AKCN[Strategy] vs RUB Inflation[Benchmark]

10 Sep, 2025 - 15 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	99.0%
Cumulative Return	-2.57%	1.47%
CAGR﹪	-9.43%	5.71%
Sharpe	-0.35	102.63
Prob. Sharpe Ratio	42.49%	99.98%
Smart Sharpe	-0.34	100.38
Sortino	-0.47	-
Smart Sortino	-0.46	-
Sortino/√2	-0.33	-
Smart Sortino/√2	-0.33	-
Omega	0.94	0.94
Max Drawdown	-14.24%	-
Longest DD Days	-	-
Volatility (ann.)	19.35%	0.05%
R^2	0.03	0.03
Information Ratio	-0.04	-0.04
Calmar	-0.66	-
Skew	0.13	-3.35
Kurtosis	2.27	22.27
Expected Daily	-0.03%	0.02%
Expected Monthly	-0.65%	0.37%
Expected Yearly	-2.57%	1.47%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.03%	-0.01%
Expected Shortfall (cVaR)	-2.03%	-0.01%
Max Consecutive Wins	6	76
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.06	-
Gain/Pain (1M)	-0.16	-
Payoff Ratio	-	-
Profit Factor	0.94	-
Common Sense Ratio	0.63	-
CPC Index	-	-
Tail Ratio	0.67	1.3
Outlier Win Ratio	1.61	64.57
Outlier Loss Ratio	1.24	-
MTD	6.37%	0.23%
3M	0.2%	1.43%
6M	-2.57%	1.47%
YTD	-2.57%	1.47%
1Y	-2.57%	1.47%
3Y (ann.)	-9.43%	5.71%
5Y (ann.)	-9.43%	5.71%
10Y (ann.)	-9.43%	5.71%
All-time (ann.)	-9.43%	5.71%
Best Day	4.69%	0.02%
Worst Day	-3.02%	0.0%
Best Month	6.37%	0.5%
Worst Month	-6.53%	0.23%
Best Year	-2.57%	1.47%
Worst Year	-2.57%	1.47%
Avg. Drawdown	-14.24%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.18	-
Ulcer Index	0.09	0.0
Serenity Index	-0.03	-
Avg. Up Month	5.38%	0.32%
Avg. Down Month	-	-
Win Days	56.76%	100.0%
Win Month	50.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	-68.67	-
Alpha	3.22	-
Correlation	-16.54%	-
Treynor Ratio	0.04%	-