AKUP[Strategy] vs RUB Inflation[Benchmark]

31 Jan, 2024 - 5 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	23.96%	14.44%
CAGR﹪	12.34%	7.58%
Sharpe	0.9	24.1
Prob. Sharpe Ratio	89.09%	100.0%
Smart Sharpe	0.82	21.86
Sortino	1.36	112.57
Smart Sortino	1.23	102.12
Sortino/√2	0.96	79.6
Smart Sortino/√2	0.87	72.21
Omega	1.19	1.19
Max Drawdown	-11.82%	-0.4%
Longest DD Days	235	63
Volatility (ann.)	13.71%	0.3%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	1.04	18.94
Skew	0.13	0.05
Kurtosis	19.26	0.64
Expected Daily	0.05%	0.03%
Expected Monthly	0.9%	0.56%
Expected Yearly	11.34%	6.97%
Kelly Criterion	25.85%	92.86%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.37%	-0.0%
Expected Shortfall (cVaR)	-1.37%	-0.0%
Max Consecutive Wins	8	381
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.19	33.65
Gain/Pain (1M)	1.58	33.65
Payoff Ratio	1.86	1.65
Profit Factor	1.19	34.65
Common Sense Ratio	1.29	233.3
CPC Index	1.14	54.79
Tail Ratio	1.09	6.73
Outlier Win Ratio	1.92	35.22
Outlier Loss Ratio	1.53	46.83
MTD	1.62%	0.11%
3M	0.24%	1.33%
6M	7.28%	1.73%
YTD	14.23%	5.39%
1Y	23.96%	6.59%
3Y (ann.)	12.34%	7.58%
5Y (ann.)	12.34%	7.58%
10Y (ann.)	12.34%	7.58%
All-time (ann.)	12.34%	7.58%
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	14.23%	8.58%
Worst Year	8.51%	5.39%
Avg. Drawdown	-1.41%	-0.4%
Avg. Drawdown Days	18	63
Recovery Factor	2.03	36.09
Ulcer Index	0.04	0.0
Serenity Index	0.62	27.51
Avg. Up Month	2.88%	0.68%
Avg. Down Month	-	-
Win Days	51.82%	95.55%
Win Month	56.52%	95.65%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.87	-
Alpha	0.06	-
Correlation	1.89%	-
Treynor Ratio	27.61%	-