AKFN[Strategy] vs RUB Inflation[Benchmark]

10 Sep, 2025 - 31 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	98.0%
Cumulative Return	-9.71%	0.89%
CAGR﹪	-51.87%	6.52%
Sharpe	-2.5	97.89
Prob. Sharpe Ratio	18.34%	97.13%
Smart Sharpe	-2.19	86.09
Sortino	-3.51	-
Smart Sortino	-3.09	-
Sortino/√2	-2.48	-
Smart Sortino/√2	-2.18	-
Omega	0.65	0.65
Max Drawdown	-13.48%	-
Longest DD Days	-	-
Volatility (ann.)	24.59%	0.06%
R^2	0.0	0.0
Information Ratio	-0.17	-0.17
Calmar	-3.85	-
Skew	1.04	-6.32
Kurtosis	4.22	40.0
Expected Daily	-0.26%	0.02%
Expected Monthly	-4.98%	0.44%
Expected Yearly	-9.71%	0.89%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.79%	-0.02%
Expected Shortfall (cVaR)	-2.79%	-0.02%
Max Consecutive Wins	3	39
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.35	-
Gain/Pain (1M)	-0.92	-
Payoff Ratio	-	-
Profit Factor	0.65	-
Common Sense Ratio	0.56	-
CPC Index	-	-
Tail Ratio	0.87	1.0
Outlier Win Ratio	1.87	94.75
Outlier Loss Ratio	1.51	-
MTD	0.44%	0.57%
3M	-9.71%	0.89%
6M	-9.71%	0.89%
YTD	-9.71%	0.89%
1Y	-9.71%	0.89%
3Y (ann.)	-51.87%	6.52%
5Y (ann.)	-51.87%	6.52%
10Y (ann.)	-51.87%	6.52%
All-time (ann.)	-51.87%	6.52%
Best Day	5.5%	0.02%
Worst Day	-4.02%	0.0%
Best Month	0.44%	0.57%
Worst Month	-10.11%	0.32%
Best Year	-9.71%	0.89%
Worst Year	-9.71%	0.89%
Avg. Drawdown	-13.48%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.72	-
Ulcer Index	0.09	0.0
Serenity Index	-0.11	-
Avg. Up Month	0.44%	0.57%
Avg. Down Month	-	-
Win Days	35.14%	100.0%
Win Month	50.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	-11.04	-
Alpha	0.0	-
Correlation	-2.55%	-
Treynor Ratio	0.88%	-