AKAI[Strategy] vs RUB Inflation[Benchmark]

16 Oct, 2024 - 4 Apr, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	2.47%	6.67%
CAGR﹪	5.38%	14.86%
Sharpe	0.36	70.07
Prob. Sharpe Ratio	59.97%	100.0%
Smart Sharpe	0.33	63.38
Sortino	0.59	-
Smart Sortino	0.54	-
Sortino/√2	0.42	-
Smart Sortino/√2	0.38	-
Omega	1.07	1.07
Max Drawdown	-10.1%	-
Longest DD Days	-	-
Volatility (ann.)	19.09%	0.19%
R^2	0.01	0.01
Information Ratio	-0.02	-0.02
Calmar	0.53	-
Skew	1.3	-0.9
Kurtosis	5.44	1.23
Expected Daily	0.02%	0.05%
Expected Monthly	0.35%	0.93%
Expected Yearly	1.23%	3.28%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.95%	-0.03%
Expected Shortfall (cVaR)	-1.95%	-0.03%
Max Consecutive Wins	6	119
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.07	-
Gain/Pain (1M)	0.27	-
Payoff Ratio	-	-
Profit Factor	1.07	-
Common Sense Ratio	1.18	-
CPC Index	-	-
Tail Ratio	1.11	1.68
Outlier Win Ratio	1.34	23.38
Outlier Loss Ratio	1.24	-
MTD	-3.36%	0.16%
3M	-1.01%	3.02%
6M	2.47%	6.67%
YTD	-3.1%	3.08%
1Y	2.47%	6.67%
3Y (ann.)	5.38%	14.86%
5Y (ann.)	5.38%	14.86%
10Y (ann.)	5.38%	14.86%
All-time (ann.)	5.38%	14.86%
Best Day	6.39%	0.07%
Worst Day	-2.11%	0.0%
Best Month	9.34%	1.43%
Worst Month	-4.54%	0.16%
Best Year	5.74%	3.48%
Worst Year	-3.1%	3.08%
Avg. Drawdown	-3.38%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.24	-
Ulcer Index	0.04	0.0
Serenity Index	0.12	-
Avg. Up Month	3.87%	1.2%
Avg. Down Month	-	-
Win Days	46.61%	100.0%
Win Month	57.14%	100.0%
Win Quarter	66.67%	100.0%
Win Year	50.0%	100.0%
Beta	8.9	-
Alpha	-1.14	-
Correlation	9.02%	-
Treynor Ratio	0.28%	-