AKPP[Strategy] vs RUB Inflation[Benchmark]

26 Feb, 2025 - 15 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	11.99%	2.59%
CAGR﹪	27.53%	5.64%
Sharpe	1.12	10.13
Prob. Sharpe Ratio	77.91%	100.0%
Smart Sharpe	0.86	7.77
Sortino	1.69	-
Smart Sortino	1.29	-
Sortino/√2	1.19	-
Smart Sortino/√2	0.92	-
Omega	1.21	1.21
Max Drawdown	-9.99%	-
Longest DD Days	-	-
Volatility (ann.)	23.76%	0.53%
R^2	0.0	0.0
Information Ratio	0.06	0.06
Calmar	2.76	-
Skew	0.01	7.0
Kurtosis	1.05	50.87
Expected Daily	0.09%	0.02%
Expected Monthly	1.63%	0.37%
Expected Yearly	11.99%	2.59%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.36%	-0.03%
Expected Shortfall (cVaR)	-2.36%	-0.03%
Max Consecutive Wins	5	119
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.21	-
Gain/Pain (1M)	1.07	-
Payoff Ratio	-	-
Profit Factor	1.21	-
Common Sense Ratio	1.39	-
CPC Index	-	-
Tail Ratio	1.15	3.09
Outlier Win Ratio	1.83	97.45
Outlier Loss Ratio	1.46	-
MTD	-3.33%	0.11%
3M	21.07%	0.8%
6M	11.99%	2.59%
YTD	11.99%	2.59%
1Y	11.99%	2.59%
3Y (ann.)	27.53%	5.64%
5Y (ann.)	27.53%	5.64%
10Y (ann.)	27.53%	5.64%
All-time (ann.)	27.53%	5.64%
Best Day	4.43%	0.27%
Worst Day	-4.89%	0.0%
Best Month	14.52%	0.65%
Worst Month	-5.99%	0.11%
Best Year	11.99%	2.59%
Worst Year	11.99%	2.59%
Avg. Drawdown	-2.69%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.2	-
Ulcer Index	0.05	0.0
Serenity Index	0.34	-
Avg. Up Month	8.27%	0.29%
Avg. Down Month	-	-
Win Days	53.39%	100.0%
Win Month	42.86%	100.0%
Win Quarter	66.67%	100.0%
Win Year	100.0%	100.0%
Beta	-1.58	-
Alpha	0.35	-
Correlation	-3.52%	-
Treynor Ratio	-7.6%	-