AKMP[Strategy] vs RUB Inflation[Benchmark]

25 Feb, 2025 - 29 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	12.2%	3.16%
CAGR﹪	18.62%	4.73%
Sharpe	14.8	9.27
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	13.04	8.17
Sortino	71.61	44.47
Smart Sortino	63.09	39.18
Sortino/√2	50.64	31.45
Smart Sortino/√2	44.61	27.71
Omega	15.02	15.02
Max Drawdown	-0.09%	-0.4%
Longest DD Days	4	66
Volatility (ann.)	0.94%	0.41%
R^2	0.01	0.01
Information Ratio	0.64	0.64
Calmar	199.49	11.83
Skew	0.49	5.48
Kurtosis	0.24	39.28
Expected Daily	0.06%	0.01%
Expected Monthly	1.29%	0.35%
Expected Yearly	12.2%	3.16%
Kelly Criterion	78.75%	76.89%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.04%	-0.03%
Expected Shortfall (cVaR)	-0.04%	-0.03%
Max Consecutive Wins	12	125
Max Consecutive Losses	2	27
Gain/Pain Ratio	14.02	7.78
Gain/Pain (1M)	-	7.78
Payoff Ratio	4.23	1.3
Profit Factor	15.02	8.78
Common Sense Ratio	84.68	18.24
CPC Index	52.61	9.89
Tail Ratio	5.64	2.08
Outlier Win Ratio	2.77	10.06
Outlier Loss Ratio	1.49	2.49
MTD	1.18%	0.33%
3M	3.92%	0.32%
6M	8.71%	1.51%
YTD	12.2%	3.16%
1Y	12.2%	3.16%
3Y (ann.)	18.62%	4.73%
5Y (ann.)	18.62%	4.73%
10Y (ann.)	18.62%	4.73%
All-time (ann.)	18.62%	4.73%
Best Day	0.26%	0.2%
Worst Day	-0.08%	-0.01%
Best Month	1.73%	0.65%
Worst Month	0.26%	-0.4%
Best Year	12.2%	3.16%
Worst Year	12.2%	3.16%
Avg. Drawdown	-0.03%	-0.4%
Avg. Drawdown Days	1	66
Recovery Factor	130.67	7.91
Ulcer Index	0.0	0.0
Serenity Index	2115.55	2.73
Avg. Up Month	1.27%	0.44%
Avg. Down Month	-	-
Win Days	82.81%	86.96%
Win Month	100.0%	88.89%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.18	-
Alpha	0.13	-
Correlation	7.72%	-
Treynor Ratio	68.24%	-