AKHT[Strategy] vs RUB Inflation[Benchmark]

11 Nov, 2024 - 15 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-4.52%	12.1%
CAGR﹪	-2.86%	7.44%
Sharpe	-0.03	16.05
Prob. Sharpe Ratio	48.29%	-
Smart Sharpe	-0.03	14.63
Sortino	-0.05	98.96
Smart Sortino	-0.04	90.18
Sortino/√2	-0.03	69.97
Smart Sortino/√2	-0.03	63.76
Omega	0.99	0.99
Max Drawdown	-19.02%	-0.4%
Longest DD Days	474	63
Volatility (ann.)	20.09%	0.41%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	-0.15	18.59
Skew	0.77	1.21
Kurtosis	6.75	1.46
Expected Daily	-0.01%	0.03%
Expected Monthly	-0.23%	0.57%
Expected Yearly	-1.53%	3.88%
Kelly Criterion	18.05%	92.11%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.08%	-0.02%
Expected Shortfall (cVaR)	-2.08%	-0.02%
Max Consecutive Wins	8	229
Max Consecutive Losses	6	21
Gain/Pain Ratio	-0.01	28.5
Gain/Pain (1M)	-0.02	28.5
Payoff Ratio	1.46	1.55
Profit Factor	0.99	29.5
Common Sense Ratio	0.9	664.76
CPC Index	0.74	43.52
Tail Ratio	0.9	22.53
Outlier Win Ratio	1.9	58.71
Outlier Loss Ratio	1.63	82.56
MTD	3.03%	0.09%
3M	-7.31%	0.74%
6M	-2.92%	3.57%
YTD	-2.8%	3.39%
1Y	2.33%	5.32%
3Y (ann.)	-2.86%	7.44%
5Y (ann.)	-2.86%	7.44%
10Y (ann.)	-2.86%	7.44%
All-time (ann.)	-2.86%	7.44%
Best Day	9.3%	0.09%
Worst Day	-4.08%	-0.02%
Best Month	10.61%	1.62%
Worst Month	-11.33%	-0.4%
Best Year	0.15%	5.6%
Worst Year	-2.8%	2.67%
Avg. Drawdown	-6.1%	-0.4%
Avg. Drawdown Days	80	63
Recovery Factor	-0.24	30.24
Ulcer Index	0.11	0.0
Serenity Index	-0.03	29.22
Avg. Up Month	4.0%	0.73%
Avg. Down Month	-	-
Win Days	51.4%	95.21%
Win Month	55.0%	95.0%
Win Quarter	42.86%	100.0%
Win Year	33.33%	100.0%
Beta	-0.27	-
Alpha	0.01	-
Correlation	-0.55%	-
Treynor Ratio	16.69%	-