AKMC[Strategy] vs RUB Inflation[Benchmark]

26 May, 2026 - 16 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	19.36%	2.01%
CAGR﹪	57.11%	5.22%
Sharpe	3.03	19.97
Prob. Sharpe Ratio	97.71%	100.0%
Smart Sharpe	2.88	19.02
Sortino	5.41	178.45
Smart Sortino	5.15	169.97
Sortino/√2	3.82	126.18
Smart Sortino/√2	3.64	120.19
Omega	1.64	1.64
Max Drawdown	-4.57%	-0.08%
Longest DD Days	43	36
Volatility (ann.)	14.68%	0.24%
R^2	0.0	0.0
Information Ratio	0.17	0.17
Calmar	12.51	65.2
Skew	0.33	-0.03
Kurtosis	0.21	-0.88
Expected Daily	0.17%	0.02%
Expected Monthly	2.99%	0.33%
Expected Yearly	19.36%	2.01%
Kelly Criterion	20.64%	76.63%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.34%	-0.01%
Expected Shortfall (cVaR)	-1.34%	-0.01%
Max Consecutive Wins	8	47
Max Consecutive Losses	4	21
Gain/Pain Ratio	0.64	24.9
Gain/Pain (1M)	5.9	24.9
Payoff Ratio	1.32	7.39
Profit Factor	1.64	25.9
Common Sense Ratio	2.88	280.35
CPC Index	1.19	151.93
Tail Ratio	1.75	10.83
Outlier Win Ratio	1.45	46.65
Outlier Loss Ratio	1.37	221.34
MTD	0.38%	0.19%
3M	8.74%	0.74%
6M	19.36%	2.01%
YTD	19.36%	2.01%
1Y	19.36%	2.01%
3Y (ann.)	57.11%	5.22%
5Y (ann.)	57.11%	5.22%
10Y (ann.)	57.11%	5.22%
All-time (ann.)	57.11%	5.22%
Best Day	2.81%	0.04%
Worst Day	-2.3%	-0.0%
Best Month	11.32%	0.87%
Worst Month	-3.01%	-0.08%
Best Year	19.36%	2.01%
Worst Year	19.36%	2.01%
Avg. Drawdown	-1.3%	-0.08%
Avg. Drawdown Days	8	36
Recovery Factor	4.24	25.15
Ulcer Index	0.02	0.0
Serenity Index	2.35	29.54
Avg. Up Month	4.32%	0.53%
Avg. Down Month	-	-
Win Days	54.9%	79.41%
Win Month	66.67%	83.33%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	2.21	-
Alpha	0.34	-
Correlation	3.67%	-
Treynor Ratio	8.77%	-