AKBC[Strategy] vs RUB Inflation[Benchmark]

7 Apr, 2025 - 31 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	10.89%	6.05%
CAGR﹪	11.12%	6.17%
Sharpe	0.58	16.82
Prob. Sharpe Ratio	72.96%	100.0%
Smart Sharpe	0.55	15.98
Sortino	0.88	63.69
Smart Sortino	0.83	60.51
Sortino/√2	0.62	45.04
Smart Sortino/√2	0.59	42.79
Omega	1.11	1.11
Max Drawdown	-17.05%	-0.4%
Longest DD Days	225	66
Volatility (ann.)	19.4%	0.31%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.65	15.42
Skew	0.52	1.03
Kurtosis	2.89	3.07
Expected Daily	0.04%	0.02%
Expected Monthly	0.87%	0.49%
Expected Yearly	5.31%	2.98%
Kelly Criterion	9.07%	86.8%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.97%	-0.01%
Expected Shortfall (cVaR)	-1.97%	-0.01%
Max Consecutive Wins	7	172
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.11	14.65
Gain/Pain (1M)	0.74	14.65
Payoff Ratio	1.14	1.33
Profit Factor	1.11	15.65
Common Sense Ratio	1.41	62.78
CPC Index	0.65	19.2
Tail Ratio	1.28	4.01
Outlier Win Ratio	1.75	61.03
Outlier Loss Ratio	1.7	82.92
MTD	-1.63%	0.79%
3M	1.49%	3.17%
6M	6.34%	4.47%
YTD	1.49%	3.17%
1Y	10.89%	6.05%
3Y (ann.)	11.12%	6.17%
5Y (ann.)	11.12%	6.17%
10Y (ann.)	11.12%	6.17%
All-time (ann.)	11.12%	6.17%
Best Day	6.5%	0.08%
Worst Day	-3.68%	-0.02%
Best Month	7.43%	1.62%
Worst Month	-6.78%	-0.4%
Best Year	9.27%	3.17%
Worst Year	1.49%	2.79%
Avg. Drawdown	-4.19%	-0.4%
Avg. Drawdown Days	42	66
Recovery Factor	0.64	15.11
Ulcer Index	0.07	0.0
Serenity Index	0.15	7.03
Avg. Up Month	3.7%	0.61%
Avg. Down Month	-	-
Win Days	51.54%	92.47%
Win Month	58.33%	91.67%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	-1.43	-
Alpha	0.19	-
Correlation	-2.31%	-
Treynor Ratio	-7.63%	-