AKUP[Strategy] vs RUB Inflation[Benchmark]

31 Jan, 2024 - 20 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	34.65%	18.18%
CAGR﹪	15.56%	8.46%
Sharpe	1.14	21.03
Prob. Sharpe Ratio	94.77%	-
Smart Sharpe	1.02	18.89
Sortino	1.71	132.76
Smart Sortino	1.53	119.21
Sortino/√2	1.21	93.88
Smart Sortino/√2	1.09	84.29
Omega	1.24	1.24
Max Drawdown	-11.82%	-0.4%
Longest DD Days	235	63
Volatility (ann.)	13.39%	0.38%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	1.32	21.15
Skew	0.05	0.84
Kurtosis	19.33	1.06
Expected Daily	0.06%	0.03%
Expected Monthly	1.15%	0.64%
Expected Yearly	10.43%	5.73%
Kelly Criterion	28.15%	93.85%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.33%	-0.01%
Expected Shortfall (cVaR)	-1.33%	-0.01%
Max Consecutive Wins	8	381
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.24	41.7
Gain/Pain (1M)	2.11	41.7
Payoff Ratio	1.79	1.9
Profit Factor	1.24	42.7
Common Sense Ratio	1.33	444.6
CPC Index	1.2	77.84
Tail Ratio	1.07	10.41
Outlier Win Ratio	1.96	31.21
Outlier Loss Ratio	1.58	48.58
MTD	-0.37%	1.43%
3M	9.32%	3.55%
6M	8.45%	4.55%
YTD	4.13%	3.07%
1Y	14.38%	6.96%
3Y (ann.)	15.56%	8.46%
5Y (ann.)	15.56%	8.46%
10Y (ann.)	15.56%	8.46%
All-time (ann.)	15.56%	8.46%
Best Day	7.02%	0.09%
Worst Day	-7.18%	-0.02%
Best Month	6.82%	1.62%
Worst Month	-4.28%	-0.4%
Best Year	19.16%	8.58%
Worst Year	4.13%	3.07%
Avg. Drawdown	-1.37%	-0.4%
Avg. Drawdown Days	17	63
Recovery Factor	2.93	45.46
Ulcer Index	0.04	0.0
Serenity Index	0.94	49.38
Avg. Up Month	3.34%	0.77%
Avg. Down Month	-	-
Win Days	53.93%	95.97%
Win Month	56.0%	96.0%
Win Quarter	77.78%	100.0%
Win Year	100.0%	100.0%
Beta	0.77	-
Alpha	0.09	-
Correlation	2.22%	-
Treynor Ratio	44.74%	-