AKUP[Strategy] vs RUB Inflation[Benchmark]

31 Jan, 2024 - 12 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	26.24%	14.54%
CAGR﹪	13.3%	7.54%
Sharpe	0.97	24.08
Prob. Sharpe Ratio	90.73%	100.0%
Smart Sharpe	0.88	21.89
Sortino	1.46	112.7
Smart Sortino	1.32	102.44
Sortino/√2	1.03	79.69
Smart Sortino/√2	0.94	72.44
Omega	1.2	1.2
Max Drawdown	-11.82%	-0.4%
Longest DD Days	235	63
Volatility (ann.)	13.66%	0.3%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	1.13	18.86
Skew	0.12	0.07
Kurtosis	19.36	0.66
Expected Daily	0.05%	0.03%
Expected Monthly	0.98%	0.57%
Expected Yearly	12.36%	7.02%
Kelly Criterion	26.38%	92.92%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.36%	-0.0%
Expected Shortfall (cVaR)	-1.36%	-0.0%
Max Consecutive Wins	8	381
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.2	33.87
Gain/Pain (1M)	1.71	33.87
Payoff Ratio	1.85	1.64
Profit Factor	1.2	34.87
Common Sense Ratio	1.29	234.75
CPC Index	1.16	54.75
Tail Ratio	1.08	6.73
Outlier Win Ratio	1.93	35.28
Outlier Loss Ratio	1.52	46.66
MTD	3.49%	0.21%
3M	0.87%	1.34%
6M	10.87%	1.77%
YTD	16.33%	5.48%
1Y	25.62%	6.37%
3Y (ann.)	13.3%	7.54%
5Y (ann.)	13.3%	7.54%
10Y (ann.)	13.3%	7.54%
All-time (ann.)	13.3%	7.54%
Best Day	7.02%	0.07%
Worst Day	-7.18%	-0.02%
Best Month	6.82%	1.43%
Worst Month	-4.28%	-0.4%
Best Year	16.33%	8.58%
Worst Year	8.51%	5.48%
Avg. Drawdown	-1.41%	-0.4%
Avg. Drawdown Days	18	63
Recovery Factor	2.22	36.34
Ulcer Index	0.04	0.0
Serenity Index	0.68	27.9
Avg. Up Month	3.04%	0.69%
Avg. Down Month	-	-
Win Days	52.25%	95.6%
Win Month	56.52%	95.65%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.79	-
Alpha	0.08	-
Correlation	1.72%	-
Treynor Ratio	33.23%	-