AKFN[Strategy] vs RUB Inflation[Benchmark]

10 Sep, 2025 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	-1.78%	7.14%
CAGR﹪	-1.94%	7.81%
Sharpe	0.02	21.53
Prob. Sharpe Ratio	51.02%	-
Smart Sharpe	0.02	21.04
Sortino	0.04	-
Smart Sortino	0.04	-
Sortino/√2	0.03	-
Smart Sortino/√2	0.03	-
Omega	1.0	1.0
Max Drawdown	-24.17%	-
Longest DD Days	-	-
Volatility (ann.)	20.47%	0.28%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	-0.08	-
Skew	2.67	1.75
Kurtosis	25.34	3.43
Expected Daily	-0.01%	0.02%
Expected Monthly	-0.15%	0.58%
Expected Yearly	-0.9%	3.51%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.12%	-0.01%
Expected Shortfall (cVaR)	-2.12%	-0.01%
Max Consecutive Wins	9	290
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.0	-
Gain/Pain (1M)	0.02	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	1.12	-
CPC Index	-	-
Tail Ratio	1.11	16.42
Outlier Win Ratio	1.8	57.17
Outlier Loss Ratio	1.85	-
MTD	3.34%	0.28%
3M	-1.39%	2.25%
6M	-1.1%	3.54%
YTD	3.44%	5.49%
1Y	-1.78%	7.14%
3Y (ann.)	-1.94%	7.81%
5Y (ann.)	-1.94%	7.81%
10Y (ann.)	-1.94%	7.81%
All-time (ann.)	-1.94%	7.81%
Best Day	11.79%	0.08%
Worst Day	-4.53%	0.0%
Best Month	8.11%	1.62%
Worst Month	-10.11%	0.14%
Best Year	3.44%	5.49%
Worst Year	-5.05%	1.57%
Avg. Drawdown	-8.11%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.07	-
Ulcer Index	0.07	0.0
Serenity Index	-0.02	-
Avg. Up Month	3.88%	0.69%
Avg. Down Month	-	-
Win Days	50.92%	100.0%
Win Month	50.0%	100.0%
Win Quarter	60.0%	100.0%
Win Year	50.0%	100.0%
Beta	2.71	-
Alpha	-0.16	-
Correlation	3.68%	-
Treynor Ratio	-0.66%	-