AKUP[Strategy] vs INav[Benchmark]

14 Feb, 2024 - 29 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	93.0%	99.0%
Cumulative Return	20.41%	22.45%
CAGR﹪	12.82%	14.06%
Sharpe	0.43	0.59
Prob. Sharpe Ratio	39.67%	53.4%
Smart Sharpe	0.38	0.53
Sortino	0.63	0.9
Smart Sortino	0.56	0.8
Sortino/√2	0.45	0.64
Smart Sortino/√2	0.4	0.57
Omega	1.09	1.09
Max Drawdown	-11.82%	-11.23%
Longest DD Days	235	224
Volatility (ann.)	14.37%	11.59%
R^2	0.57	0.57
Information Ratio	-0.0	-0.0
Calmar	1.08	1.25
Skew	0.11	0.52
Kurtosis	19.06	3.2
Expected Daily	0.05%	0.05%
Expected Monthly	0.98%	1.07%
Expected Yearly	9.73%	10.66%
Kelly Criterion	1.36%	11.96%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.44%	-1.15%
Expected Shortfall (cVaR)	-1.44%	-1.15%
Max Consecutive Wins	8	10
Max Consecutive Losses	6	6
Gain/Pain Ratio	0.19	0.23
Gain/Pain (1M)	1.5	1.59
Payoff Ratio	0.97	0.99
Profit Factor	1.19	1.23
Common Sense Ratio	1.31	1.34
CPC Index	0.59	0.68
Tail Ratio	1.1	1.09
Outlier Win Ratio	3.43	3.96
Outlier Loss Ratio	2.92	3.25
MTD	3.25%	3.39%
3M	8.49%	9.02%
6M	5.54%	6.1%
YTD	13.05%	13.16%
1Y	23.16%	24.28%
3Y (ann.)	12.82%	14.06%
5Y (ann.)	12.82%	14.06%
10Y (ann.)	12.82%	14.06%
All-time (ann.)	12.82%	14.06%
Best Day	7.02%	4.2%
Worst Day	-7.18%	-2.27%
Best Month	6.82%	6.96%
Worst Month	-4.28%	-3.66%
Best Year	13.05%	13.16%
Worst Year	6.51%	8.21%
Avg. Drawdown	-1.44%	-1.61%
Avg. Drawdown Days	18	22
Recovery Factor	1.73	2.0
Ulcer Index	0.05	0.04
Serenity Index	0.32	0.36
Avg. Up Month	3.05%	3.1%
Avg. Down Month	-1.97%	-1.95%
Win Days	51.37%	56.19%
Win Month	57.89%	63.16%
Win Quarter	71.43%	85.71%
Win Year	100.0%	100.0%
Beta	0.94	-
Alpha	0.0	-
Correlation	75.8%	-
Treynor Ratio	14.26%	-