AKMM[Strategy] vs RUB Inflation[Benchmark]

14 Jul, 2022 - 6 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	71.02%	28.94%
CAGR﹪	14.76%	6.74%
Sharpe	18.86	19.07
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	17.61	17.8
Sortino	228.17	72.03
Smart Sortino	213.0	67.24
Sortino/√2	161.34	50.93
Smart Sortino/√2	150.62	47.55
Omega	90.2	90.2
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	0.61	0.61
Calmar	279.82	7.69
Skew	1.29	0.11
Kurtosis	2.18	0.7
Expected Daily	0.05%	0.02%
Expected Monthly	1.12%	0.53%
Expected Yearly	11.33%	5.22%
Kelly Criterion	95.01%	89.76%
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	89.2	19.86
Gain/Pain (1M)	-	19.86
Payoff Ratio	5.03	1.27
Profit Factor	90.2	20.86
Common Sense Ratio	-	85.93
CPC Index	435.02	24.92
Tail Ratio	-	4.12
Outlier Win Ratio	2.39	4.76
Outlier Loss Ratio	1.54	1.05
MTD	0.25%	0.03%
3M	3.67%	0.79%
6M	7.51%	3.56%
YTD	6.28%	3.28%
1Y	17.28%	5.27%
3Y (ann.)	17.47%	7.86%
5Y (ann.)	14.76%	6.74%
10Y (ann.)	14.76%	6.74%
All-time (ann.)	14.76%	6.74%
Best Day	0.25%	0.07%
Worst Day	-0.05%	-0.03%
Best Month	1.81%	1.62%
Worst Month	0.25%	-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	1346.7	33.05
Ulcer Index	0.0	0.0
Serenity Index	133344.48	7.17
Avg. Up Month	1.15%	0.6%
Avg. Down Month	-	-
Win Days	95.83%	94.28%
Win Month	100.0%	93.75%
Win Quarter	100.0%	93.75%
Win Year	100.0%	100.0%
Beta	0.37	-
Alpha	0.1	-
Correlation	17.43%	-
Treynor Ratio	190.87%	-