AKMP[Strategy] vs RUB Inflation[Benchmark]

25 Feb, 2025 - 29 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	9.48%	3.36%
CAGR﹪	19.56%	6.74%
Sharpe	15.39	13.16
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	13.09	11.2
Sortino	69.54	-
Smart Sortino	59.15	-
Sortino/√2	49.17	-
Smart Sortino/√2	41.82	-
Omega	14.56	14.56
Max Drawdown	-0.09%	-
Longest DD Days	-	-
Volatility (ann.)	0.98%	0.42%
R^2	0.0	0.0
Information Ratio	0.58	0.58
Calmar	209.54	-
Skew	0.33	6.39
Kurtosis	0.18	41.74
Expected Daily	0.06%	0.02%
Expected Monthly	1.3%	0.47%
Expected Yearly	9.48%	3.36%
Kelly Criterion	-	-
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	12	150
Max Consecutive Losses	2	0
Gain/Pain Ratio	13.56	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	14.56	-
Common Sense Ratio	80.24	-
CPC Index	-	-
Tail Ratio	5.51	3.4
Outlier Win Ratio	2.75	9.63
Outlier Loss Ratio	1.04	-
MTD	1.32%	0.46%
3M	4.44%	1.27%
6M	9.37%	2.95%
YTD	9.48%	3.36%
1Y	9.48%	3.36%
3Y (ann.)	19.56%	6.74%
5Y (ann.)	19.56%	6.74%
10Y (ann.)	19.56%	6.74%
All-time (ann.)	19.56%	6.74%
Best Day	0.26%	0.2%
Worst Day	-0.08%	0.0%
Best Month	1.73%	0.65%
Worst Month	0.26%	0.2%
Best Year	9.48%	3.36%
Worst Year	9.48%	3.36%
Avg. Drawdown	-0.03%	-
Avg. Drawdown Days	-	-
Recovery Factor	101.53	-
Ulcer Index	0.0	0.0
Serenity Index	1361.89	-
Avg. Up Month	1.3%	0.47%
Avg. Down Month	-	-
Win Days	82.86%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.14	-
Alpha	0.14	-
Correlation	5.82%	-
Treynor Ratio	69.49%	-