AKMM[Strategy] vs RUB Inflation[Benchmark]

14 Jul, 2022 - 22 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	73.87%	30.97%
CAGR﹪	14.73%	6.93%
Sharpe	18.71	19.87
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	17.41	18.49
Sortino	214.93	74.92
Smart Sortino	200.02	69.72
Sortino/√2	151.98	52.97
Smart Sortino/√2	141.44	49.3
Omega	80.65	80.65
Max Drawdown	-0.05%	-0.88%
Longest DD Days	3	150
Volatility (ann.)	0.67%	0.31%
R^2	0.03	0.03
Information Ratio	0.59	0.59
Calmar	279.4	7.92
Skew	1.27	0.05
Kurtosis	2.15	0.86
Expected Daily	0.05%	0.02%
Expected Monthly	1.14%	0.55%
Expected Yearly	11.7%	5.54%
Kelly Criterion	94.51%	90.22%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.02%	-0.01%
Expected Shortfall (cVaR)	-0.02%	-0.01%
Max Consecutive Wins	335	758
Max Consecutive Losses	2	34
Gain/Pain Ratio	79.65	21.08
Gain/Pain (1M)	-	21.08
Payoff Ratio	5.02	1.28
Profit Factor	80.65	22.08
Common Sense Ratio	-	90.94
CPC Index	386.01	26.74
Tail Ratio	-	4.12
Outlier Win Ratio	2.4	4.69
Outlier Loss Ratio	1.42	0.98
MTD	0.83%	0.68%
3M	3.5%	1.77%
6M	7.29%	3.84%
YTD	8.05%	4.91%
1Y	16.4%	6.34%
3Y (ann.)	17.74%	8.18%
5Y (ann.)	14.73%	6.93%
10Y (ann.)	14.73%	6.93%
All-time (ann.)	14.73%	6.93%
Best Day	0.25%	0.07%
Worst Day	-0.05%	-0.03%
Best Month	1.81%	1.62%
Worst Month	0.3%	-0.52%
Best Year	20.26%	9.51%
Worst Year	3.29%	0.5%
Avg. Drawdown	-0.02%	-0.64%
Avg. Drawdown Days	1	107
Recovery Factor	1400.89	35.36
Ulcer Index	0.0	0.0
Serenity Index	107952.32	7.83
Avg. Up Month	1.16%	0.62%
Avg. Down Month	-	-
Win Days	95.42%	94.5%
Win Month	100.0%	93.88%
Win Quarter	100.0%	94.12%
Win Year	100.0%	100.0%
Beta	0.36	-
Alpha	0.1	-
Correlation	16.52%	-
Treynor Ratio	205.33%	-