AKUP[Strategy] vs INav[Benchmark]

14 Feb, 2024 - 13 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	93.0%	99.0%
Cumulative Return	12.44%	13.6%
CAGR﹪	4.98%	5.43%
Sharpe	-0.08	-0.08
Prob. Sharpe Ratio	14.59%	18.12%
Smart Sharpe	-0.07	-0.07
Sortino	-0.11	-0.11
Smart Sortino	-0.1	-0.1
Sortino/√2	-0.08	-0.08
Smart Sortino/√2	-0.07	-0.07
Omega	0.99	0.99
Max Drawdown	-15.68%	-15.52%
Longest DD Days	235	224
Volatility (ann.)	13.22%	11.15%
R^2	0.62	0.62
Information Ratio	-0.0	-0.0
Calmar	0.32	0.35
Skew	0.05	0.27
Kurtosis	17.41	2.86
Expected Daily	0.02%	0.02%
Expected Monthly	0.39%	0.43%
Expected Yearly	3.99%	4.34%
Kelly Criterion	-0.23%	4.4%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.35%	-1.13%
Expected Shortfall (cVaR)	-1.35%	-1.13%
Max Consecutive Wins	8	10
Max Consecutive Losses	6	6
Gain/Pain Ratio	0.08	0.1
Gain/Pain (1M)	0.45	0.45
Payoff Ratio	0.92	0.94
Profit Factor	1.08	1.1
Common Sense Ratio	1.09	1.04
CPC Index	0.52	0.55
Tail Ratio	1.0	0.95
Outlier Win Ratio	3.6	3.87
Outlier Loss Ratio	3.02	3.44
MTD	-3.18%	-3.28%
3M	-11.0%	-10.64%
6M	-11.27%	-10.94%
YTD	-11.41%	-11.21%
1Y	-0.77%	-0.62%
3Y (ann.)	4.98%	5.43%
5Y (ann.)	4.98%	5.43%
10Y (ann.)	4.98%	5.43%
All-time (ann.)	4.98%	5.43%
Best Day	7.02%	4.2%
Worst Day	-7.18%	-2.45%
Best Month	6.82%	6.96%
Worst Month	-5.38%	-5.36%
Best Year	19.16%	18.24%
Worst Year	-11.41%	-11.21%
Avg. Drawdown	-1.92%	-1.92%
Avg. Drawdown Days	23	24
Recovery Factor	0.79	0.88
Ulcer Index	0.05	0.05
Serenity Index	0.1	0.12
Avg. Up Month	3.2%	3.14%
Avg. Down Month	-2.22%	-2.27%
Win Days	52.03%	53.65%
Win Month	46.67%	53.33%
Win Quarter	63.64%	72.73%
Win Year	66.67%	66.67%
Beta	0.93	-
Alpha	0.0	-
Correlation	78.53%	-
Treynor Ratio	5.84%	-