AKBC RUB[Strategy] vs CASH RUB[Benchmark]

7 Apr, 2025 - 8 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	96.0%
Cumulative Return	5.26%	1.91%
CAGR﹪	82.81%	25.0%
Sharpe	1.87	15.62
Prob. Sharpe Ratio	61.62%	-
Smart Sharpe	1.53	12.75
Sortino	3.06	157.66
Smart Sortino	2.5	128.67
Sortino/√2	2.16	111.48
Smart Sortino/√2	1.76	90.98
Omega	1.33	1.33
Max Drawdown	-8.13%	-
Longest DD Days	-	-
Volatility (ann.)	28.49%	0.9%
R^2	0.0	0.0
Information Ratio	0.09	0.09
Calmar	10.19	-
Skew	-0.02	1.24
Kurtosis	-1.01	0.62
Expected Daily	0.22%	0.08%
Expected Monthly	2.6%	0.95%
Expected Yearly	5.26%	1.91%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.71%	-0.01%
Expected Shortfall (cVaR)	-2.71%	-0.01%
Max Consecutive Wins	3	22
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.39	-
Gain/Pain (1M)	2.85	-
Payoff Ratio	-	-
Profit Factor	1.39	-
Common Sense Ratio	1.64	-
CPC Index	-	-
Tail Ratio	1.19	4.13
Outlier Win Ratio	0.91	19.68
Outlier Loss Ratio	1.24	-
MTD	-2.02%	0.56%
3M	5.26%	1.91%
6M	5.26%	1.91%
YTD	5.26%	1.91%
1Y	5.26%	1.91%
3Y (ann.)	82.81%	25.0%
5Y (ann.)	82.81%	25.0%
10Y (ann.)	82.81%	25.0%
All-time (ann.)	82.81%	25.0%
Best Day	3.11%	0.23%
Worst Day	-3.13%	0.0%
Best Month	7.43%	1.35%
Worst Month	-2.02%	0.56%
Best Year	5.26%	1.91%
Worst Year	5.26%	1.91%
Avg. Drawdown	-2.27%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.65	-
Ulcer Index	0.03	0.0
Serenity Index	-0.16	-
Avg. Up Month	7.43%	1.35%
Avg. Down Month	-	-
Win Days	45.45%	100.0%
Win Month	50.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.2	-
Alpha	0.35	-
Correlation	3.77%	-
Treynor Ratio	-1.46%	-