AKHT[Strategy] vs RUB Inflation[Benchmark]

11 Nov, 2024 - 7 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-5.03%	7.55%
CAGR﹪	-5.08%	7.64%
Sharpe	-0.09	17.01
Prob. Sharpe Ratio	46.29%	100.0%
Smart Sharpe	-0.08	15.17
Sortino	-0.14	81.98
Smart Sortino	-0.12	73.12
Sortino/√2	-0.1	57.97
Smart Sortino/√2	-0.09	51.7
Omega	0.98	0.98
Max Drawdown	-19.02%	-0.4%
Longest DD Days	254	66
Volatility (ann.)	23.81%	0.42%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	-0.27	19.1
Skew	0.79	0.68
Kurtosis	5.19	0.61
Expected Daily	-0.02%	0.03%
Expected Monthly	-0.4%	0.56%
Expected Yearly	-2.55%	3.71%
Kelly Criterion	23.91%	87.25%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.48%	-0.01%
Expected Shortfall (cVaR)	-2.48%	-0.01%
Max Consecutive Wins	8	188
Max Consecutive Losses	6	21
Gain/Pain Ratio	-0.02	18.17
Gain/Pain (1M)	-0.06	18.17
Payoff Ratio	1.85	1.75
Profit Factor	0.98	19.17
Common Sense Ratio	0.9	95.14
CPC Index	0.92	30.78
Tail Ratio	0.91	4.96
Outlier Win Ratio	1.71	56.34
Outlier Loss Ratio	1.4	85.34
MTD	3.59%	0.08%
3M	-6.54%	0.45%
6M	1.4%	1.51%
YTD	-3.17%	4.75%
1Y	-5.03%	7.55%
3Y (ann.)	-5.08%	7.64%
5Y (ann.)	-5.08%	7.64%
10Y (ann.)	-5.08%	7.64%
All-time (ann.)	-5.08%	7.64%
Best Day	9.3%	0.09%
Worst Day	-4.08%	-0.02%
Best Month	10.61%	1.33%
Worst Month	-11.33%	-0.4%
Best Year	-1.92%	4.75%
Worst Year	-3.17%	2.67%
Avg. Drawdown	-6.1%	-0.4%
Avg. Drawdown Days	49	66
Recovery Factor	-0.26	18.88
Ulcer Index	0.11	0.0
Serenity Index	-0.04	10.74
Avg. Up Month	4.58%	0.7%
Avg. Down Month	-	-
Win Days	50.59%	91.89%
Win Month	53.85%	92.31%
Win Quarter	20.0%	100.0%
Win Year	0.0%	100.0%
Beta	-2.03	-
Alpha	0.12	-
Correlation	-3.54%	-
Treynor Ratio	2.47%	-