AKCN[Strategy] vs RUB Inflation[Benchmark]

10 Sep, 2025 - 7 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	-19.68%	7.01%
CAGR﹪	-21.47%	7.76%
Sharpe	-0.8	21.91
Prob. Sharpe Ratio	20.26%	-
Smart Sharpe	-0.75	20.56
Sortino	-1.13	-
Smart Sortino	-1.06	-
Sortino/√2	-0.8	-
Smart Sortino/√2	-0.75	-
Omega	0.86	0.86
Max Drawdown	-38.7%	-
Longest DD Days	-	-
Volatility (ann.)	21.27%	0.27%
R^2	0.0	0.0
Information Ratio	-0.07	-0.07
Calmar	-0.55	-
Skew	0.7	1.62
Kurtosis	10.78	2.86
Expected Daily	-0.08%	0.02%
Expected Monthly	-1.81%	0.57%
Expected Yearly	-10.38%	3.45%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.27%	-0.0%
Expected Shortfall (cVaR)	-2.27%	-0.0%
Max Consecutive Wins	7	287
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.14	-
Gain/Pain (1M)	-0.48	-
Payoff Ratio	-	-
Profit Factor	0.86	-
Common Sense Ratio	0.69	-
CPC Index	-	-
Tail Ratio	0.81	15.67
Outlier Win Ratio	2.14	70.93
Outlier Loss Ratio	1.64	-
MTD	3.31%	0.15%
3M	-7.09%	2.14%
6M	-19.28%	3.53%
YTD	-17.14%	5.36%
1Y	-19.68%	7.01%
3Y (ann.)	-21.47%	7.76%
5Y (ann.)	-21.47%	7.76%
10Y (ann.)	-21.47%	7.76%
All-time (ann.)	-21.47%	7.76%
Best Day	8.01%	0.07%
Worst Day	-6.86%	0.0%
Best Month	5.83%	1.62%
Worst Month	-9.31%	0.14%
Best Year	-3.07%	5.36%
Worst Year	-17.14%	1.57%
Avg. Drawdown	-18.08%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.51	-
Ulcer Index	0.14	0.0
Serenity Index	-0.07	-
Avg. Up Month	4.06%	0.7%
Avg. Down Month	-	-
Win Days	48.16%	100.0%
Win Month	41.67%	100.0%
Win Quarter	40.0%	100.0%
Win Year	0.0%	100.0%
Beta	3.63	-
Alpha	-0.38	-
Correlation	4.62%	-
Treynor Ratio	-5.42%	-