AKQU[Strategy] vs RUB Inflation[Benchmark]

5 Dec, 2022 - 28 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	20.13%	29.65%
CAGR﹪	5.55%	7.94%
Sharpe	0.36	24.27
Prob. Sharpe Ratio	75.9%	100.0%
Smart Sharpe	0.24	16.52
Sortino	0.65	163.15
Smart Sortino	0.44	111.06
Sortino/√2	0.46	115.36
Smart Sortino/√2	0.31	78.53
Omega	1.12	1.12
Max Drawdown	-52.3%	-0.4%
Longest DD Days	995	63
Volatility (ann.)	58.36%	0.32%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.11	19.86
Skew	6.95	0.85
Kurtosis	149.55	2.05
Expected Daily	0.02%	0.03%
Expected Monthly	0.45%	0.64%
Expected Yearly	3.74%	5.33%
Kelly Criterion	32.13%	96.01%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-5.96%	-0.0%
Expected Shortfall (cVaR)	-5.96%	-0.0%
Max Consecutive Wins	10	614
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.12	64.81
Gain/Pain (1M)	0.81	64.81
Payoff Ratio	2.71	1.71
Profit Factor	1.12	65.81
Common Sense Ratio	1.13	490.07
CPC Index	1.53	109.56
Tail Ratio	1.01	7.45
Outlier Win Ratio	2.56	112.66
Outlier Loss Ratio	2.38	182.84
MTD	-1.49%	0.62%
3M	-5.25%	2.11%
6M	5.55%	4.48%
YTD	-2.18%	3.62%
1Y	-7.05%	6.16%
3Y (ann.)	-1.03%	8.18%
5Y (ann.)	5.55%	7.94%
10Y (ann.)	5.55%	7.94%
All-time (ann.)	5.55%	7.94%
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	-3.29%	0.72%
Avg. Drawdown	-6.88%	-0.4%
Avg. Drawdown Days	79	63
Recovery Factor	0.38	74.12
Ulcer Index	0.22	0.0
Serenity Index	0.1	110.5
Avg. Up Month	6.75%	0.65%
Avg. Down Month	-	-
Win Days	50.45%	97.48%
Win Month	56.1%	97.56%
Win Quarter	53.33%	100.0%
Win Year	60.0%	100.0%
Beta	-1.1	-
Alpha	0.3	-
Correlation	-0.61%	-
Treynor Ratio	-18.25%	-