AKPP[Strategy] vs RUB Inflation[Benchmark]

26 Feb, 2025 - 23 Jun, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	99.0%
Cumulative Return	5.9%	2.36%
CAGR﹪	19.59%	7.56%
Sharpe	0.93	11.78
Prob. Sharpe Ratio	70.31%	100.0%
Smart Sharpe	0.76	9.63
Sortino	1.47	-
Smart Sortino	1.2	-
Sortino/√2	1.04	-
Smart Sortino/√2	0.85	-
Omega	1.18	1.18
Max Drawdown	-9.99%	-
Longest DD Days	-	-
Volatility (ann.)	21.54%	0.62%
R^2	0.0	0.0
Information Ratio	0.04	0.04
Calmar	1.96	-
Skew	0.45	6.05
Kurtosis	1.67	36.28
Expected Daily	0.07%	0.03%
Expected Monthly	1.15%	0.47%
Expected Yearly	5.9%	2.36%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.15%	-0.04%
Expected Shortfall (cVaR)	-2.15%	-0.04%
Max Consecutive Wins	4	80
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.18	-
Gain/Pain (1M)	0.76	-
Payoff Ratio	-	-
Profit Factor	1.18	-
Common Sense Ratio	1.19	-
CPC Index	-	-
Tail Ratio	1.01	1.7
Outlier Win Ratio	2.18	75.79
Outlier Loss Ratio	1.65	-
MTD	12.01%	0.32%
3M	7.77%	1.34%
6M	5.9%	2.36%
YTD	5.9%	2.36%
1Y	5.9%	2.36%
3Y (ann.)	19.59%	7.56%
5Y (ann.)	19.59%	7.56%
10Y (ann.)	19.59%	7.56%
All-time (ann.)	19.59%	7.56%
Best Day	4.43%	0.27%
Worst Day	-3.27%	0.0%
Best Month	12.01%	0.65%
Worst Month	-5.99%	0.32%
Best Year	5.9%	2.36%
Worst Year	5.9%	2.36%
Avg. Drawdown	-3.31%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.59	-
Ulcer Index	0.06	0.0
Serenity Index	0.13	-
Avg. Up Month	7.66%	0.38%
Avg. Down Month	-	-
Win Days	51.9%	100.0%
Win Month	40.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.46	-
Alpha	0.23	-
Correlation	-1.31%	-
Treynor Ratio	-12.9%	-