AKMM[Strategy] vs RUB Inflation[Benchmark]

14 Jul, 2022 - 23 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	55.99%	23.65%
CAGR﹪	14.52%	6.69%
Sharpe	19.09	19.63
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	17.8	18.31
Sortino	219.26	66.58
Smart Sortino	204.48	62.1
Sortino/√2	155.04	47.08
Smart Sortino/√2	144.59	43.91
Omega	89.07	89.07
Max Drawdown	-0.05%	-0.88%
Longest DD Days	3	150
Volatility (ann.)	0.67%	0.31%
R^2	0.04	0.04
Information Ratio	0.62	0.62
Calmar	275.34	7.64
Skew	1.29	-0.28
Kurtosis	2.1	0.62
Expected Daily	0.05%	0.02%
Expected Monthly	1.12%	0.53%
Expected Yearly	11.76%	5.45%
Kelly Criterion	95.38%	87.7%
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	1	34
Gain/Pain Ratio	88.07	16.59
Gain/Pain (1M)	-	16.59
Payoff Ratio	5.06	1.32
Profit Factor	89.07	17.59
Common Sense Ratio	-	70.64
CPC Index	433.67	21.66
Tail Ratio	-	4.02
Outlier Win Ratio	2.32	4.47
Outlier Loss Ratio	1.63	1.23
MTD	1.02%	0.28%
3M	4.38%	0.38%
6M	9.6%	1.54%
YTD	16.58%	4.59%
1Y	21.22%	7.73%
3Y (ann.)	15.48%	7.69%
5Y (ann.)	14.52%	6.69%
10Y (ann.)	14.52%	6.69%
All-time (ann.)	14.52%	6.69%
Best Day	0.25%	0.07%
Worst Day	-0.05%	-0.03%
Best Month	1.81%	1.43%
Worst Month	0.3%	-0.52%
Best Year	18.05%	9.51%
Worst Year	3.29%	0.5%
Avg. Drawdown	-0.02%	-0.64%
Avg. Drawdown Days	1	108
Recovery Factor	1061.75	27.01
Ulcer Index	0.0	0.0
Serenity Index	97077.65	4.72
Avg. Up Month	1.14%	0.61%
Avg. Down Month	-	-
Win Days	96.14%	92.99%
Win Month	100.0%	92.5%
Win Quarter	100.0%	92.86%
Win Year	100.0%	100.0%
Beta	0.44	-
Alpha	0.1	-
Correlation	20.27%	-
Treynor Ratio	128.18%	-