AKCN[Strategy] vs RUB Inflation[Benchmark]

10 Sep, 2025 - 2 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	-13.06%	5.33%
CAGR﹪	-19.61%	8.44%
Sharpe	-1.14	24.01
Prob. Sharpe Ratio	15.75%	-
Smart Sharpe	-1.14	23.91
Sortino	-1.48	-
Smart Sortino	-1.48	-
Sortino/√2	-1.05	-
Smart Sortino/√2	-1.04	-
Omega	0.82	0.82
Max Drawdown	-14.24%	-
Longest DD Days	-	-
Volatility (ann.)	14.67%	0.28%
R^2	0.0	0.0
Information Ratio	-0.1	-0.1
Calmar	-1.38	-
Skew	0.04	2.08
Kurtosis	3.58	3.18
Expected Daily	-0.07%	0.03%
Expected Monthly	-1.54%	0.58%
Expected Yearly	-6.76%	2.63%
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	197
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.18	-
Gain/Pain (1M)	-0.49	-
Payoff Ratio	-	-
Profit Factor	0.82	-
Common Sense Ratio	0.55	-
CPC Index	-	-
Tail Ratio	0.67	6.4
Outlier Win Ratio	1.44	31.34
Outlier Loss Ratio	1.67	-
MTD	0.34%	0.04%
3M	-13.23%	2.06%
6M	-1.68%	4.46%
YTD	-10.31%	3.71%
1Y	-13.06%	5.33%
3Y (ann.)	-19.61%	8.44%
5Y (ann.)	-19.61%	8.44%
10Y (ann.)	-19.61%	8.44%
All-time (ann.)	-19.61%	8.44%
Best Day	4.69%	0.07%
Worst Day	-3.02%	0.0%
Best Month	5.83%	1.62%
Worst Month	-7.1%	0.04%
Best Year	-3.07%	3.71%
Worst Year	-10.31%	1.57%
Avg. Drawdown	-9.82%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.92	-
Ulcer Index	0.07	0.0
Serenity Index	-0.14	-
Avg. Up Month	3.48%	0.6%
Avg. Down Month	-	-
Win Days	51.32%	100.0%
Win Month	44.44%	100.0%
Win Quarter	25.0%	100.0%
Win Year	0.0%	100.0%
Beta	2.46	-
Alpha	-0.33	-
Correlation	4.61%	-
Treynor Ratio	-5.31%	-