AKIE[Strategy] vs RUB Inflation[Benchmark]

26 Sep, 2024 - 18 Apr, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	0.72%	7.15%
CAGR﹪	1.3%	13.15%
Sharpe	0.18	37.56
Prob. Sharpe Ratio	55.39%	100.0%
Smart Sharpe	0.18	36.86
Sortino	0.27	-
Smart Sortino	0.26	-
Sortino/√2	0.19	-
Smart Sortino/√2	0.19	-
Omega	1.03	1.03
Max Drawdown	-17.93%	-
Longest DD Days	-	-
Volatility (ann.)	26.77%	0.32%
R^2	0.01	0.01
Information Ratio	-0.02	-0.02
Calmar	0.07	-
Skew	0.55	2.26
Kurtosis	2.43	11.0
Expected Daily	0.01%	0.05%
Expected Monthly	0.09%	0.87%
Expected Yearly	0.36%	3.51%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.75%	-0.01%
Expected Shortfall (cVaR)	-2.75%	-0.01%
Max Consecutive Wins	7	143
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.03	-
Gain/Pain (1M)	0.15	-
Payoff Ratio	-	-
Profit Factor	1.03	-
Common Sense Ratio	1.01	-
CPC Index	-	-
Tail Ratio	0.98	2.19
Outlier Win Ratio	1.86	47.81
Outlier Loss Ratio	1.5	-
MTD	-5.52%	0.43%
3M	-3.48%	2.53%
6M	2.44%	6.36%
YTD	-1.58%	3.16%
1Y	0.72%	7.15%
3Y (ann.)	1.3%	13.15%
5Y (ann.)	1.3%	13.15%
10Y (ann.)	1.3%	13.15%
All-time (ann.)	1.3%	13.15%
Best Day	7.58%	0.16%
Worst Day	-4.09%	0.0%
Best Month	10.21%	1.43%
Worst Month	-8.17%	0.32%
Best Year	2.34%	3.87%
Worst Year	-1.58%	3.16%
Avg. Drawdown	-4.89%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.04	-
Ulcer Index	0.06	0.0
Serenity Index	0.02	-
Avg. Up Month	4.02%	1.02%
Avg. Down Month	-	-
Win Days	51.75%	100.0%
Win Month	62.5%	100.0%
Win Quarter	75.0%	100.0%
Win Year	50.0%	100.0%
Beta	8.33	-
Alpha	-0.96	-
Correlation	10.02%	-
Treynor Ratio	0.09%	-