AMFL[Strategy] vs RUB Inflation[Benchmark]

27 Dec, 2024 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	87.0%	100.0%
Cumulative Return	20.68%	4.08%
CAGR﹪	26.7%	5.17%
Sharpe	7.36	6.19
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.31	4.46
Sortino	16.59	29.34
Smart Sortino	11.97	21.17
Sortino/√2	11.73	20.74
Smart Sortino/√2	8.47	14.97
Omega	3.73	3.73
Max Drawdown	-0.65%	-1.14%
Longest DD Days	9	73
Volatility (ann.)	3.0%	0.76%
R^2	0.0	0.0
Information Ratio	0.36	0.36
Calmar	40.91	4.54
Skew	0.45	6.32
Kurtosis	2.72	54.17
Expected Daily	0.09%	0.02%
Expected Monthly	1.72%	0.36%
Expected Yearly	9.86%	2.02%
Kelly Criterion	55.53%	55.19%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.22%	-0.06%
Expected Shortfall (cVaR)	-0.22%	-0.06%
Max Consecutive Wins	9	154
Max Consecutive Losses	2	60
Gain/Pain Ratio	2.73	3.5
Gain/Pain (1M)	-	3.5
Payoff Ratio	1.61	1.67
Profit Factor	3.73	4.5
Common Sense Ratio	8.63	14.41
CPC Index	4.36	5.41
Tail Ratio	2.31	3.2
Outlier Win Ratio	1.92	9.06
Outlier Loss Ratio	1.04	7.39
MTD	0.67%	-0.25%
3M	5.96%	-0.8%
6M	14.97%	0.29%
YTD	20.08%	3.18%
1Y	20.68%	4.08%
3Y (ann.)	26.7%	5.17%
5Y (ann.)	26.7%	5.17%
10Y (ann.)	26.7%	5.17%
All-time (ann.)	26.7%	5.17%
Best Day	0.99%	0.44%
Worst Day	-0.65%	-0.02%
Best Month	2.91%	1.23%
Worst Month	0.5%	-0.5%
Best Year	20.08%	3.18%
Worst Year	0.5%	0.88%
Avg. Drawdown	-0.15%	-1.14%
Avg. Drawdown Days	2	73
Recovery Factor	31.69	3.59
Ulcer Index	0.0	0.0
Serenity Index	202.34	0.82
Avg. Up Month	1.84%	0.65%
Avg. Down Month	-	-
Win Days	72.58%	71.96%
Win Month	100.0%	72.73%
Win Quarter	100.0%	60.0%
Win Year	100.0%	100.0%
Beta	0.28	-
Alpha	0.21	-
Correlation	6.98%	-
Treynor Ratio	74.96%	-