AKPP[Strategy] vs RUB Inflation[Benchmark]

26 Feb, 2025 - 14 Mar, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	85.0%	0.0%
Cumulative Return	-1.26%	0.0%
CAGR﹪	-25.08%	0.0%
Sharpe	-2.27	-
Prob. Sharpe Ratio	29.83%	-
Smart Sharpe	-1.47	-
Sortino	-2.77	-
Smart Sortino	-1.8	-
Sortino/√2	-1.96	-
Smart Sortino/√2	-1.27	-
Omega	0.64	0.64
Max Drawdown	-2.86%	-
Longest DD Days	-	-
Volatility (ann.)	10.57%	0.0%
R^2	0.0	0.0
Information Ratio	-0.14	-0.14
Calmar	-8.75	-
Skew	-0.89	0.0
Kurtosis	1.77	0.0
Expected Daily	-0.1%	0.0%
Expected Monthly	-0.63%	0.0%
Expected Yearly	-1.26%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.0%	1.0%
Daily Value-at-Risk	-1.19%	-
Expected Shortfall (cVaR)	-1.19%	-
Max Consecutive Wins	2	0
Max Consecutive Losses	3	0
Gain/Pain Ratio	-0.36	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.64	-
Common Sense Ratio	0.42	-
CPC Index	-	-
Tail Ratio	0.66	-
Outlier Win Ratio	1.46	-
Outlier Loss Ratio	1.38	-
MTD	-1.25%	0.0%
3M	-1.26%	0.0%
6M	-1.26%	0.0%
YTD	-1.26%	0.0%
1Y	-1.26%	0.0%
3Y (ann.)	-25.08%	0.0%
5Y (ann.)	-25.08%	0.0%
10Y (ann.)	-25.08%	0.0%
All-time (ann.)	-25.08%	0.0%
Best Day	0.94%	0.0%
Worst Day	-1.66%	0.0%
Best Month	-0.01%	0.0%
Worst Month	-1.25%	0.0%
Best Year	-1.26%	0.0%
Worst Year	-1.26%	0.0%
Avg. Drawdown	-1.44%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.44	-
Ulcer Index	0.01	0.0
Serenity Index	-0.23	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	45.45%	0.0%
Win Month	0.0%	0.0%
Win Quarter	0.0%	0.0%
Win Year	0.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-