AKMC[Strategy] vs RUB Inflation[Benchmark]

26 May, 2026 - 16 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	11.38%	1.5%
CAGR﹪	116.29%	11.24%
Sharpe	4.15	93.84
Prob. Sharpe Ratio	94.56%	97.11%
Smart Sharpe	3.45	77.89
Sortino	7.61	-
Smart Sortino	6.31	-
Sortino/√2	5.38	-
Smart Sortino/√2	4.46	-
Omega	1.99	1.99
Max Drawdown	-3.67%	-
Longest DD Days	-	-
Volatility (ann.)	18.09%	0.11%
R^2	0.0	0.0
Information Ratio	0.23	0.23
Calmar	31.69	-
Skew	0.1	-6.06
Kurtosis	-0.04	36.81
Expected Daily	0.29%	0.04%
Expected Monthly	3.66%	0.5%
Expected Yearly	11.38%	1.5%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.58%	-0.03%
Expected Shortfall (cVaR)	-1.58%	-0.03%
Max Consecutive Wins	8	36
Max Consecutive Losses	2	0
Gain/Pain Ratio	0.99	-
Gain/Pain (1M)	144.71	-
Payoff Ratio	-	-
Profit Factor	1.99	-
Common Sense Ratio	2.91	-
CPC Index	-	-
Tail Ratio	1.46	1.03
Outlier Win Ratio	1.45	33.29
Outlier Loss Ratio	1.21	-
MTD	0.13%	0.5%
3M	11.38%	1.5%
6M	11.38%	1.5%
YTD	11.38%	1.5%
1Y	11.38%	1.5%
3Y (ann.)	116.29%	11.24%
5Y (ann.)	116.29%	11.24%
10Y (ann.)	116.29%	11.24%
All-time (ann.)	116.29%	11.24%
Best Day	2.81%	0.04%
Worst Day	-2.3%	0.0%
Best Month	11.32%	0.87%
Worst Month	-0.08%	0.13%
Best Year	11.38%	1.5%
Worst Year	11.38%	1.5%
Avg. Drawdown	-1.41%	-
Avg. Drawdown Days	-	-
Recovery Factor	3.1	-
Ulcer Index	0.02	0.0
Serenity Index	2.78	-
Avg. Up Month	5.73%	0.68%
Avg. Down Month	-	-
Win Days	63.89%	100.0%
Win Month	66.67%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	6.66	-
Alpha	0.08	-
Correlation	3.98%	-
Treynor Ratio	1.71%	-