AKMP[Strategy] vs RUB Inflation[Benchmark]

25 Feb, 2025 - 4 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	24.4%	9.59%
CAGR﹪	16.39%	6.57%
Sharpe	13.78	14.31
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	12.75	13.24
Sortino	58.97	88.35
Smart Sortino	54.56	81.74
Sortino/√2	41.7	62.48
Smart Sortino/√2	38.58	57.8
Omega	12.55	12.55
Max Drawdown	-0.09%	-0.4%
Longest DD Days	4	64
Volatility (ann.)	0.88%	0.35%
R^2	0.0	0.0
Information Ratio	0.47	0.47
Calmar	175.57	16.43
Skew	0.59	3.98
Kurtosis	0.59	28.4
Expected Daily	0.05%	0.02%
Expected Monthly	1.16%	0.48%
Expected Yearly	11.53%	4.68%
Kelly Criterion	77.83%	90.11%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.04%	-0.02%
Expected Shortfall (cVaR)	-0.04%	-0.02%
Max Consecutive Wins	17	302
Max Consecutive Losses	3	27
Gain/Pain Ratio	11.55	22.85
Gain/Pain (1M)	-	22.85
Payoff Ratio	3.66	1.51
Profit Factor	12.55	23.85
Common Sense Ratio	66.3	117.4
CPC Index	37.91	33.86
Tail Ratio	5.28	4.92
Outlier Win Ratio	2.14	5.98
Outlier Loss Ratio	1.53	2.63
MTD	0.12%	0.06%
3M	3.17%	2.06%
6M	6.58%	3.52%
YTD	7.85%	5.26%
1Y	15.0%	6.52%
3Y (ann.)	16.39%	6.57%
5Y (ann.)	16.39%	6.57%
10Y (ann.)	16.39%	6.57%
All-time (ann.)	16.39%	6.57%
Best Day	0.26%	0.2%
Worst Day	-0.08%	-0.01%
Best Month	1.73%	1.62%
Worst Month	0.12%	-0.4%
Best Year	15.35%	5.26%
Worst Year	7.85%	4.11%
Avg. Drawdown	-0.03%	-0.4%
Avg. Drawdown Days	1	64
Recovery Factor	261.34	23.97
Ulcer Index	0.0	0.0
Serenity Index	3235.24	16.16
Avg. Up Month	1.14%	0.53%
Avg. Down Month	-	-
Win Days	82.59%	94.05%
Win Month	100.0%	94.74%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.04	-
Alpha	0.12	-
Correlation	1.75%	-
Treynor Ratio	562.31%	-