AKPP[Strategy] vs RUB Inflation[Benchmark]

26 Feb, 2025 - 8 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	99.0%
Cumulative Return	-7.16%	2.04%
CAGR﹪	-31.74%	10.94%
Sharpe	-1.74	13.36
Prob. Sharpe Ratio	21.89%	100.0%
Smart Sharpe	-1.18	9.05
Sortino	-2.2	-
Smart Sortino	-1.49	-
Sortino/√2	-1.55	-
Smart Sortino/√2	-1.05	-
Omega	0.73	0.73
Max Drawdown	-9.99%	-
Longest DD Days	-	-
Volatility (ann.)	19.99%	0.75%
R^2	0.0	0.0
Information Ratio	-0.14	-0.14
Calmar	-3.18	-
Skew	-0.08	4.82
Kurtosis	2.03	22.41
Expected Daily	-0.15%	0.04%
Expected Monthly	-1.84%	0.51%
Expected Yearly	-7.16%	2.04%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.21%	-0.04%
Expected Shortfall (cVaR)	-2.21%	-0.04%
Max Consecutive Wins	4	50
Max Consecutive Losses	3	0
Gain/Pain Ratio	-0.27	-
Gain/Pain (1M)	-0.83	-
Payoff Ratio	-	-
Profit Factor	0.73	-
Common Sense Ratio	0.42	-
CPC Index	-	-
Tail Ratio	0.57	1.0
Outlier Win Ratio	2.23	37.38
Outlier Loss Ratio	1.34	-
MTD	1.45%	0.15%
3M	-7.16%	2.04%
6M	-7.16%	2.04%
YTD	-7.16%	2.04%
1Y	-7.16%	2.04%
3Y (ann.)	-31.74%	10.94%
5Y (ann.)	-31.74%	10.94%
10Y (ann.)	-31.74%	10.94%
All-time (ann.)	-31.74%	10.94%
Best Day	4.02%	0.27%
Worst Day	-3.27%	0.0%
Best Month	1.45%	0.68%
Worst Month	-5.99%	0.15%
Best Year	-7.16%	2.04%
Worst Year	-7.16%	2.04%
Avg. Drawdown	-5.0%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.72	-
Ulcer Index	0.06	0.0
Serenity Index	-0.13	-
Avg. Up Month	1.45%	0.15%
Avg. Down Month	-	-
Win Days	55.1%	100.0%
Win Month	25.0%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	0.53	-
Alpha	-0.4	-
Correlation	1.99%	-
Treynor Ratio	-13.42%	-