AMFL[Strategy] vs RUB Inflation[Benchmark]

27 Dec, 2024 - 15 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	82.0%	100.0%
Cumulative Return	31.56%	10.06%
CAGR﹪	23.52%	7.66%
Sharpe	7.03	11.28
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.09	8.17
Sortino	15.47	90.4
Smart Sortino	11.21	65.52
Sortino/√2	10.94	63.92
Smart Sortino/√2	7.93	46.33
Omega	3.51	3.51
Max Drawdown	-0.65%	-0.4%
Longest DD Days	9	64
Volatility (ann.)	2.66%	0.58%
R^2	0.0	0.0
Information Ratio	0.28	0.28
Calmar	36.04	19.16
Skew	0.48	7.98
Kurtosis	3.0	87.84
Expected Daily	0.07%	0.03%
Expected Monthly	1.63%	0.57%
Expected Yearly	9.57%	3.25%
Kelly Criterion	50.38%	90.42%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.2%	-0.03%
Expected Shortfall (cVaR)	-0.2%	-0.03%
Max Consecutive Wins	9	195
Max Consecutive Losses	2	21
Gain/Pain Ratio	2.51	23.94
Gain/Pain (1M)	-	23.94
Payoff Ratio	1.23	1.45
Profit Factor	3.51	24.94
Common Sense Ratio	7.47	100.03
CPC Index	3.14	34.16
Tail Ratio	2.13	4.01
Outlier Win Ratio	2.13	9.94
Outlier Loss Ratio	1.05	7.24
MTD	0.69%	0.33%
3M	4.6%	2.85%
6M	9.02%	4.35%
YTD	4.94%	3.32%
1Y	24.95%	6.03%
3Y (ann.)	23.52%	7.66%
5Y (ann.)	23.52%	7.66%
10Y (ann.)	23.52%	7.66%
All-time (ann.)	23.52%	7.66%
Best Day	0.99%	0.44%
Worst Day	-0.65%	-0.02%
Best Month	2.91%	1.62%
Worst Month	0.5%	-0.4%
Best Year	24.75%	5.6%
Worst Year	0.5%	0.88%
Avg. Drawdown	-0.14%	-0.4%
Avg. Drawdown Days	2	64
Recovery Factor	48.37	25.16
Ulcer Index	0.0	0.0
Serenity Index	333.82	26.12
Avg. Up Month	1.6%	0.63%
Avg. Down Month	-	-
Win Days	72.61%	94.32%
Win Month	100.0%	94.12%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.17	-
Alpha	0.18	-
Correlation	3.74%	-
Treynor Ratio	183.35%	-