AKPP[Strategy] vs RUB Inflation[Benchmark]

26 Feb, 2025 - 13 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	50.74%	7.4%
CAGR﹪	43.97%	6.54%
Sharpe	1.05	13.21
Prob. Sharpe Ratio	85.99%	100.0%
Smart Sharpe	0.82	10.33
Sortino	1.47	76.88
Smart Sortino	1.15	60.11
Sortino/√2	1.04	54.36
Smart Sortino/√2	0.81	42.5
Omega	1.23	1.23
Max Drawdown	-36.53%	-0.4%
Longest DD Days	97	63
Volatility (ann.)	44.2%	0.48%
R^2	0.0	0.0
Information Ratio	0.06	0.06
Calmar	1.2	16.35
Skew	-0.74	4.25
Kurtosis	9.92	29.88
Expected Daily	0.14%	0.03%
Expected Monthly	2.77%	0.48%
Expected Yearly	22.78%	3.63%
Kelly Criterion	33.8%	87.39%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-4.4%	-0.02%
Expected Shortfall (cVaR)	-4.4%	-0.02%
Max Consecutive Wins	13	154
Max Consecutive Losses	5	21
Gain/Pain Ratio	0.23	17.81
Gain/Pain (1M)	1.14	17.81
Payoff Ratio	2.18	1.43
Profit Factor	1.23	18.81
Common Sense Ratio	1.44	93.22
CPC Index	1.46	24.9
Tail Ratio	1.17	4.96
Outlier Win Ratio	1.87	117.76
Outlier Loss Ratio	2.28	214.2
MTD	-0.94%	0.25%
3M	-20.71%	2.84%
6M	6.02%	4.33%
YTD	-12.75%	3.23%
1Y	62.6%	5.96%
3Y (ann.)	43.97%	6.54%
5Y (ann.)	43.97%	6.54%
10Y (ann.)	43.97%	6.54%
All-time (ann.)	43.97%	6.54%
Best Day	15.31%	0.27%
Worst Day	-17.39%	-0.02%
Best Month	29.17%	1.62%
Worst Month	-20.04%	-0.4%
Best Year	72.76%	4.04%
Worst Year	-12.75%	3.23%
Avg. Drawdown	-5.53%	-0.4%
Avg. Drawdown Days	17	63
Recovery Factor	1.39	18.49
Ulcer Index	0.13	0.0
Serenity Index	0.46	13.33
Avg. Up Month	14.32%	0.57%
Avg. Down Month	-1.84%	-0.4%
Win Days	54.61%	92.58%
Win Month	46.67%	93.33%
Win Quarter	50.0%	100.0%
Win Year	50.0%	100.0%
Beta	4.19	-
Alpha	0.2	-
Correlation	4.55%	-
Treynor Ratio	12.1%	-