AKUP[Strategy] vs RUB Inflation[Benchmark]

31 Jan, 2024 - 23 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	25.05%	20.8%
CAGR﹪	8.54%	7.17%
Sharpe	0.66	20.01
Prob. Sharpe Ratio	86.85%	100.0%
Smart Sharpe	0.61	18.49
Sortino	0.97	124.96
Smart Sortino	0.9	115.51
Sortino/√2	0.69	88.36
Smart Sortino/√2	0.64	81.67
Omega	1.13	1.13
Max Drawdown	-19.41%	-0.4%
Longest DD Days	263	63
Volatility (ann.)	13.01%	0.33%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.44	17.92
Skew	0.16	0.94
Kurtosis	15.98	1.88
Expected Daily	0.03%	0.03%
Expected Monthly	0.66%	0.56%
Expected Yearly	7.74%	6.5%
Kelly Criterion	18.36%	91.4%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.31%	-0.01%
Expected Shortfall (cVaR)	-1.31%	-0.01%
Max Consecutive Wins	8	381
Max Consecutive Losses	7	27
Gain/Pain Ratio	0.13	39.31
Gain/Pain (1M)	0.87	39.31
Payoff Ratio	1.38	3.25
Profit Factor	1.13	40.31
Common Sense Ratio	1.18	919.77
CPC Index	0.82	122.54
Tail Ratio	1.04	22.82
Outlier Win Ratio	2.0	37.41
Outlier Loss Ratio	1.63	96.38
MTD	3.95%	0.3%
3M	8.6%	0.73%
6M	-4.03%	2.2%
YTD	-3.29%	5.35%
1Y	2.52%	6.29%
3Y (ann.)	8.54%	7.17%
5Y (ann.)	8.54%	7.17%
10Y (ann.)	8.54%	7.17%
All-time (ann.)	8.54%	7.17%
Best Day	7.02%	0.09%
Worst Day	-7.18%	-0.02%
Best Month	6.82%	1.62%
Worst Month	-5.68%	-0.4%
Best Year	19.16%	8.58%
Worst Year	-3.29%	5.35%
Avg. Drawdown	-1.83%	-0.24%
Avg. Drawdown Days	24	50
Recovery Factor	1.29	52.0
Ulcer Index	0.06	0.0
Serenity Index	0.29	65.6
Avg. Up Month	3.21%	0.71%
Avg. Down Month	-	-
Win Days	52.64%	93.42%
Win Month	51.52%	93.94%
Win Quarter	75.0%	100.0%
Win Year	66.67%	100.0%
Beta	1.19	-
Alpha	0.01	-
Correlation	2.98%	-
Treynor Ratio	21.02%	-