AKPP[Strategy] vs RUB Inflation[Benchmark]

26 Feb, 2025 - 8 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	83.31%	4.25%
CAGR﹪	101.36%	4.93%
Sharpe	2.18	11.04
Prob. Sharpe Ratio	97.27%	100.0%
Smart Sharpe	1.8	9.14
Sortino	3.26	50.96
Smart Sortino	2.7	42.19
Sortino/√2	2.31	36.03
Smart Sortino/√2	1.91	29.83
Omega	1.49	1.49
Max Drawdown	-14.48%	-0.4%
Longest DD Days	97	63
Volatility (ann.)	34.72%	0.43%
R^2	0.0	0.0
Information Ratio	0.13	0.13
Calmar	7.0	12.31
Skew	-0.66	6.92
Kurtosis	5.85	64.57
Expected Daily	0.28%	0.02%
Expected Monthly	5.18%	0.35%
Expected Yearly	35.39%	2.1%
Kelly Criterion	33.61%	81.59%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.3%	-0.03%
Expected Shortfall (cVaR)	-3.3%	-0.03%
Max Consecutive Wins	13	108
Max Consecutive Losses	4	21
Gain/Pain Ratio	0.49	10.39
Gain/Pain (1M)	6.46	10.39
Payoff Ratio	1.97	1.09
Profit Factor	1.49	11.39
Common Sense Ratio	2.21	18.42
CPC Index	1.64	11.19
Tail Ratio	1.49	1.62
Outlier Win Ratio	1.65	116.39
Outlier Loss Ratio	2.05	151.19
MTD	6.1%	0.06%
3M	33.18%	1.34%
6M	65.01%	1.84%
YTD	6.1%	0.06%
1Y	83.31%	4.25%
3Y (ann.)	101.36%	4.93%
5Y (ann.)	101.36%	4.93%
10Y (ann.)	101.36%	4.93%
All-time (ann.)	101.36%	4.93%
Best Day	8.77%	0.27%
Worst Day	-12.11%	-0.02%
Best Month	26.98%	0.65%
Worst Month	-5.99%	-0.4%
Best Year	72.76%	4.18%
Worst Year	6.1%	0.06%
Avg. Drawdown	-4.08%	-0.4%
Avg. Drawdown Days	15	63
Recovery Factor	5.75	10.63
Ulcer Index	0.06	0.0
Serenity Index	2.48	5.3
Avg. Up Month	11.03%	0.37%
Avg. Down Month	-1.84%	-0.4%
Win Days	55.96%	90.41%
Win Month	58.33%	91.67%
Win Quarter	80.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.06	-
Alpha	0.76	-
Correlation	-0.07%	-
Treynor Ratio	-1415.38%	-