AKHT[Strategy] vs RUB Inflation[Benchmark]

11 Nov, 2024 - 9 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	-6.77%	6.41%
CAGR﹪	-13.32%	13.5%
Sharpe	-0.36	37.14
Prob. Sharpe Ratio	40.13%	-
Smart Sharpe	-0.3	31.48
Sortino	-0.53	-
Smart Sortino	-0.45	-
Sortino/√2	-0.38	-
Smart Sortino/√2	-0.32	-
Omega	0.94	0.94
Max Drawdown	-19.02%	-
Longest DD Days	-	-
Volatility (ann.)	28.05%	0.33%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	-0.7	-
Skew	1.01	0.87
Kurtosis	5.16	0.13
Expected Daily	-0.06%	0.05%
Expected Monthly	-1.0%	0.89%
Expected Yearly	-3.44%	3.15%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.95%	-0.01%
Expected Shortfall (cVaR)	-2.95%	-0.01%
Max Consecutive Wins	8	126
Max Consecutive Losses	5	0
Gain/Pain Ratio	-0.06	-
Gain/Pain (1M)	-0.21	-
Payoff Ratio	-	-
Profit Factor	0.94	-
Common Sense Ratio	0.72	-
CPC Index	-	-
Tail Ratio	0.77	3.07
Outlier Win Ratio	1.54	38.23
Outlier Loss Ratio	1.17	-
MTD	-2.35%	0.22%
3M	-7.52%	2.17%
6M	-6.77%	6.41%
YTD	-4.94%	3.64%
1Y	-6.77%	6.41%
3Y (ann.)	-13.32%	13.5%
5Y (ann.)	-13.32%	13.5%
10Y (ann.)	-13.32%	13.5%
All-time (ann.)	-13.32%	13.5%
Best Day	9.3%	0.09%
Worst Day	-4.08%	0.0%
Best Month	10.61%	1.33%
Worst Month	-11.33%	0.22%
Best Year	-1.92%	3.64%
Worst Year	-4.94%	2.67%
Avg. Drawdown	-6.1%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.36	-
Ulcer Index	0.09	0.0
Serenity Index	-0.08	-
Avg. Up Month	6.28%	1.12%
Avg. Down Month	-	-
Win Days	50.41%	100.0%
Win Month	42.86%	100.0%
Win Quarter	33.33%	100.0%
Win Year	0.0%	100.0%
Beta	-3.09	-
Alpha	0.28	-
Correlation	-3.65%	-
Treynor Ratio	2.19%	-