AKBC[Strategy] vs RUB Inflation[Benchmark]

7 Apr, 2025 - 30 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	89.0%	99.0%
Cumulative Return	5.69%	1.23%
CAGR﹪	19.39%	4.0%
Sharpe	0.86	44.82
Prob. Sharpe Ratio	69.18%	-
Smart Sharpe	0.78	40.89
Sortino	1.33	-
Smart Sortino	1.21	-
Sortino/√2	0.94	-
Smart Sortino/√2	0.86	-
Omega	1.16	1.16
Max Drawdown	-10.48%	-
Longest DD Days	-	-
Volatility (ann.)	21.62%	0.08%
R^2	0.01	0.01
Information Ratio	0.04	0.04
Calmar	1.85	-
Skew	0.22	0.24
Kurtosis	0.0	-0.72
Expected Daily	0.06%	0.01%
Expected Monthly	1.39%	0.31%
Expected Yearly	5.69%	1.23%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.17%	-0.01%
Expected Shortfall (cVaR)	-2.17%	-0.01%
Max Consecutive Wins	5	85
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.16	-
Gain/Pain (1M)	2.02	-
Payoff Ratio	-	-
Profit Factor	1.16	-
Common Sense Ratio	1.46	-
CPC Index	-	-
Tail Ratio	1.26	2.22
Outlier Win Ratio	1.58	110.35
Outlier Loss Ratio	1.36	-
MTD	0.1%	0.22%
3M	-1.91%	0.87%
6M	5.69%	1.23%
YTD	5.69%	1.23%
1Y	5.69%	1.23%
3Y (ann.)	19.39%	4.0%
5Y (ann.)	19.39%	4.0%
10Y (ann.)	19.39%	4.0%
All-time (ann.)	19.39%	4.0%
Best Day	3.17%	0.02%
Worst Day	-3.13%	0.0%
Best Month	7.43%	0.43%
Worst Month	-3.33%	0.2%
Best Year	5.69%	1.23%
Worst Year	5.69%	1.23%
Avg. Drawdown	-2.67%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.54	-
Ulcer Index	0.06	0.0
Serenity Index	0.15	-
Avg. Up Month	3.07%	0.27%
Avg. Down Month	-	-
Win Days	48.68%	100.0%
Win Month	75.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	19.81	-
Alpha	-0.53	-
Correlation	7.34%	-
Treynor Ratio	0.29%	-