AKMP[Strategy] vs RUB Inflation[Benchmark]

25 Feb, 2025 - 17 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	22.27%	7.65%
CAGR﹪	16.63%	5.8%
Sharpe	13.7	12.28
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	12.53	11.23
Sortino	58.82	74.85
Smart Sortino	53.78	68.44
Sortino/√2	41.59	52.93
Smart Sortino/√2	38.03	48.39
Omega	12.37	12.37
Max Drawdown	-0.09%	-0.4%
Longest DD Days	4	64
Volatility (ann.)	0.9%	0.37%
R^2	0.0	0.0
Information Ratio	0.51	0.51
Calmar	178.19	14.51
Skew	0.58	4.19
Kurtosis	0.48	28.43
Expected Daily	0.05%	0.02%
Expected Monthly	1.19%	0.43%
Expected Yearly	10.58%	3.75%
Kelly Criterion	77.48%	88.61%
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	258
Max Consecutive Losses	3	27
Gain/Pain Ratio	11.37	18.4
Gain/Pain (1M)	-	18.4
Payoff Ratio	3.77	1.37
Profit Factor	12.37	19.4
Common Sense Ratio	65.62	95.49
CPC Index	38.38	24.81
Tail Ratio	5.3	4.92
Outlier Win Ratio	2.12	6.68
Outlier Loss Ratio	1.57	2.76
MTD	0.47%	0.1%
3M	3.21%	0.7%
6M	6.79%	3.57%
YTD	6.0%	3.4%
1Y	15.33%	5.34%
3Y (ann.)	16.63%	5.8%
5Y (ann.)	16.63%	5.8%
10Y (ann.)	16.63%	5.8%
All-time (ann.)	16.63%	5.8%
Best Day	0.26%	0.2%
Worst Day	-0.08%	-0.01%
Best Month	1.73%	1.62%
Worst Month	0.26%	-0.4%
Best Year	15.35%	4.11%
Worst Year	6.0%	3.4%
Avg. Drawdown	-0.03%	-0.4%
Avg. Drawdown Days	1	64
Recovery Factor	238.6	19.12
Ulcer Index	0.0	0.0
Serenity Index	2840.71	12.05
Avg. Up Month	1.18%	0.49%
Avg. Down Month	-	-
Win Days	82.2%	93.41%
Win Month	100.0%	94.12%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.11	-
Alpha	0.12	-
Correlation	4.34%	-
Treynor Ratio	209.84%	-