AKIE[Strategy] vs RUB Inflation[Benchmark]

26 Sep, 2024 - 5 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-4.42%	8.77%
CAGR﹪	-3.99%	7.88%
Sharpe	-0.05	18.34
Prob. Sharpe Ratio	48.06%	100.0%
Smart Sharpe	-0.05	18.28
Sortino	-0.07	89.68
Smart Sortino	-0.07	89.42
Sortino/√2	-0.05	63.41
Smart Sortino/√2	-0.05	63.23
Omega	0.99	0.99
Max Drawdown	-20.16%	-0.4%
Longest DD Days	252	66
Volatility (ann.)	23.93%	0.4%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	-0.2	19.69
Skew	0.44	0.95
Kurtosis	2.37	3.98
Expected Daily	-0.02%	0.03%
Expected Monthly	-0.3%	0.56%
Expected Yearly	-2.24%	4.3%
Kelly Criterion	28.68%	88.91%
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	7	220
Max Consecutive Losses	7	21
Gain/Pain Ratio	-0.01	20.99
Gain/Pain (1M)	-0.04	20.99
Payoff Ratio	2.37	1.9
Profit Factor	0.99	21.99
Common Sense Ratio	0.94	77.94
CPC Index	1.17	38.76
Tail Ratio	0.95	3.54
Outlier Win Ratio	1.84	61.31
Outlier Loss Ratio	1.65	99.47
MTD	2.36%	0.05%
3M	-7.41%	0.38%
6M	-3.78%	1.52%
YTD	-6.61%	4.72%
1Y	1.33%	7.48%
3Y (ann.)	-3.99%	7.88%
5Y (ann.)	-3.99%	7.88%
10Y (ann.)	-3.99%	7.88%
All-time (ann.)	-3.99%	7.88%
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%	4.72%
Worst Year	-6.61%	3.87%
Avg. Drawdown	-5.12%	-0.4%
Avg. Drawdown Days	38	66
Recovery Factor	-0.22	21.94
Ulcer Index	0.1	0.0
Serenity Index	-0.04	13.43
Avg. Up Month	3.08%	0.74%
Avg. Down Month	-	-
Win Days	49.82%	92.73%
Win Month	60.0%	93.33%
Win Quarter	50.0%	100.0%
Win Year	50.0%	100.0%
Beta	2.78	-
Alpha	-0.21	-
Correlation	4.63%	-
Treynor Ratio	-1.59%	-