AKFB[Strategy] vs RUB Inflation[Benchmark]

23 Oct, 2024 - 13 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	26.53%	9.52%
CAGR﹪	21.18%	7.71%
Sharpe	4.83	17.65
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.38	12.35
Sortino	8.55	97.43
Smart Sortino	5.98	68.15
Sortino/√2	6.05	68.89
Smart Sortino/√2	4.23	48.19
Omega	2.43	2.43
Max Drawdown	-1.87%	-0.4%
Longest DD Days	56	64
Volatility (ann.)	3.6%	0.38%
R^2	0.0	0.0
Information Ratio	0.18	0.18
Calmar	11.31	19.27
Skew	-0.1	0.86
Kurtosis	2.83	1.07
Expected Daily	0.07%	0.03%
Expected Monthly	1.48%	0.57%
Expected Yearly	8.16%	3.08%
Kelly Criterion	53.28%	88.52%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.3%	-0.01%
Expected Shortfall (cVaR)	-0.3%	-0.01%
Max Consecutive Wins	9	201
Max Consecutive Losses	3	25
Gain/Pain Ratio	1.43	22.7
Gain/Pain (1M)	20.99	22.7
Payoff Ratio	2.63	1.77
Profit Factor	2.43	23.7
Common Sense Ratio	4.01	100.0
CPC Index	4.23	38.79
Tail Ratio	1.65	4.22
Outlier Win Ratio	2.31	13.31
Outlier Loss Ratio	1.88	17.83
MTD	0.45%	0.1%
3M	3.88%	1.31%
6M	9.63%	1.81%
YTD	0.45%	0.1%
1Y	23.16%	5.57%
3Y (ann.)	21.18%	7.71%
5Y (ann.)	21.18%	7.71%
10Y (ann.)	21.18%	7.71%
All-time (ann.)	21.18%	7.71%
Best Day	0.86%	0.11%
Worst Day	-0.98%	-0.02%
Best Month	2.86%	1.43%
Worst Month	-1.13%	-0.4%
Best Year	23.92%	5.78%
Worst Year	0.45%	0.1%
Avg. Drawdown	-0.17%	-0.4%
Avg. Drawdown Days	3	64
Recovery Factor	14.17	23.81
Ulcer Index	0.0	0.0
Serenity Index	26.27	13.24
Avg. Up Month	1.65%	0.64%
Avg. Down Month	-	-
Win Days	66.15%	92.67%
Win Month	93.75%	93.75%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.6	-
Alpha	0.21	-
Correlation	-6.35%	-
Treynor Ratio	-44.06%	-