AKQU[Strategy] vs RUB Inflation[Benchmark]

5 Dec, 2022 - 22 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	0.43%	31.26%
CAGR﹪	0.12%	7.78%
Sharpe	0.26	23.16
Prob. Sharpe Ratio	69.73%	100.0%
Smart Sharpe	0.18	15.89
Sortino	0.46	163.27
Smart Sortino	0.32	112.06
Sortino/√2	0.33	115.45
Smart Sortino/√2	0.23	79.24
Omega	1.08	1.08
Max Drawdown	-52.3%	-0.4%
Longest DD Days	1080	63
Volatility (ann.)	56.19%	0.32%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.0	19.45
Skew	7.12	0.84
Kurtosis	159.1	1.93
Expected Daily	0.0%	0.03%
Expected Monthly	0.01%	0.62%
Expected Yearly	0.09%	5.59%
Kelly Criterion	30.52%	96.3%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-5.77%	-0.0%
Expected Shortfall (cVaR)	-5.77%	-0.0%
Max Consecutive Wins	10	614
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.08	67.89
Gain/Pain (1M)	0.51	67.89
Payoff Ratio	2.61	1.63
Profit Factor	1.08	68.89
Common Sense Ratio	1.06	999.15
CPC Index	1.41	109.96
Tail Ratio	0.98	14.5
Outlier Win Ratio	2.49	112.02
Outlier Loss Ratio	2.37	177.39
MTD	-6.31%	0.68%
3M	-17.45%	1.77%
6M	-20.23%	3.84%
YTD	-18.22%	4.91%
1Y	-22.11%	6.36%
3Y (ann.)	-13.92%	8.18%
5Y (ann.)	0.12%	7.78%
10Y (ann.)	0.12%	7.78%
All-time (ann.)	0.12%	7.78%
Best Day	65.24%	0.11%
Worst Day	-37.87%	-0.02%
Best Month	44.02%	1.62%
Worst Month	-40.91%	-0.4%
Best Year	12.76%	9.51%
Worst Year	-18.22%	0.72%
Avg. Drawdown	-6.88%	-0.4%
Avg. Drawdown Days	84	63
Recovery Factor	0.01	78.16
Ulcer Index	0.23	0.0
Serenity Index	0.0	128.36
Avg. Up Month	6.75%	0.65%
Avg. Down Month	-	-
Win Days	49.77%	97.7%
Win Month	52.27%	97.73%
Win Quarter	50.0%	100.0%
Win Year	60.0%	100.0%
Beta	-0.56	-
Alpha	0.19	-
Correlation	-0.32%	-
Treynor Ratio	-0.77%	-