AKMM[Strategy] vs RUB Inflation[Benchmark]

14 Jul, 2022 - 19 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	69.75%	29.88%
CAGR﹪	14.74%	7.03%
Sharpe	18.86	20.39
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	17.65	19.08
Sortino	226.93	74.71
Smart Sortino	212.34	69.9
Sortino/√2	160.46	52.83
Smart Sortino/√2	150.15	49.43
Omega	88.96	88.96
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	279.44	8.02
Skew	1.29	0.0
Kurtosis	2.17	1.03
Expected Daily	0.05%	0.02%
Expected Monthly	1.13%	0.56%
Expected Yearly	11.16%	5.37%
Kelly Criterion	94.93%	89.77%
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	87.96	20.42
Gain/Pain (1M)	-	20.42
Payoff Ratio	5.05	1.32
Profit Factor	88.96	21.42
Common Sense Ratio	-	88.25
CPC Index	430.1	26.64
Tail Ratio	-	4.12
Outlier Win Ratio	2.38	4.56
Outlier Loss Ratio	1.61	1.1
MTD	0.58%	0.36%
3M	3.52%	1.93%
6M	7.61%	4.51%
YTD	5.49%	4.03%
1Y	17.58%	6.28%
3Y (ann.)	17.31%	8.24%
5Y (ann.)	14.74%	7.03%
10Y (ann.)	14.74%	7.03%
All-time (ann.)	14.74%	7.03%
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	1322.64	34.12
Ulcer Index	0.0	0.0
Serenity Index	129079.48	7.11
Avg. Up Month	1.16%	0.63%
Avg. Down Month	-	-
Win Days	95.77%	94.18%
Win Month	100.0%	93.62%
Win Quarter	100.0%	93.75%
Win Year	100.0%	100.0%
Beta	0.37	-
Alpha	0.1	-
Correlation	16.74%	-
Treynor Ratio	190.36%	-