AKMP[Strategy] vs RUB Inflation[Benchmark]

25 Feb, 2025 - 1 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	20.56%	7.94%
CAGR﹪	17.2%	6.7%
Sharpe	14.3	13.93
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	12.73	12.4
Sortino	63.88	82.15
Smart Sortino	56.84	73.1
Sortino/√2	45.17	58.09
Smart Sortino/√2	40.19	51.69
Omega	14.05	14.05
Max Drawdown	-0.09%	-0.4%
Longest DD Days	4	64
Volatility (ann.)	0.9%	0.38%
R^2	0.0	0.0
Information Ratio	0.49	0.49
Calmar	184.25	16.76
Skew	0.56	4.04
Kurtosis	0.52	27.0
Expected Daily	0.05%	0.02%
Expected Monthly	1.18%	0.48%
Expected Yearly	9.8%	3.9%
Kelly Criterion	78.93%	87.95%
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	214
Max Consecutive Losses	2	27
Gain/Pain Ratio	13.05	19.08
Gain/Pain (1M)	-	19.08
Payoff Ratio	3.84	1.58
Profit Factor	14.05	20.08
Common Sense Ratio	76.8	98.85
CPC Index	44.96	29.39
Tail Ratio	5.46	4.92
Outlier Win Ratio	2.06	5.65
Outlier Loss Ratio	1.69	2.86
MTD	0.03%	0.02%
3M	3.53%	2.03%
6M	7.35%	4.45%
YTD	4.52%	3.69%
1Y	16.62%	6.18%
3Y (ann.)	17.2%	6.7%
5Y (ann.)	17.2%	6.7%
10Y (ann.)	17.2%	6.7%
All-time (ann.)	17.2%	6.7%
Best Day	0.26%	0.2%
Worst Day	-0.08%	-0.01%
Best Month	1.73%	1.62%
Worst Month	0.03%	-0.4%
Best Year	15.35%	4.11%
Worst Year	4.52%	3.69%
Avg. Drawdown	-0.03%	-0.4%
Avg. Drawdown Days	1	64
Recovery Factor	220.24	19.86
Ulcer Index	0.0	0.0
Serenity Index	3241.1	11.39
Avg. Up Month	1.16%	0.54%
Avg. Down Month	-	-
Win Days	83.28%	92.62%
Win Month	100.0%	93.75%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.03	-
Alpha	0.13	-
Correlation	1.46%	-
Treynor Ratio	591.06%	-