AMFL[Strategy] vs RUB Inflation[Benchmark]

27 Dec, 2024 - 30 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	80.0%	100.0%
Cumulative Return	34.26%	9.99%
CAGR﹪	23.02%	6.93%
Sharpe	6.95	10.38
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.0	7.48
Sortino	15.36	85.08
Smart Sortino	11.06	61.25
Sortino/√2	10.86	60.16
Smart Sortino/√2	7.82	43.31
Omega	3.5	3.5
Max Drawdown	-0.65%	-0.4%
Longest DD Days	9	64
Volatility (ann.)	2.59%	0.56%
R^2	0.0	0.0
Information Ratio	0.29	0.29
Calmar	35.28	17.32
Skew	0.51	8.09
Kurtosis	3.06	92.0
Expected Daily	0.07%	0.02%
Expected Monthly	1.65%	0.53%
Expected Yearly	10.32%	3.22%
Kelly Criterion	49.73%	91.05%
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	237
Max Consecutive Losses	2	21
Gain/Pain Ratio	2.5	23.77
Gain/Pain (1M)	-	23.77
Payoff Ratio	1.22	1.32
Profit Factor	3.5	24.77
Common Sense Ratio	7.34	248.4
CPC Index	3.1	31.09
Tail Ratio	2.09	10.03
Outlier Win Ratio	2.13	10.77
Outlier Loss Ratio	1.05	7.13
MTD	1.43%	0.13%
3M	4.18%	0.9%
6M	8.73%	3.58%
YTD	7.09%	3.25%
1Y	22.61%	5.29%
3Y (ann.)	23.02%	6.93%
5Y (ann.)	23.02%	6.93%
10Y (ann.)	23.02%	6.93%
All-time (ann.)	23.02%	6.93%
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	52.5	24.98
Ulcer Index	0.0	0.0
Serenity Index	375.5	28.09
Avg. Up Month	1.62%	0.59%
Avg. Down Month	-	-
Win Days	72.34%	94.9%
Win Month	100.0%	94.44%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.22	-
Alpha	0.17	-
Correlation	4.71%	-
Treynor Ratio	157.1%	-