AMGL[Strategy] vs RUB Inflation[Benchmark]

15 Jul, 2025 - 25 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	47.27%	6.94%
CAGR﹪	41.62%	6.22%
Sharpe	1.28	16.22
Prob. Sharpe Ratio	92.63%	100.0%
Smart Sharpe	1.21	15.32
Sortino	1.85	66.29
Smart Sortino	1.75	62.63
Sortino/√2	1.31	46.87
Smart Sortino/√2	1.23	44.29
Omega	1.26	1.26
Max Drawdown	-28.26%	-0.4%
Longest DD Days	176	63
Volatility (ann.)	24.94%	0.31%
R^2	0.01	0.01
Information Ratio	0.07	0.07
Calmar	1.47	15.55
Skew	-0.53	1.06
Kurtosis	4.04	2.74
Expected Daily	0.11%	0.02%
Expected Monthly	2.8%	0.48%
Expected Yearly	21.35%	3.41%
Kelly Criterion	37.51%	88.8%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.46%	-0.01%
Expected Shortfall (cVaR)	-2.46%	-0.01%
Max Consecutive Wins	5	304
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.26	16.75
Gain/Pain (1M)	1.67	16.75
Payoff Ratio	2.69	1.26
Profit Factor	1.26	17.75
Common Sense Ratio	1.28	71.21
CPC Index	1.84	20.9
Tail Ratio	1.02	4.01
Outlier Win Ratio	1.9	93.45
Outlier Loss Ratio	1.71	100.87
MTD	20.37%	0.37%
3M	16.5%	1.83%
6M	-2.5%	2.83%
YTD	12.26%	5.14%
1Y	41.78%	6.71%
3Y (ann.)	41.62%	6.22%
5Y (ann.)	41.62%	6.22%
10Y (ann.)	41.62%	6.22%
All-time (ann.)	41.62%	6.22%
Best Day	5.23%	0.08%
Worst Day	-8.94%	-0.02%
Best Month	20.37%	1.62%
Worst Month	-9.18%	-0.4%
Best Year	31.18%	5.14%
Worst Year	12.26%	1.72%
Avg. Drawdown	-3.58%	-0.4%
Avg. Drawdown Days	19	63
Recovery Factor	1.67	17.36
Ulcer Index	0.13	0.0
Serenity Index	0.23	9.65
Avg. Up Month	7.23%	0.6%
Avg. Down Month	-	-
Win Days	54.46%	93.77%
Win Month	71.43%	92.86%
Win Quarter	80.0%	100.0%
Win Year	100.0%	100.0%
Beta	5.95	-
Alpha	0.02	-
Correlation	7.37%	-
Treynor Ratio	7.94%	-