AKMP[Strategy] vs RUB Inflation[Benchmark]

25 Feb, 2025 - 3 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	92.0%	98.0%
Cumulative Return	3.52%	2.01%
CAGR﹪	20.73%	11.47%
Sharpe	18.43	15.45
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	14.3	11.99
Sortino	116.93	-
Smart Sortino	90.73	-
Sortino/√2	82.69	-
Smart Sortino/√2	64.15	-
Omega	30.17	30.17
Max Drawdown	-0.06%	-
Longest DD Days	-	-
Volatility (ann.)	0.97%	0.66%
R^2	0.01	0.01
Information Ratio	0.42	0.42
Calmar	349.07	-
Skew	0.33	3.7
Kurtosis	0.03	12.45
Expected Daily	0.07%	0.04%
Expected Monthly	0.87%	0.5%
Expected Yearly	3.52%	2.01%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.03%
Expected Shortfall (cVaR)	-0.03%	-0.03%
Max Consecutive Wins	12	48
Max Consecutive Losses	1	0
Gain/Pain Ratio	29.17	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	30.17	-
Common Sense Ratio	311.87	-
CPC Index	-	-
Tail Ratio	10.34	4.33
Outlier Win Ratio	2.5	4.99
Outlier Loss Ratio	0.54	-
MTD	0.13%	0.06%
3M	3.52%	2.01%
6M	3.52%	2.01%
YTD	3.52%	2.01%
1Y	3.52%	2.01%
3Y (ann.)	20.73%	11.47%
5Y (ann.)	20.73%	11.47%
10Y (ann.)	20.73%	11.47%
All-time (ann.)	20.73%	11.47%
Best Day	0.24%	0.2%
Worst Day	-0.06%	0.0%
Best Month	1.73%	0.68%
Worst Month	0.13%	0.06%
Best Year	3.52%	2.01%
Worst Year	3.52%	2.01%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	59.25	-
Ulcer Index	0.0	0.0
Serenity Index	1238.6	-
Avg. Up Month	0.87%	0.5%
Avg. Down Month	-	-
Win Days	88.89%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.12	-
Alpha	0.17	-
Correlation	8.39%	-
Treynor Ratio	28.84%	-