AKCN[Strategy] vs RUB Inflation[Benchmark]

10 Sep, 2025 - 17 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	-2.08%	4.42%
CAGR﹪	-3.99%	8.76%
Sharpe	-0.15	22.92
Prob. Sharpe Ratio	45.39%	-
Smart Sharpe	-0.15	22.89
Sortino	-0.2	-
Smart Sortino	-0.2	-
Sortino/√2	-0.14	-
Smart Sortino/√2	-0.14	-
Omega	0.97	0.97
Max Drawdown	-14.24%	-
Longest DD Days	-	-
Volatility (ann.)	15.3%	0.31%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	-0.28	-
Skew	-0.02	1.62
Kurtosis	3.87	1.37
Expected Daily	-0.01%	0.03%
Expected Monthly	-0.3%	0.62%
Expected Yearly	-1.04%	2.19%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.59%	-0.0%
Expected Shortfall (cVaR)	-1.59%	-0.0%
Max Consecutive Wins	7	153
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.03	-
Gain/Pain (1M)	-0.09	-
Payoff Ratio	-	-
Profit Factor	0.97	-
Common Sense Ratio	0.69	-
CPC Index	-	-
Tail Ratio	0.71	6.4
Outlier Win Ratio	1.44	30.43
Outlier Loss Ratio	1.63	-
MTD	-1.0%	0.44%
3M	0.2%	2.97%
6M	1.12%	4.33%
YTD	1.02%	2.81%
1Y	-2.08%	4.42%
3Y (ann.)	-3.99%	8.76%
5Y (ann.)	-3.99%	8.76%
10Y (ann.)	-3.99%	8.76%
All-time (ann.)	-3.99%	8.76%
Best Day	4.69%	0.07%
Worst Day	-3.02%	0.0%
Best Month	5.83%	1.62%
Worst Month	-6.53%	0.32%
Best Year	1.02%	2.81%
Worst Year	-3.07%	1.57%
Avg. Drawdown	-6.65%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.15	-
Ulcer Index	0.07	0.0
Serenity Index	-0.03	-
Avg. Up Month	4.53%	0.79%
Avg. Down Month	-	-
Win Days	56.08%	100.0%
Win Month	42.86%	100.0%
Win Quarter	66.67%	100.0%
Win Year	50.0%	100.0%
Beta	1.61	-
Alpha	-0.14	-
Correlation	3.26%	-
Treynor Ratio	-1.29%	-