AKMP[Strategy] vs RUB Inflation[Benchmark]

25 Feb, 2025 - 17 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	14.53%	4.05%
CAGR﹪	18.28%	5.03%
Sharpe	14.94	10.8
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	13.06	9.44
Sortino	69.31	51.77
Smart Sortino	60.61	45.26
Sortino/√2	49.01	36.6
Smart Sortino/√2	42.85	32.01
Omega	15.1	15.1
Max Drawdown	-0.09%	-0.4%
Longest DD Days	4	64
Volatility (ann.)	0.92%	0.37%
R^2	0.0	0.0
Information Ratio	0.63	0.63
Calmar	195.79	12.58
Skew	0.46	5.87
Kurtosis	0.28	46.5
Expected Daily	0.05%	0.02%
Expected Monthly	1.24%	0.36%
Expected Yearly	14.53%	4.05%
Kelly Criterion	79.53%	80.82%
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	125
Max Consecutive Losses	2	27
Gain/Pain Ratio	14.1	9.9
Gain/Pain (1M)	-	9.9
Payoff Ratio	4.09	1.31
Profit Factor	15.1	10.9
Common Sense Ratio	84.17	22.67
CPC Index	51.65	12.76
Tail Ratio	5.57	2.08
Outlier Win Ratio	2.29	8.02
Outlier Loss Ratio	1.62	2.77
MTD	0.78%	0.26%
3M	3.88%	1.33%
6M	8.03%	1.81%
YTD	14.53%	4.05%
1Y	14.53%	4.05%
3Y (ann.)	18.28%	5.03%
5Y (ann.)	18.28%	5.03%
10Y (ann.)	18.28%	5.03%
All-time (ann.)	18.28%	5.03%
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	14.53%	4.05%
Worst Year	14.53%	4.05%
Avg. Drawdown	-0.03%	-0.4%
Avg. Drawdown Days	1	64
Recovery Factor	155.65	10.12
Ulcer Index	0.0	0.0
Serenity Index	2394.44	3.83
Avg. Up Month	1.23%	0.44%
Avg. Down Month	-	-
Win Days	83.55%	89.11%
Win Month	100.0%	90.91%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.16	-
Alpha	0.13	-
Correlation	6.65%	-
Treynor Ratio	88.38%	-