AKPP[Strategy] vs RUB Inflation[Benchmark]

26 Feb, 2025 - 1 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	35.82%	3.14%
CAGR﹪	56.92%	4.65%
Sharpe	1.67	9.17
Prob. Sharpe Ratio	91.5%	100.0%
Smart Sharpe	1.42	7.82
Sortino	2.54	42.31
Smart Sortino	2.17	36.09
Sortino/√2	1.8	29.92
Smart Sortino/√2	1.53	25.52
Omega	1.33	1.33
Max Drawdown	-13.59%	-0.4%
Longest DD Days	97	66
Volatility (ann.)	28.73%	0.48%
R^2	0.0	0.0
Information Ratio	0.1	0.1
Calmar	4.19	11.64
Skew	-0.25	6.35
Kurtosis	2.0	52.76
Expected Daily	0.17%	0.02%
Expected Monthly	3.11%	0.31%
Expected Yearly	35.82%	3.14%
Kelly Criterion	26.57%	76.41%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.79%	-0.03%
Expected Shortfall (cVaR)	-2.79%	-0.03%
Max Consecutive Wins	6	108
Max Consecutive Losses	4	21
Gain/Pain Ratio	0.33	7.72
Gain/Pain (1M)	3.16	7.72
Payoff Ratio	1.73	1.04
Profit Factor	1.33	8.72
Common Sense Ratio	1.88	14.09
CPC Index	1.23	7.94
Tail Ratio	1.41	1.62
Outlier Win Ratio	1.64	102.7
Outlier Loss Ratio	1.98	129.33
MTD	-0.38%	0.02%
3M	17.24%	0.31%
6M	48.41%	1.52%
YTD	35.82%	3.14%
1Y	35.82%	3.14%
3Y (ann.)	56.92%	4.65%
5Y (ann.)	56.92%	4.65%
10Y (ann.)	56.92%	4.65%
All-time (ann.)	56.92%	4.65%
Best Day	4.92%	0.27%
Worst Day	-7.59%	-0.02%
Best Month	15.22%	0.65%
Worst Month	-5.99%	-0.4%
Best Year	35.82%	3.14%
Worst Year	35.82%	3.14%
Avg. Drawdown	-3.54%	-0.4%
Avg. Drawdown Days	14	66
Recovery Factor	2.64	7.85
Ulcer Index	0.06	0.0
Serenity Index	1.07	3.47
Avg. Up Month	8.82%	0.38%
Avg. Down Month	-1.84%	-0.4%
Win Days	53.45%	88.0%
Win Month	50.0%	90.0%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.37	-
Alpha	0.5	-
Correlation	-0.61%	-
Treynor Ratio	-98.05%	-