AKMC[Strategy] vs RUB Inflation[Benchmark]

26 May, 2026 - 1 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	23.8%	2.07%
CAGR﹪	121.46%	7.92%
Sharpe	5.03	50.05
Prob. Sharpe Ratio	99.65%	-
Smart Sharpe	4.39	43.73
Sortino	9.56	-
Smart Sortino	8.35	-
Sortino/√2	6.76	-
Smart Sortino/√2	5.91	-
Omega	2.31	2.31
Max Drawdown	-3.67%	-
Longest DD Days	-	-
Volatility (ann.)	15.54%	0.15%
R^2	0.01	0.01
Information Ratio	0.29	0.29
Calmar	33.1	-
Skew	0.08	0.17
Kurtosis	0.22	-0.33
Expected Daily	0.31%	0.03%
Expected Monthly	4.36%	0.41%
Expected Yearly	23.8%	2.07%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.3%	-0.01%
Expected Shortfall (cVaR)	-1.3%	-0.01%
Max Consecutive Wins	8	69
Max Consecutive Losses	4	0
Gain/Pain Ratio	1.31	-
Gain/Pain (1M)	284.89	-
Payoff Ratio	-	-
Profit Factor	2.31	-
Common Sense Ratio	3.59	-
CPC Index	-	-
Tail Ratio	1.55	1.76
Outlier Win Ratio	1.45	43.02
Outlier Loss Ratio	1.46	-
MTD	0.98%	0.02%
3M	23.89%	1.94%
6M	23.8%	2.07%
YTD	23.8%	2.07%
1Y	23.8%	2.07%
3Y (ann.)	121.46%	7.92%
5Y (ann.)	121.46%	7.92%
10Y (ann.)	121.46%	7.92%
All-time (ann.)	121.46%	7.92%
Best Day	2.81%	0.04%
Worst Day	-2.3%	0.0%
Best Month	11.32%	0.87%
Worst Month	-0.08%	0.02%
Best Year	23.8%	2.07%
Worst Year	23.8%	2.07%
Avg. Drawdown	-1.05%	-
Avg. Drawdown Days	-	-
Recovery Factor	6.49	-
Ulcer Index	0.01	0.0
Serenity Index	8.02	-
Avg. Up Month	5.6%	0.48%
Avg. Down Month	-	-
Win Days	62.32%	100.0%
Win Month	80.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	11.16	-
Alpha	-0.04	-
Correlation	10.58%	-
Treynor Ratio	2.13%	-