AKBC[Strategy] vs RUB Inflation[Benchmark]

7 Apr, 2025 - 8 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	9.59%	3.12%
CAGR﹪	11.51%	3.72%
Sharpe	0.58	18.68
Prob. Sharpe Ratio	71.23%	100.0%
Smart Sharpe	0.54	17.61
Sortino	0.88	36.35
Smart Sortino	0.83	34.27
Sortino/√2	0.62	25.71
Smart Sortino/√2	0.59	24.23
Omega	1.1	1.1
Max Drawdown	-17.05%	-0.4%
Longest DD Days	174	66
Volatility (ann.)	20.76%	0.18%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	0.67	9.29
Skew	0.5	-2.02
Kurtosis	2.34	3.62
Expected Daily	0.04%	0.01%
Expected Monthly	0.84%	0.28%
Expected Yearly	4.69%	1.55%
Kelly Criterion	12.77%	80.06%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.1%	-0.01%
Expected Shortfall (cVaR)	-2.1%	-0.01%
Max Consecutive Wins	7	127
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.1	7.66
Gain/Pain (1M)	0.64	7.66
Payoff Ratio	1.25	0.82
Profit Factor	1.1	8.66
Common Sense Ratio	1.41	11.22
CPC Index	0.71	6.45
Tail Ratio	1.28	1.3
Outlier Win Ratio	1.65	93.67
Outlier Loss Ratio	1.58	83.92
MTD	-2.13%	0.08%
3M	8.59%	0.98%
6M	-1.56%	1.6%
YTD	0.3%	0.32%
1Y	9.59%	3.12%
3Y (ann.)	11.51%	3.72%
5Y (ann.)	11.51%	3.72%
10Y (ann.)	11.51%	3.72%
All-time (ann.)	11.51%	3.72%
Best Day	6.5%	0.02%
Worst Day	-3.68%	-0.02%
Best Month	7.43%	0.57%
Worst Month	-6.78%	-0.4%
Best Year	9.27%	2.79%
Worst Year	0.3%	0.32%
Avg. Drawdown	-4.19%	-0.4%
Avg. Drawdown Days	36	66
Recovery Factor	0.56	7.79
Ulcer Index	0.08	0.0
Serenity Index	0.12	1.7
Avg. Up Month	4.3%	0.31%
Avg. Down Month	-	-
Win Days	51.6%	91.03%
Win Month	54.55%	90.91%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	-7.06	-
Alpha	0.35	-
Correlation	-6.0%	-
Treynor Ratio	-1.36%	-