AKUP[Strategy] vs INav[Benchmark]

14 Feb, 2024 - 4 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	94.0%	99.0%
Cumulative Return	21.19%	22.42%
CAGR﹪	11.23%	11.86%
Sharpe	0.34	0.43
Prob. Sharpe Ratio	35.03%	45.57%
Smart Sharpe	0.31	0.39
Sortino	0.5	0.65
Smart Sortino	0.45	0.59
Sortino/√2	0.35	0.46
Smart Sortino/√2	0.32	0.42
Omega	1.07	1.07
Max Drawdown	-11.82%	-11.23%
Longest DD Days	235	224
Volatility (ann.)	13.84%	11.33%
R^2	0.6	0.6
Information Ratio	-0.0	-0.0
Calmar	0.95	1.06
Skew	0.14	0.49
Kurtosis	18.94	3.1
Expected Daily	0.04%	0.04%
Expected Monthly	0.84%	0.88%
Expected Yearly	10.08%	10.64%
Kelly Criterion	2.17%	10.06%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.39%	-1.13%
Expected Shortfall (cVaR)	-1.39%	-1.13%
Max Consecutive Wins	8	10
Max Consecutive Losses	6	6
Gain/Pain Ratio	0.17	0.2
Gain/Pain (1M)	1.43	1.37
Payoff Ratio	1.0	1.0
Profit Factor	1.17	1.2
Common Sense Ratio	1.31	1.31
CPC Index	0.6	0.66
Tail Ratio	1.12	1.09
Outlier Win Ratio	3.55	3.99
Outlier Loss Ratio	2.94	3.26
MTD	1.22%	0.57%
3M	0.4%	-0.24%
6M	7.41%	7.29%
YTD	13.78%	13.14%
1Y	22.74%	22.23%
3Y (ann.)	11.23%	11.86%
5Y (ann.)	11.23%	11.86%
10Y (ann.)	11.23%	11.86%
All-time (ann.)	11.23%	11.86%
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	13.78%	13.14%
Worst Year	6.51%	8.21%
Avg. Drawdown	-1.56%	-1.77%
Avg. Drawdown Days	21	25
Recovery Factor	1.79	2.0
Ulcer Index	0.04	0.04
Serenity Index	0.36	0.38
Avg. Up Month	2.73%	2.8%
Avg. Down Month	-1.67%	-1.78%
Win Days	51.16%	54.92%
Win Month	56.52%	60.87%
Win Quarter	75.0%	87.5%
Win Year	100.0%	100.0%
Beta	0.94	-
Alpha	0.0	-
Correlation	77.2%	-
Treynor Ratio	15.04%	-