AKAI[Strategy] vs RUB Inflation[Benchmark]

16 Oct, 2024 - 13 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	0.01%	14.97%
CAGR﹪	0.0%	7.26%
Sharpe	0.09	17.83
Prob. Sharpe Ratio	55.05%	-
Smart Sharpe	0.08	16.93
Sortino	0.13	108.84
Smart Sortino	0.12	103.37
Sortino/√2	0.09	76.96
Smart Sortino/√2	0.09	73.1
Omega	1.02	1.02
Max Drawdown	-23.92%	-0.4%
Longest DD Days	602	63
Volatility (ann.)	17.62%	0.38%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	0.0	18.14
Skew	0.49	0.83
Kurtosis	2.47	0.76
Expected Daily	0.0%	0.03%
Expected Monthly	0.0%	0.56%
Expected Yearly	0.0%	4.76%
Kelly Criterion	-1.54%	88.47%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.82%	-0.01%
Expected Shortfall (cVaR)	-1.82%	-0.01%
Max Consecutive Wins	8	231
Max Consecutive Losses	8	25
Gain/Pain Ratio	0.02	29.02
Gain/Pain (1M)	0.09	29.02
Payoff Ratio	1.02	3.22
Profit Factor	1.02	30.02
Common Sense Ratio	1.11	634.31
CPC Index	0.5	88.13
Tail Ratio	1.09	21.13
Outlier Win Ratio	1.89	51.56
Outlier Loss Ratio	1.67	129.8
MTD	4.48%	0.17%
3M	9.52%	0.79%
6M	-2.77%	2.12%
YTD	-7.3%	5.22%
1Y	-0.65%	6.34%
3Y (ann.)	0.0%	7.26%
5Y (ann.)	0.0%	7.26%
10Y (ann.)	0.0%	7.26%
All-time (ann.)	0.0%	7.26%
Best Day	6.39%	0.09%
Worst Day	-3.34%	-0.02%
Best Month	9.34%	1.62%
Worst Month	-5.9%	-0.4%
Best Year	5.74%	5.6%
Worst Year	-7.3%	3.48%
Avg. Drawdown	-4.92%	-0.24%
Avg. Drawdown Days	78	50
Recovery Factor	0.0	37.43
Ulcer Index	0.1	0.0
Serenity Index	0.0	38.68
Avg. Up Month	2.67%	0.76%
Avg. Down Month	-0.41%	-0.08%
Win Days	48.73%	91.2%
Win Month	52.0%	92.0%
Win Quarter	44.44%	100.0%
Win Year	66.67%	100.0%
Beta	0.48	-
Alpha	-0.02	-
Correlation	1.02%	-
Treynor Ratio	0.02%	-