AKGD[Strategy] vs RUB Inflation[Benchmark]

21 Dec, 2021 - 22 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	168.02%	40.26%
CAGR﹪	27.26%	8.62%
Sharpe	1.23	3.91
Prob. Sharpe Ratio	99.35%	100.0%
Smart Sharpe	1.22	3.88
Sortino	1.82	93.1
Smart Sortino	1.81	92.34
Sortino/√2	1.29	65.83
Smart Sortino/√2	1.28	65.29
Omega	1.25	1.25
Max Drawdown	-42.54%	-1.25%
Longest DD Days	379	209
Volatility (ann.)	21.53%	2.13%
R^2	0.0	0.0
Information Ratio	0.05	0.05
Calmar	0.64	6.87
Skew	0.03	17.68
Kurtosis	4.3	320.28
Expected Daily	0.1%	0.03%
Expected Monthly	1.99%	0.68%
Expected Yearly	17.86%	5.8%
Kelly Criterion	-3.93%	87.45%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.13%	-0.19%
Expected Shortfall (cVaR)	-2.13%	-0.19%
Max Consecutive Wins	15	742
Max Consecutive Losses	8	65
Gain/Pain Ratio	0.25	20.4
Gain/Pain (1M)	1.28	20.4
Payoff Ratio	0.76	2.01
Profit Factor	1.25	21.4
Common Sense Ratio	1.24	76.75
CPC Index	0.52	39.4
Tail Ratio	1.0	3.59
Outlier Win Ratio	1.87	47.2
Outlier Loss Ratio	2.01	100.84
MTD	8.42%	0.16%
3M	9.49%	1.08%
6M	39.56%	1.55%
YTD	8.42%	0.16%
1Y	32.54%	5.0%
3Y (ann.)	39.3%	7.33%
5Y (ann.)	27.26%	8.62%
10Y (ann.)	27.26%	8.62%
All-time (ann.)	27.26%	8.62%
Best Day	9.01%	2.47%
Worst Day	-6.62%	-0.02%
Best Month	17.11%	7.61%
Worst Month	-18.31%	-0.52%
Best Year	43.19%	11.92%
Worst Year	-4.66%	0.16%
Avg. Drawdown	-3.8%	-0.83%
Avg. Drawdown Days	36	136
Recovery Factor	3.95	32.08
Ulcer Index	0.16	0.0
Serenity Index	0.49	26.4
Avg. Up Month	5.49%	0.81%
Avg. Down Month	-7.98%	-0.43%
Win Days	55.28%	91.62%
Win Month	68.0%	92.0%
Win Quarter	77.78%	94.44%
Win Year	83.33%	100.0%
Beta	0.56	-
Alpha	0.22	-
Correlation	5.53%	-
Treynor Ratio	300.62%	-