain (1M)	0.9	0.36
Payoff Ratio	0.84	0.99
Profit Factor	1.13	1.09
Common Sense Ratio	1.08	1.13
CPC Index	0.48	0.6
Tail Ratio	0.95	1.04
Outlier Win Ratio	3.51	6.39
Outlier Loss Ratio	3.2	5.13
MTD	1.65%	1.34%
3M	2.45%	1.76%
6M	-2.38%	-1.67%
YTD	1.65%	1.34%
1Y	-4.3%	-3.63%
3Y (ann.)	1.66%	1.21%
5Y (ann.)	6.91%	6.34%
10Y (ann.)	6.91%	6.34%
All-time (ann.)	6.91%	6.34%
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	-3.29%	-2.38%
Avg. Drawdown	-7.06%	-4.54%
Avg. Drawdown Days	76	75
Recovery Factor	0.44	0.64
Ulcer Index	0.21	0.2
Serenity Index	0.08	0.03
Avg. Up Month	5.27%	5.4%
Avg. Down Month	-4.54%	-4.16%
Win Days	50.15%	55.23%
Win Month	57.89%	60.53%
Win Quarter	64.29%	71.43%
Win Year	80.0%	80.0%
Beta	-0.17	-
Alpha	0.27	-
Correlation	-6.81%	-
Treynor Ratio	-95.67%	-