AKAI[Strategy] vs RUB Inflation[Benchmark]

16 Oct, 2024 - 30 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	2.17%	7.21%
CAGR﹪	3.53%	11.9%
Sharpe	0.26	33.98
Prob. Sharpe Ratio	58.44%	-
Smart Sharpe	0.26	33.14
Sortino	0.42	-
Smart Sortino	0.41	-
Sortino/√2	0.29	-
Smart Sortino/√2	0.29	-
Omega	1.05	1.05
Max Drawdown	-14.0%	-
Longest DD Days	-	-
Volatility (ann.)	20.21%	0.32%
R^2	0.01	0.01
Information Ratio	-0.02	-0.02
Calmar	0.25	-
Skew	0.96	-0.11
Kurtosis	3.43	-1.62
Expected Daily	0.01%	0.04%
Expected Monthly	0.27%	0.87%
Expected Yearly	1.08%	3.54%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.07%	-0.01%
Expected Shortfall (cVaR)	-2.07%	-0.01%
Max Consecutive Wins	6	163
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.05	-
Gain/Pain (1M)	0.28	-
Payoff Ratio	-	-
Profit Factor	1.05	-
Common Sense Ratio	1.11	-
CPC Index	-	-
Tail Ratio	1.06	3.73
Outlier Win Ratio	1.84	42.38
Outlier Loss Ratio	1.4	-
MTD	-0.78%	0.47%
3M	-8.44%	1.57%
6M	5.64%	4.98%
YTD	-3.38%	3.61%
1Y	2.17%	7.21%
3Y (ann.)	3.53%	11.9%
5Y (ann.)	3.53%	11.9%
10Y (ann.)	3.53%	11.9%
All-time (ann.)	3.53%	11.9%
Best Day	6.39%	0.07%
Worst Day	-2.76%	0.0%
Best Month	9.34%	1.43%
Worst Month	-4.54%	0.4%
Best Year	5.74%	3.61%
Worst Year	-3.38%	3.48%
Avg. Drawdown	-3.82%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.16	-
Ulcer Index	0.06	0.0
Serenity Index	0.04	-
Avg. Up Month	3.87%	1.2%
Avg. Down Month	-	-
Win Days	46.2%	100.0%
Win Month	50.0%	100.0%
Win Quarter	66.67%	100.0%
Win Year	50.0%	100.0%
Beta	4.81	-
Alpha	-0.46	-
Correlation	7.5%	-
Treynor Ratio	0.45%	-