AKFB[Strategy] vs RUB Inflation[Benchmark]

23 Oct, 2024 - 20 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	31.89%	12.97%
CAGR﹪	20.41%	8.53%
Sharpe	4.98	18.81
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	3.5	13.23
Sortino	8.89	116.52
Smart Sortino	6.25	81.97
Sortino/√2	6.28	82.39
Smart Sortino/√2	4.42	57.96
Omega	2.57	2.57
Max Drawdown	-1.87%	-0.4%
Longest DD Days	56	64
Volatility (ann.)	3.27%	0.38%
R^2	0.0	0.0
Information Ratio	0.17	0.17
Calmar	10.9	21.32
Skew	-0.05	0.82
Kurtosis	3.82	0.68
Expected Daily	0.06%	0.03%
Expected Monthly	1.47%	0.64%
Expected Yearly	9.67%	4.15%
Kelly Criterion	52.59%	91.01%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.27%	-0.01%
Expected Shortfall (cVaR)	-0.27%	-0.01%
Max Consecutive Wins	9	203
Max Consecutive Losses	3	25
Gain/Pain Ratio	1.57	30.44
Gain/Pain (1M)	24.68	30.44
Payoff Ratio	2.33	1.84
Profit Factor	2.57	31.44
Common Sense Ratio	4.25	143.32
CPC Index	4.0	54.48
Tail Ratio	1.65	4.56
Outlier Win Ratio	2.56	12.66
Outlier Loss Ratio	1.76	14.5
MTD	0.85%	0.44%
3M	3.96%	2.53%
6M	8.01%	4.38%
YTD	4.71%	3.43%
1Y	21.72%	6.07%
3Y (ann.)	20.41%	8.53%
5Y (ann.)	20.41%	8.53%
10Y (ann.)	20.41%	8.53%
All-time (ann.)	20.41%	8.53%
Best Day	0.86%	0.11%
Worst Day	-0.98%	-0.02%
Best Month	2.86%	1.62%
Worst Month	-1.13%	-0.4%
Best Year	23.92%	5.6%
Worst Year	1.64%	3.43%
Avg. Drawdown	-0.15%	-0.4%
Avg. Drawdown Days	3	64
Recovery Factor	17.03	32.43
Ulcer Index	0.0	0.0
Serenity Index	36.09	22.91
Avg. Up Month	1.61%	0.71%
Avg. Down Month	-	-
Win Days	66.83%	94.17%
Win Month	94.74%	94.74%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.49	-
Alpha	0.2	-
Correlation	-5.75%	-
Treynor Ratio	-64.43%	-