AMFL[Strategy] vs RUB Inflation[Benchmark]

27 Dec, 2024 - 15 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	89.0%	100.0%
Cumulative Return	17.39%	5.04%
CAGR﹪	28.83%	8.08%
Sharpe	7.7	9.74
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.56	7.04
Sortino	17.5	-
Smart Sortino	12.64	-
Sortino/√2	12.38	-
Smart Sortino/√2	8.94	-
Omega	4.03	4.03
Max Drawdown	-0.65%	-
Longest DD Days	-	-
Volatility (ann.)	3.17%	0.77%
R^2	0.0	0.0
Information Ratio	0.33	0.33
Calmar	44.18	-
Skew	0.42	7.42
Kurtosis	2.69	61.25
Expected Daily	0.1%	0.03%
Expected Monthly	1.8%	0.55%
Expected Yearly	8.35%	2.49%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.23%	-0.05%
Expected Shortfall (cVaR)	-0.23%	-0.05%
Max Consecutive Wins	9	165
Max Consecutive Losses	2	0
Gain/Pain Ratio	3.03	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	4.03	-
Common Sense Ratio	9.49	-
CPC Index	-	-
Tail Ratio	2.36	6.12
Outlier Win Ratio	2.24	12.61
Outlier Loss Ratio	1.08	-
MTD	1.47%	0.11%
3M	8.24%	0.79%
6M	14.65%	2.45%
YTD	16.81%	4.13%
1Y	17.39%	5.04%
3Y (ann.)	28.83%	8.08%
5Y (ann.)	28.83%	8.08%
10Y (ann.)	28.83%	8.08%
All-time (ann.)	28.83%	8.08%
Best Day	0.99%	0.44%
Worst Day	-0.65%	0.0%
Best Month	2.91%	1.23%
Worst Month	0.5%	0.11%
Best Year	16.81%	4.13%
Worst Year	0.5%	0.88%
Avg. Drawdown	-0.15%	-
Avg. Drawdown Days	-	-
Recovery Factor	26.65	-
Ulcer Index	0.0	0.0
Serenity Index	160.69	-
Avg. Up Month	1.8%	0.55%
Avg. Down Month	-	-
Win Days	74.15%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.18	-
Alpha	0.23	-
Correlation	4.32%	-
Treynor Ratio	97.47%	-