AKMC[Strategy] vs RUB Inflation[Benchmark]

26 May, 2026 - 1 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	80.0%	0.0%
Cumulative Return	1.05%	0.0%
CAGR﹪	88.25%	0.0%
Sharpe	5.99	-
Prob. Sharpe Ratio	85.91%	-
Smart Sharpe	2.87	-
Sortino	24.05	-
Smart Sortino	11.53	-
Sortino/√2	17.0	-
Smart Sortino/√2	8.15	-
Omega	3.72	3.72
Max Drawdown	-0.3%	-
Longest DD Days	-	-
Volatility (ann.)	8.82%	0.0%
R^2	0.0	0.0
Information Ratio	0.38	0.38
Calmar	298.07	-
Skew	1.46	0.0
Kurtosis	2.16	0.0
Expected Daily	0.21%	0.0%
Expected Monthly	0.52%	0.0%
Expected Yearly	1.05%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.0%	1.0%
Daily Value-at-Risk	-0.7%	-
Expected Shortfall (cVaR)	-0.7%	-
Max Consecutive Wins	1	0
Max Consecutive Losses	1	0
Gain/Pain Ratio	2.72	-
Gain/Pain (1M)	13.74	-
Payoff Ratio	-	-
Profit Factor	3.72	-
Common Sense Ratio	14.03	-
CPC Index	-	-
Tail Ratio	3.77	-
Outlier Win Ratio	1.14	-
Outlier Loss Ratio	0.75	-
MTD	1.12%	0.0%
3M	1.05%	0.0%
6M	1.05%	0.0%
YTD	1.05%	0.0%
1Y	1.05%	0.0%
3Y (ann.)	88.25%	0.0%
5Y (ann.)	88.25%	0.0%
10Y (ann.)	88.25%	0.0%
All-time (ann.)	88.25%	0.0%
Best Day	1.12%	0.0%
Worst Day	-0.3%	0.0%
Best Month	1.12%	0.0%
Worst Month	-0.08%	0.0%
Best Year	1.05%	0.0%
Worst Year	1.05%	0.0%
Avg. Drawdown	-0.19%	-
Avg. Drawdown Days	-	-
Recovery Factor	3.53	-
Ulcer Index	0.0	0.0
Serenity Index	13.03	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	50.0%	0.0%
Win Month	50.0%	0.0%
Win Quarter	100.0%	0.0%
Win Year	100.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-