AKQU[Strategy] vs RUB Inflation[Benchmark]

5 Dec, 2022 - 21 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	24.71%	25.32%
CAGR﹪	7.31%	7.47%
Sharpe	0.4	23.66
Prob. Sharpe Ratio	77.14%	100.0%
Smart Sharpe	0.27	16.09
Sortino	0.73	149.95
Smart Sortino	0.49	101.95
Sortino/√2	0.51	106.03
Smart Sortino/√2	0.35	72.09
Omega	1.13	1.13
Max Drawdown	-52.3%	-0.4%
Longest DD Days	898	63
Volatility (ann.)	61.62%	0.32%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.14	18.69
Skew	6.59	0.81
Kurtosis	134.21	2.32
Expected Daily	0.03%	0.03%
Expected Monthly	0.58%	0.6%
Expected Yearly	4.52%	4.62%
Kelly Criterion	33.5%	95.46%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-6.29%	-0.0%
Expected Shortfall (cVaR)	-6.29%	-0.0%
Max Consecutive Wins	10	614
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.13	56.34
Gain/Pain (1M)	0.92	56.34
Payoff Ratio	2.98	1.63
Profit Factor	1.13	57.34
Common Sense Ratio	1.1	406.36
CPC Index	1.7	90.95
Tail Ratio	0.97	7.09
Outlier Win Ratio	2.48	121.71
Outlier Loss Ratio	2.28	188.94
MTD	1.55%	0.16%
3M	0.46%	1.1%
6M	-2.47%	1.57%
YTD	1.55%	0.16%
1Y	-3.17%	5.06%
3Y (ann.)	1.34%	7.33%
5Y (ann.)	7.31%	7.47%
10Y (ann.)	7.31%	7.47%
All-time (ann.)	7.31%	7.47%
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	-3.29%	0.16%
Avg. Drawdown	-6.88%	-0.4%
Avg. Drawdown Days	72	63
Recovery Factor	0.47	63.31
Ulcer Index	0.21	0.0
Serenity Index	0.13	83.8
Avg. Up Month	6.94%	0.58%
Avg. Down Month	-	-
Win Days	50.22%	97.18%
Win Month	57.89%	97.37%
Win Quarter	64.29%	100.0%
Win Year	80.0%	100.0%
Beta	-1.77	-
Alpha	0.38	-
Correlation	-0.92%	-
Treynor Ratio	-13.98%	-