AKQU[Strategy] vs RUB Inflation[Benchmark]

5 Dec, 2022 - 5 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	21.5%	24.99%
CAGR﹪	6.7%	7.71%
Sharpe	0.4	24.7
Prob. Sharpe Ratio	76.26%	100.0%
Smart Sharpe	0.27	16.79
Sortino	0.72	151.97
Smart Sortino	0.49	103.32
Sortino/√2	0.51	107.46
Smart Sortino/√2	0.35	73.05
Omega	1.13	1.13
Max Drawdown	-52.3%	-0.4%
Longest DD Days	851	63
Volatility (ann.)	63.18%	0.32%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.13	19.28
Skew	6.43	0.74
Kurtosis	127.74	2.45
Expected Daily	0.03%	0.03%
Expected Monthly	0.53%	0.6%
Expected Yearly	4.99%	5.73%
Kelly Criterion	33.95%	95.31%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-6.45%	-0.0%
Expected Shortfall (cVaR)	-6.45%	-0.0%
Max Consecutive Wins	10	614
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.13	55.67
Gain/Pain (1M)	0.88	55.67
Payoff Ratio	3.12	1.71
Profit Factor	1.13	56.67
Common Sense Ratio	1.05	401.59
CPC Index	1.76	94.14
Tail Ratio	0.93	7.09
Outlier Win Ratio	2.44	118.97
Outlier Loss Ratio	2.24	191.91
MTD	0.93%	0.11%
3M	-6.19%	1.42%
6M	-1.64%	1.82%
YTD	-4.32%	5.48%
1Y	8.39%	6.69%
3Y (ann.)	3.51%	7.66%
5Y (ann.)	6.7%	7.71%
10Y (ann.)	6.7%	7.71%
All-time (ann.)	6.7%	7.71%
Best Day	65.24%	0.11%
Worst Day	-37.87%	-0.02%
Best Month	44.02%	1.43%
Worst Month	-40.91%	-0.4%
Best Year	12.76%	9.51%
Worst Year	-4.32%	0.72%
Avg. Drawdown	-6.88%	-0.4%
Avg. Drawdown Days	69	63
Recovery Factor	0.41	62.47
Ulcer Index	0.21	0.0
Serenity Index	0.12	78.1
Avg. Up Month	7.16%	0.6%
Avg. Down Month	-	-
Win Days	50.0%	97.04%
Win Month	56.76%	97.3%
Win Quarter	61.54%	100.0%
Win Year	75.0%	100.0%
Beta	-1.89	-
Alpha	0.4	-
Correlation	-0.96%	-
Treynor Ratio	-11.37%	-