AKQU[Strategy] vs RUB Inflation[Benchmark]

5 Dec, 2022 - 23 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	15.72%	31.82%
CAGR﹪	3.83%	7.37%
Sharpe	0.31	21.31
Prob. Sharpe Ratio	74.78%	100.0%
Smart Sharpe	0.22	14.68
Sortino	0.56	156.14
Smart Sortino	0.39	107.58
Sortino/√2	0.4	110.41
Smart Sortino/√2	0.27	76.07
Omega	1.1	1.1
Max Drawdown	-52.3%	-0.4%
Longest DD Days	1173	63
Volatility (ann.)	54.0%	0.33%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.07	18.43
Skew	7.33	0.92
Kurtosis	170.57	1.87
Expected Daily	0.01%	0.03%
Expected Monthly	0.31%	0.59%
Expected Yearly	2.96%	5.68%
Kelly Criterion	15.59%	93.6%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-5.53%	-0.01%
Expected Shortfall (cVaR)	-5.53%	-0.01%
Max Consecutive Wins	10	614
Max Consecutive Losses	6	27
Gain/Pain Ratio	0.1	57.47
Gain/Pain (1M)	0.67	57.47
Payoff Ratio	1.43	3.0
Profit Factor	1.1	58.47
Common Sense Ratio	1.04	848.07
CPC Index	0.79	166.87
Tail Ratio	0.94	14.5
Outlier Win Ratio	2.55	116.42
Outlier Loss Ratio	2.27	314.29
MTD	7.35%	0.3%
3M	14.03%	0.73%
6M	-5.73%	2.2%
YTD	-5.77%	5.35%
1Y	-2.04%	6.29%
3Y (ann.)	14.57%	7.36%
5Y (ann.)	3.83%	7.37%
10Y (ann.)	3.83%	7.37%
All-time (ann.)	3.83%	7.37%
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	-5.77%	0.72%
Avg. Drawdown	-6.88%	-0.24%
Avg. Drawdown Days	91	50
Recovery Factor	0.3	79.55
Ulcer Index	0.24	0.0
Serenity Index	0.06	139.49
Avg. Up Month	6.68%	0.63%
Avg. Down Month	-1.67%	-0.08%
Win Days	50.37%	95.2%
Win Month	53.19%	95.74%
Win Quarter	58.82%	100.0%
Win Year	60.0%	100.0%
Beta	-0.46	-
Alpha	0.2	-
Correlation	-0.28%	-
Treynor Ratio	-34.05%	-