AKUP[Strategy] vs INav[Benchmark]

14 Feb, 2024 - 22 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	93.0%	99.0%
Cumulative Return	24.3%	25.15%
CAGR﹪	10.06%	10.39%
Sharpe	0.28	0.34
Prob. Sharpe Ratio	31.46%	41.03%
Smart Sharpe	0.25	0.31
Sortino	0.4	0.5
Smart Sortino	0.36	0.45
Sortino/√2	0.28	0.35
Smart Sortino/√2	0.26	0.32
Omega	1.05	1.05
Max Drawdown	-11.82%	-11.23%
Longest DD Days	235	224
Volatility (ann.)	13.16%	10.82%
R^2	0.6	0.6
Information Ratio	-0.0	-0.0
Calmar	0.85	0.93
Skew	0.08	0.44
Kurtosis	18.79	3.11
Expected Daily	0.04%	0.04%
Expected Monthly	0.78%	0.8%
Expected Yearly	7.52%	7.76%
Kelly Criterion	3.09%	8.22%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.32%	-1.08%
Expected Shortfall (cVaR)	-1.32%	-1.08%
Max Consecutive Wins	8	10
Max Consecutive Losses	6	6
Gain/Pain Ratio	0.16	0.18
Gain/Pain (1M)	1.1	1.07
Payoff Ratio	0.94	0.97
Profit Factor	1.16	1.18
Common Sense Ratio	1.21	1.15
CPC Index	0.58	0.63
Tail Ratio	1.04	0.97
Outlier Win Ratio	3.66	3.98
Outlier Loss Ratio	2.85	3.32
MTD	0.47%	0.16%
3M	-5.96%	-5.93%
6M	3.06%	2.79%
YTD	-2.07%	-2.18%
1Y	12.39%	12.02%
3Y (ann.)	10.06%	10.39%
5Y (ann.)	10.06%	10.39%
10Y (ann.)	10.06%	10.39%
All-time (ann.)	10.06%	10.39%
Best Day	7.02%	4.2%
Worst Day	-7.18%	-2.27%
Best Month	6.82%	6.96%
Worst Month	-4.28%	-3.71%
Best Year	19.16%	18.24%
Worst Year	-2.07%	-2.18%
Avg. Drawdown	-1.68%	-1.66%
Avg. Drawdown Days	21	22
Recovery Factor	2.06	2.24
Ulcer Index	0.04	0.04
Serenity Index	0.45	0.46
Avg. Up Month	3.02%	2.94%
Avg. Down Month	-1.98%	-2.05%
Win Days	53.01%	54.75%
Win Month	53.57%	60.71%
Win Quarter	70.0%	80.0%
Win Year	66.67%	66.67%
Beta	0.95	-
Alpha	0.01	-
Correlation	77.73%	-
Treynor Ratio	18.29%	-