AKFN[Strategy] vs RUB Inflation[Benchmark]

10 Sep, 2025 - 26 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	-8.03%	5.07%
CAGR﹪	-10.03%	6.44%
Sharpe	-0.45	16.68
Prob. Sharpe Ratio	32.74%	-
Smart Sharpe	-0.45	16.54
Sortino	-0.63	-
Smart Sortino	-0.62	-
Sortino/√2	-0.45	-
Smart Sortino/√2	-0.44	-
Omega	0.92	0.92
Max Drawdown	-13.48%	-
Longest DD Days	-	-
Volatility (ann.)	16.01%	0.3%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	-0.74	-
Skew	0.14	2.1
Kurtosis	5.27	3.89
Expected Daily	-0.03%	0.02%
Expected Monthly	-0.83%	0.5%
Expected Yearly	-4.1%	2.5%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.69%	-0.01%
Expected Shortfall (cVaR)	-1.69%	-0.01%
Max Consecutive Wins	9	246
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.08	-
Gain/Pain (1M)	-0.28	-
Payoff Ratio	-	-
Profit Factor	0.92	-
Common Sense Ratio	1.05	-
CPC Index	-	-
Tail Ratio	1.14	16.42
Outlier Win Ratio	1.82	57.5
Outlier Loss Ratio	1.46	-
MTD	-6.92%	0.15%
3M	-7.39%	0.59%
6M	-2.52%	3.51%
YTD	-3.13%	3.45%
1Y	-8.03%	5.07%
3Y (ann.)	-10.03%	6.44%
5Y (ann.)	-10.03%	6.44%
10Y (ann.)	-10.03%	6.44%
All-time (ann.)	-10.03%	6.44%
Best Day	5.5%	0.08%
Worst Day	-4.53%	0.0%
Best Month	8.11%	1.62%
Worst Month	-10.11%	0.14%
Best Year	-3.13%	3.45%
Worst Year	-5.05%	1.57%
Avg. Drawdown	-5.81%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.6	-
Ulcer Index	0.06	0.0
Serenity Index	-0.14	-
Avg. Up Month	4.58%	0.73%
Avg. Down Month	-	-
Win Days	51.09%	100.0%
Win Month	40.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	3.71	-
Alpha	-0.26	-
Correlation	7.01%	-
Treynor Ratio	-2.16%	-