AKFN[Strategy] vs RUB Inflation[Benchmark]

10 Sep, 2025 - 18 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	0.89%	4.45%
CAGR﹪	1.73%	8.77%
Sharpe	0.17	22.17
Prob. Sharpe Ratio	55.27%	-
Smart Sharpe	0.17	21.77
Sortino	0.25	-
Smart Sortino	0.25	-
Sortino/√2	0.18	-
Smart Sortino/√2	0.17	-
Omega	1.03	1.03
Max Drawdown	-13.48%	-
Longest DD Days	-	-
Volatility (ann.)	16.95%	0.32%
R^2	0.01	0.01
Information Ratio	-0.02	-0.02
Calmar	0.13	-
Skew	0.54	1.72
Kurtosis	4.89	1.69
Expected Daily	0.01%	0.03%
Expected Monthly	0.13%	0.62%
Expected Yearly	0.44%	2.2%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.74%	-0.01%
Expected Shortfall (cVaR)	-1.74%	-0.01%
Max Consecutive Wins	6	153
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.03	-
Gain/Pain (1M)	0.12	-
Payoff Ratio	-	-
Profit Factor	1.03	-
Common Sense Ratio	1.23	-
CPC Index	-	-
Tail Ratio	1.19	6.71
Outlier Win Ratio	1.71	42.88
Outlier Loss Ratio	1.4	-
MTD	-1.93%	0.47%
3M	4.84%	2.99%
6M	6.15%	4.33%
YTD	6.26%	2.84%
1Y	0.89%	4.45%
3Y (ann.)	1.73%	8.77%
5Y (ann.)	1.73%	8.77%
10Y (ann.)	1.73%	8.77%
All-time (ann.)	1.73%	8.77%
Best Day	5.5%	0.08%
Worst Day	-4.02%	0.0%
Best Month	8.11%	1.62%
Worst Month	-10.11%	0.32%
Best Year	6.26%	2.84%
Worst Year	-5.05%	1.57%
Avg. Drawdown	-4.06%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.07	-
Ulcer Index	0.06	0.0
Serenity Index	0.01	-
Avg. Up Month	5.43%	0.92%
Avg. Down Month	-	-
Win Days	51.75%	100.0%
Win Month	42.86%	100.0%
Win Quarter	66.67%	100.0%
Win Year	50.0%	100.0%
Beta	3.78	-
Alpha	-0.24	-
Correlation	7.17%	-
Treynor Ratio	0.24%	-