AKFN[Strategy] vs RUB Inflation[Benchmark]

10 Sep, 2025 - 12 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	1.09%	5.52%
CAGR﹪	1.64%	8.37%
Sharpe	0.16	23.43
Prob. Sharpe Ratio	55.84%	-
Smart Sharpe	0.16	22.62
Sortino	0.24	-
Smart Sortino	0.23	-
Sortino/√2	0.17	-
Smart Sortino/√2	0.16	-
Omega	1.03	1.03
Max Drawdown	-13.48%	-
Longest DD Days	-	-
Volatility (ann.)	15.59%	0.28%
R^2	0.01	0.01
Information Ratio	-0.02	-0.02
Calmar	0.12	-
Skew	0.54	2.25
Kurtosis	5.39	3.9
Expected Daily	0.01%	0.03%
Expected Monthly	0.12%	0.6%
Expected Yearly	0.54%	2.72%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.61%	-0.0%
Expected Shortfall (cVaR)	-1.61%	-0.0%
Max Consecutive Wins	9	204
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.03	-
Gain/Pain (1M)	0.12	-
Payoff Ratio	-	-
Profit Factor	1.03	-
Common Sense Ratio	1.3	-
CPC Index	-	-
Tail Ratio	1.26	6.71
Outlier Win Ratio	1.78	44.9
Outlier Loss Ratio	1.4	-
MTD	1.59%	0.22%
3M	1.29%	1.94%
6M	9.09%	4.5%
YTD	6.47%	3.89%
1Y	1.09%	5.52%
3Y (ann.)	1.64%	8.37%
5Y (ann.)	1.64%	8.37%
10Y (ann.)	1.64%	8.37%
All-time (ann.)	1.64%	8.37%
Best Day	5.5%	0.08%
Worst Day	-4.02%	0.0%
Best Month	8.11%	1.62%
Worst Month	-10.11%	0.22%
Best Year	6.47%	3.89%
Worst Year	-5.05%	1.57%
Avg. Drawdown	-4.69%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.08	-
Ulcer Index	0.06	0.0
Serenity Index	0.02	-
Avg. Up Month	3.99%	0.73%
Avg. Down Month	-	-
Win Days	51.56%	100.0%
Win Month	55.56%	100.0%
Win Quarter	75.0%	100.0%
Win Year	50.0%	100.0%
Beta	3.93	-
Alpha	-0.23	-
Correlation	7.1%	-
Treynor Ratio	0.28%	-