AKMP[Strategy] vs RUB Inflation[Benchmark]

25 Feb, 2025 - 17 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	18.49%	7.03%
CAGR﹪	17.45%	6.66%
Sharpe	14.71	13.15
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	13.13	11.74
Sortino	69.84	77.73
Smart Sortino	62.35	69.39
Sortino/√2	49.38	54.96
Smart Sortino/√2	44.09	49.07
Omega	15.45	15.45
Max Drawdown	-0.09%	-0.4%
Longest DD Days	4	64
Volatility (ann.)	0.9%	0.4%
R^2	0.0	0.0
Information Ratio	0.51	0.51
Calmar	186.9	16.64
Skew	0.57	3.75
Kurtosis	0.51	23.2
Expected Daily	0.05%	0.02%
Expected Monthly	1.22%	0.49%
Expected Yearly	8.85%	3.46%
Kelly Criterion	79.15%	86.46%
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	171
Max Consecutive Losses	2	27
Gain/Pain Ratio	14.45	16.96
Gain/Pain (1M)	-	16.96
Payoff Ratio	3.92	1.61
Profit Factor	15.45	17.96
Common Sense Ratio	85.24	88.43
CPC Index	50.48	26.58
Tail Ratio	5.52	4.92
Outlier Win Ratio	2.05	5.61
Outlier Loss Ratio	1.72	2.72
MTD	0.55%	0.44%
3M	3.48%	2.97%
6M	7.47%	4.24%
YTD	2.72%	2.81%
1Y	17.29%	6.06%
3Y (ann.)	17.45%	6.66%
5Y (ann.)	17.45%	6.66%
10Y (ann.)	17.45%	6.66%
All-time (ann.)	17.45%	6.66%
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	2.72%	2.81%
Avg. Drawdown	-0.03%	-0.4%
Avg. Drawdown Days	1	64
Recovery Factor	198.03	17.58
Ulcer Index	0.0	0.0
Serenity Index	3311.35	9.45
Avg. Up Month	1.21%	0.56%
Avg. Down Month	-	-
Win Days	83.39%	91.64%
Win Month	100.0%	92.86%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.03	-
Alpha	0.13	-
Correlation	1.34%	-
Treynor Ratio	616.56%	-