AKGP[Strategy] vs RUB Inflation[Benchmark]

25 Jun, 2025 - 14 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	99.0%
Cumulative Return	7.72%	-0.29%
CAGR﹪	27.71%	-0.96%
Sharpe	1.55	-2.59
Prob. Sharpe Ratio	81.04%	8.67%
Smart Sharpe	1.49	-2.5
Sortino	2.5	-3.74
Smart Sortino	2.41	-3.61
Sortino/√2	1.77	-2.65
Smart Sortino/√2	1.71	-2.55
Omega	1.28	1.28
Max Drawdown	-6.93%	-1.01%
Longest DD Days	33	74
Volatility (ann.)	15.96%	0.36%
R^2	0.01	0.01
Information Ratio	0.1	0.1
Calmar	4.0	-0.95
Skew	0.28	0.91
Kurtosis	-0.15	-0.81
Expected Daily	0.09%	-0.0%
Expected Monthly	1.5%	-0.06%
Expected Yearly	7.72%	-0.29%
Kelly Criterion	25.1%	-18.89%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.56%	-0.04%
Expected Shortfall (cVaR)	-1.56%	-0.04%
Max Consecutive Wins	10	26
Max Consecutive Losses	4	53
Gain/Pain Ratio	0.28	-0.29
Gain/Pain (1M)	1.69	-0.29
Payoff Ratio	1.85	1.3
Profit Factor	1.28	0.71
Common Sense Ratio	1.46	0.92
CPC Index	1.22	0.3
Tail Ratio	1.14	1.3
Outlier Win Ratio	1.45	43.87
Outlier Loss Ratio	1.17	47.07
MTD	-3.63%	-0.19%
3M	8.15%	-0.66%
6M	7.72%	-0.29%
YTD	7.72%	-0.29%
1Y	7.72%	-0.29%
3Y (ann.)	27.71%	-0.96%
5Y (ann.)	27.71%	-0.96%
10Y (ann.)	27.71%	-0.96%
All-time (ann.)	27.71%	-0.96%
Best Day	2.99%	0.05%
Worst Day	-2.02%	-0.02%
Best Month	7.52%	0.57%
Worst Month	-3.63%	-0.42%
Best Year	7.72%	-0.29%
Worst Year	7.72%	-0.29%
Avg. Drawdown	-3.69%	-1.01%
Avg. Drawdown Days	23	74
Recovery Factor	1.11	-0.29
Ulcer Index	0.02	0.0
Serenity Index	0.69	-0.02
Avg. Up Month	0.6%	0.57%
Avg. Down Month	-3.63%	-0.19%
Win Days	51.35%	32.91%
Win Month	60.0%	40.0%
Win Quarter	33.33%	33.33%
Win Year	100.0%	0.0%
Beta	-3.92	-
Alpha	0.21	-
Correlation	-8.75%	-
Treynor Ratio	-1.97%	-