AKUP[Strategy] vs INav[Benchmark]

14 Feb, 2024 - 12 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	93.0%	100.0%
Cumulative Return	31.39%	32.26%
CAGR﹪	14.07%	14.43%
Sharpe	0.54	0.66
Prob. Sharpe Ratio	46.3%	59.43%
Smart Sharpe	0.48	0.59
Sortino	0.79	0.99
Smart Sortino	0.71	0.89
Sortino/√2	0.56	0.7
Smart Sortino/√2	0.5	0.63
Omega	1.11	1.11
Max Drawdown	-11.82%	-11.23%
Longest DD Days	235	224
Volatility (ann.)	13.38%	11.01%
R^2	0.6	0.6
Information Ratio	-0.0	-0.0
Calmar	1.19	1.29
Skew	0.05	0.43
Kurtosis	19.25	3.12
Expected Daily	0.05%	0.05%
Expected Monthly	1.06%	1.08%
Expected Yearly	9.53%	9.77%
Kelly Criterion	4.88%	11.56%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.33%	-1.09%
Expected Shortfall (cVaR)	-1.33%	-1.09%
Max Consecutive Wins	8	10
Max Consecutive Losses	6	6
Gain/Pain Ratio	0.22	0.25
Gain/Pain (1M)	1.87	1.76
Payoff Ratio	0.95	0.97
Profit Factor	1.22	1.25
Common Sense Ratio	1.28	1.3
CPC Index	0.62	0.69
Tail Ratio	1.05	1.04
Outlier Win Ratio	3.68	4.01
Outlier Loss Ratio	2.96	3.35
MTD	-0.81%	-0.95%
3M	6.12%	5.69%
6M	6.96%	6.51%
YTD	3.52%	3.38%
1Y	14.19%	13.69%
3Y (ann.)	14.07%	14.43%
5Y (ann.)	14.07%	14.43%
10Y (ann.)	14.07%	14.43%
All-time (ann.)	14.07%	14.43%
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	19.16%	18.24%
Worst Year	3.52%	3.38%
Avg. Drawdown	-1.5%	-1.49%
Avg. Drawdown Days	19	20
Recovery Factor	2.66	2.87
Ulcer Index	0.04	0.04
Serenity Index	0.67	0.68
Avg. Up Month	3.2%	3.14%
Avg. Down Month	-1.59%	-1.69%
Win Days	53.61%	56.35%
Win Month	53.85%	61.54%
Win Quarter	77.78%	88.89%
Win Year	100.0%	100.0%
Beta	0.94	-
Alpha	0.01	-
Correlation	77.23%	-
Treynor Ratio	25.98%	-