AKGP[Strategy] vs RUB Inflation[Benchmark]

25 Jun, 2025 - 30 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	19.21%	7.36%
CAGR﹪	16.04%	6.2%
Sharpe	0.93	16.59
Prob. Sharpe Ratio	84.43%	100.0%
Smart Sharpe	0.91	16.19
Sortino	1.37	74.09
Smart Sortino	1.34	72.33
Sortino/√2	0.97	52.39
Smart Sortino/√2	0.95	51.14
Omega	1.17	1.17
Max Drawdown	-15.08%	-0.4%
Longest DD Days	189	63
Volatility (ann.)	17.35%	0.36%
R^2	0.0	0.0
Information Ratio	0.04	0.04
Calmar	1.06	15.5
Skew	-0.16	1.33
Kurtosis	1.24	3.78
Expected Daily	0.06%	0.02%
Expected Monthly	1.18%	0.47%
Expected Yearly	9.18%	3.62%
Kelly Criterion	15.62%	88.09%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.73%	-0.01%
Expected Shortfall (cVaR)	-1.73%	-0.01%
Max Consecutive Wins	10	255
Max Consecutive Losses	8	21
Gain/Pain Ratio	0.17	17.73
Gain/Pain (1M)	1.12	17.73
Payoff Ratio	1.3	1.4
Profit Factor	1.17	18.73
Common Sense Ratio	1.28	92.81
CPC Index	0.8	24.46
Tail Ratio	1.09	4.96
Outlier Win Ratio	1.83	55.03
Outlier Loss Ratio	1.64	72.21
MTD	8.18%	0.56%
3M	17.81%	1.99%
6M	12.0%	2.92%
YTD	11.28%	5.35%
1Y	14.67%	7.02%
3Y (ann.)	16.04%	6.2%
5Y (ann.)	16.04%	6.2%
10Y (ann.)	16.04%	6.2%
All-time (ann.)	16.04%	6.2%
Best Day	3.04%	0.09%
Worst Day	-4.66%	-0.02%
Best Month	9.39%	1.62%
Worst Month	-4.5%	-0.4%
Best Year	11.28%	5.35%
Worst Year	7.13%	1.91%
Avg. Drawdown	-5.66%	-0.4%
Avg. Drawdown Days	58	63
Recovery Factor	1.27	18.4
Ulcer Index	0.07	0.0
Serenity Index	0.23	10.54
Avg. Up Month	4.62%	0.57%
Avg. Down Month	-	-
Win Days	52.28%	93.05%
Win Month	53.33%	93.33%
Win Quarter	66.67%	100.0%
Win Year	100.0%	100.0%
Beta	-0.72	-
Alpha	0.2	-
Correlation	-1.47%	-
Treynor Ratio	-26.85%	-