AKFB[Strategy] vs RUB Inflation[Benchmark]

23 Oct, 2024 - 14 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	36.86%	14.3%
CAGR﹪	19.97%	8.06%
Sharpe	5.12	17.93
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	3.63	12.71
Sortino	9.21	117.22
Smart Sortino	6.53	83.09
Sortino/√2	6.51	82.89
Smart Sortino/√2	4.62	58.75
Omega	2.7	2.7
Max Drawdown	-1.87%	-0.4%
Longest DD Days	56	64
Volatility (ann.)	3.04%	0.37%
R^2	0.0	0.0
Information Ratio	0.18	0.18
Calmar	10.67	20.16
Skew	-0.01	0.93
Kurtosis	4.74	0.93
Expected Daily	0.06%	0.03%
Expected Monthly	1.44%	0.61%
Expected Yearly	11.03%	4.56%
Kelly Criterion	52.71%	92.18%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.25%	-0.01%
Expected Shortfall (cVaR)	-0.25%	-0.01%
Max Consecutive Wins	15	283
Max Consecutive Losses	4	25
Gain/Pain Ratio	1.7	33.35
Gain/Pain (1M)	27.97	33.35
Payoff Ratio	2.11	1.69
Profit Factor	2.7	34.35
Common Sense Ratio	4.99	1196.11
CPC Index	3.87	55.11
Tail Ratio	1.85	34.82
Outlier Win Ratio	2.72	13.47
Outlier Loss Ratio	1.82	13.63
MTD	0.48%	0.43%
3M	3.98%	1.56%
6M	8.16%	4.19%
YTD	8.65%	4.65%
1Y	18.58%	6.25%
3Y (ann.)	19.97%	8.06%
5Y (ann.)	19.97%	8.06%
10Y (ann.)	19.97%	8.06%
All-time (ann.)	19.97%	8.06%
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	-0.13%	-0.4%
Avg. Drawdown Days	3	64
Recovery Factor	19.69	35.74
Ulcer Index	0.0	0.0
Serenity Index	46.02	29.21
Avg. Up Month	1.55%	0.66%
Avg. Down Month	-	-
Win Days	67.92%	95.09%
Win Month	95.45%	95.45%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.38	-
Alpha	0.18	-
Correlation	-4.6%	-
Treynor Ratio	-97.2%	-