AKGD[Strategy] vs RUB Inflation[Benchmark]

21 Dec, 2021 - 11 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	159.25%	47.64%
CAGR﹪	22.33%	8.59%
Sharpe	0.95	4.09
Prob. Sharpe Ratio	98.16%	100.0%
Smart Sharpe	0.91	3.92
Sortino	1.37	97.54
Smart Sortino	1.31	93.52
Sortino/√2	0.97	68.97
Smart Sortino/√2	0.93	66.13
Omega	1.19	1.19
Max Drawdown	-42.54%	-1.25%
Longest DD Days	379	209
Volatility (ann.)	23.14%	1.94%
R^2	0.0	0.0
Information Ratio	0.04	0.04
Calmar	0.52	6.85
Skew	-0.33	19.31
Kurtosis	6.31	383.98
Expected Daily	0.08%	0.03%
Expected Monthly	1.66%	0.67%
Expected Yearly	17.21%	6.71%
Kelly Criterion	-0.72%	89.35%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.31%	-0.17%
Expected Shortfall (cVaR)	-2.31%	-0.17%
Max Consecutive Wins	15	742
Max Consecutive Losses	8	65
Gain/Pain Ratio	0.19	23.48
Gain/Pain (1M)	0.95	23.48
Payoff Ratio	0.77	1.87
Profit Factor	1.19	24.48
Common Sense Ratio	1.2	88.99
CPC Index	0.51	42.67
Tail Ratio	1.01	3.64
Outlier Win Ratio	1.93	53.32
Outlier Loss Ratio	1.88	104.45
MTD	-3.49%	0.17%
3M	24.91%	1.75%
6M	-11.57%	2.82%
YTD	4.87%	5.43%
1Y	16.28%	6.98%
3Y (ann.)	24.17%	7.91%
5Y (ann.)	22.33%	8.59%
10Y (ann.)	22.33%	8.59%
All-time (ann.)	22.33%	8.59%
Best Day	9.01%	2.47%
Worst Day	-11.66%	-0.02%
Best Month	18.49%	7.61%
Worst Month	-18.31%	-0.52%
Best Year	43.19%	11.92%
Worst Year	-4.66%	0.72%
Avg. Drawdown	-4.73%	-0.83%
Avg. Drawdown Days	40	136
Recovery Factor	3.74	37.97
Ulcer Index	0.16	0.0
Serenity Index	0.48	34.65
Avg. Up Month	5.92%	0.84%
Avg. Down Month	-7.98%	-0.43%
Win Days	56.16%	93.06%
Win Month	63.79%	93.1%
Win Quarter	75.0%	95.0%
Win Year	83.33%	100.0%
Beta	0.63	-
Alpha	0.17	-
Correlation	5.3%	-
Treynor Ratio	252.38%	-