AKCN[Strategy] vs RUB Inflation[Benchmark]

10 Sep, 2025 - 30 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	98.0%
Cumulative Return	-11.47%	0.86%
CAGR﹪	-58.92%	6.48%
Sharpe	-3.21	96.59
Prob. Sharpe Ratio	12.23%	97.11%
Smart Sharpe	-3.15	94.79
Sortino	-4.12	-
Smart Sortino	-4.04	-
Sortino/√2	-2.91	-
Smart Sortino/√2	-2.86	-
Omega	0.58	0.58
Max Drawdown	-14.24%	-
Longest DD Days	-	-
Volatility (ann.)	23.66%	0.06%
R^2	0.0	0.0
Information Ratio	-0.22	-0.22
Calmar	-4.14	-
Skew	0.67	-6.24
Kurtosis	2.05	39.0
Expected Daily	-0.31%	0.02%
Expected Monthly	-5.91%	0.43%
Expected Yearly	-11.47%	0.86%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.75%	-0.02%
Expected Shortfall (cVaR)	-2.75%	-0.02%
Max Consecutive Wins	4	38
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.42	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.58	-
Common Sense Ratio	0.33	-
CPC Index	-	-
Tail Ratio	0.56	1.0
Outlier Win Ratio	1.98	81.24
Outlier Loss Ratio	1.09	-
MTD	-5.69%	0.54%
3M	-11.47%	0.86%
6M	-11.47%	0.86%
YTD	-11.47%	0.86%
1Y	-11.47%	0.86%
3Y (ann.)	-58.92%	6.48%
5Y (ann.)	-58.92%	6.48%
10Y (ann.)	-58.92%	6.48%
All-time (ann.)	-58.92%	6.48%
Best Day	4.69%	0.02%
Worst Day	-3.02%	0.0%
Best Month	-5.69%	0.54%
Worst Month	-6.13%	0.32%
Best Year	-11.47%	0.86%
Worst Year	-11.47%	0.86%
Avg. Drawdown	-14.24%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.81	-
Ulcer Index	0.09	0.0
Serenity Index	-0.13	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	41.67%	100.0%
Win Month	0.0%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	-13.66	-
Alpha	0.0	-
Correlation	-3.32%	-
Treynor Ratio	0.84%	-