AKCN[Strategy] vs RUB Inflation[Benchmark]

10 Sep, 2025 - 13 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	-30.66%	6.25%
CAGR﹪	-35.39%	7.5%
Sharpe	-1.96	20.61
Prob. Sharpe Ratio	1.76%	-
Smart Sharpe	-1.93	20.35
Sortino	-2.38	-
Smart Sortino	-2.35	-
Sortino/√2	-1.68	-
Smart Sortino/√2	-1.66	-
Omega	0.7	0.7
Max Drawdown	-31.53%	-
Longest DD Days	-	-
Volatility (ann.)	17.02%	0.28%
R^2	0.0	0.0
Information Ratio	-0.14	-0.14
Calmar	-1.12	-
Skew	-0.94	1.69
Kurtosis	7.03	2.82
Expected Daily	-0.14%	0.02%
Expected Monthly	-3.27%	0.55%
Expected Yearly	-16.73%	3.08%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.9%	-0.01%
Expected Shortfall (cVaR)	-1.9%	-0.01%
Max Consecutive Wins	7	264
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.3	-
Gain/Pain (1M)	-0.72	-
Payoff Ratio	-	-
Profit Factor	0.7	-
Common Sense Ratio	0.52	-
CPC Index	-	-
Tail Ratio	0.74	15.67
Outlier Win Ratio	1.67	46.08
Outlier Loss Ratio	1.62	-
MTD	-7.76%	0.4%
3M	-25.9%	1.53%
6M	-27.06%	4.23%
YTD	-28.47%	4.61%
1Y	-30.66%	6.25%
3Y (ann.)	-35.39%	7.5%
5Y (ann.)	-35.39%	7.5%
10Y (ann.)	-35.39%	7.5%
All-time (ann.)	-35.39%	7.5%
Best Day	4.69%	0.07%
Worst Day	-6.86%	0.0%
Best Month	5.83%	1.62%
Worst Month	-9.31%	0.14%
Best Year	-3.07%	4.61%
Worst Year	-28.47%	1.57%
Avg. Drawdown	-15.69%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.97	-
Ulcer Index	0.12	0.0
Serenity Index	-0.12	-
Avg. Up Month	4.53%	0.79%
Avg. Down Month	-	-
Win Days	46.83%	100.0%
Win Month	27.27%	100.0%
Win Quarter	20.0%	100.0%
Win Year	0.0%	100.0%
Beta	2.0	-
Alpha	-0.45	-
Correlation	3.29%	-
Treynor Ratio	-15.33%	-