AKIE[Strategy] vs RUB Inflation[Benchmark]

26 Sep, 2024 - 22 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	1.36%	9.72%
CAGR﹪	1.1%	7.78%
Sharpe	0.16	18.83
Prob. Sharpe Ratio	57.2%	100.0%
Smart Sharpe	0.16	18.71
Sortino	0.23	92.58
Smart Sortino	0.23	92.0
Sortino/√2	0.16	65.46
Smart Sortino/√2	0.16	65.06
Omega	1.03	1.03
Max Drawdown	-20.16%	-0.4%
Longest DD Days	299	63
Volatility (ann.)	22.81%	0.38%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	0.05	19.45
Skew	0.41	1.12
Kurtosis	2.69	4.97
Expected Daily	0.0%	0.03%
Expected Monthly	0.08%	0.58%
Expected Yearly	0.68%	4.75%
Kelly Criterion	28.43%	90.05%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.35%	-0.01%
Expected Shortfall (cVaR)	-2.35%	-0.01%
Max Consecutive Wins	7	220
Max Consecutive Losses	7	21
Gain/Pain Ratio	0.03	23.15
Gain/Pain (1M)	0.15	23.15
Payoff Ratio	2.23	1.77
Profit Factor	1.03	24.15
Common Sense Ratio	0.95	85.6
CPC Index	1.16	40.1
Tail Ratio	0.93	3.54
Outlier Win Ratio	1.89	62.83
Outlier Loss Ratio	1.73	97.97
MTD	3.31%	0.35%
3M	-2.17%	1.38%
6M	1.34%	1.85%
YTD	-0.96%	5.63%
1Y	5.99%	6.07%
3Y (ann.)	1.1%	7.78%
5Y (ann.)	1.1%	7.78%
10Y (ann.)	1.1%	7.78%
All-time (ann.)	1.1%	7.78%
Best Day	7.58%	0.16%
Worst Day	-4.09%	-0.02%
Best Month	10.21%	1.43%
Worst Month	-8.17%	-0.4%
Best Year	2.34%	5.63%
Worst Year	-0.96%	3.87%
Avg. Drawdown	-5.12%	-0.4%
Avg. Drawdown Days	42	63
Recovery Factor	0.07	24.3
Ulcer Index	0.11	0.0
Serenity Index	0.01	16.07
Avg. Up Month	3.41%	0.74%
Avg. Down Month	-	-
Win Days	50.62%	93.64%
Win Month	62.5%	93.75%
Win Quarter	66.67%	100.0%
Win Year	50.0%	100.0%
Beta	2.25	-
Alpha	-0.12	-
Correlation	3.7%	-
Treynor Ratio	0.6%	-