AKMP[Strategy] vs RUB Inflation[Benchmark]

25 Feb, 2025 - 14 Mar, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	0.0%
Cumulative Return	1.02%	0.0%
CAGR﹪	24.25%	0.0%
Sharpe	13.72	-
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	10.82	-
Sortino	67.74	-
Smart Sortino	53.43	-
Sortino/√2	47.9	-
Smart Sortino/√2	37.78	-
Omega	12.35	12.35
Max Drawdown	-0.06%	-
Longest DD Days	-	-
Volatility (ann.)	1.33%	0.0%
R^2	0.0	0.0
Information Ratio	0.86	0.86
Calmar	408.47	-
Skew	0.39	0.0
Kurtosis	-0.39	0.0
Expected Daily	0.07%	0.0%
Expected Monthly	0.51%	0.0%
Expected Yearly	1.02%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.0%	1.0%
Daily Value-at-Risk	-0.07%	-
Expected Shortfall (cVaR)	-0.07%	-
Max Consecutive Wins	5	0
Max Consecutive Losses	1	0
Gain/Pain Ratio	11.35	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	12.35	-
Common Sense Ratio	70.6	-
CPC Index	-	-
Tail Ratio	5.72	-
Outlier Win Ratio	1.14	-
Outlier Loss Ratio	0.91	-
MTD	0.76%	0.0%
3M	1.02%	0.0%
6M	1.02%	0.0%
YTD	1.02%	0.0%
1Y	1.02%	0.0%
3Y (ann.)	24.25%	0.0%
5Y (ann.)	24.25%	0.0%
10Y (ann.)	24.25%	0.0%
All-time (ann.)	24.25%	0.0%
Best Day	0.24%	0.0%
Worst Day	-0.06%	0.0%
Best Month	0.76%	0.0%
Worst Month	0.26%	0.0%
Best Year	1.02%	0.0%
Worst Year	1.02%	0.0%
Avg. Drawdown	-0.03%	-
Avg. Drawdown Days	-	-
Recovery Factor	17.12	-
Ulcer Index	0.0	0.0
Serenity Index	145.84	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	76.92%	0.0%
Win Month	100.0%	0.0%
Win Quarter	100.0%	0.0%
Win Year	100.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-