AMGL[Strategy] vs RUB Inflation[Benchmark]

15 Jul, 2025 - 15 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	20.16%	5.16%
CAGR﹪	22.15%	5.64%
Sharpe	0.8	13.61
Prob. Sharpe Ratio	79.37%	100.0%
Smart Sharpe	0.77	13.02
Sortino	1.12	55.32
Smart Sortino	1.07	52.94
Sortino/√2	0.79	39.11
Smart Sortino/√2	0.76	37.43
Omega	1.16	1.16
Max Drawdown	-28.26%	-0.4%
Longest DD Days	105	63
Volatility (ann.)	25.02%	0.34%
R^2	0.01	0.01
Information Ratio	0.04	0.04
Calmar	0.78	14.09
Skew	-0.7	1.14
Kurtosis	4.76	2.03
Expected Daily	0.07%	0.02%
Expected Monthly	1.54%	0.42%
Expected Yearly	9.62%	2.55%
Kelly Criterion	35.68%	86.09%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.51%	-0.02%
Expected Shortfall (cVaR)	-2.51%	-0.02%
Max Consecutive Wins	5	239
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.16	12.56
Gain/Pain (1M)	0.81	12.56
Payoff Ratio	2.62	1.25
Profit Factor	1.16	13.56
Common Sense Ratio	1.14	54.41
CPC Index	1.62	15.62
Tail Ratio	0.98	4.01
Outlier Win Ratio	1.91	92.94
Outlier Loss Ratio	1.82	108.41
MTD	-3.51%	0.09%
3M	-21.94%	0.74%
6M	-7.07%	3.58%
YTD	-8.4%	3.39%
1Y	20.16%	5.16%
3Y (ann.)	22.15%	5.64%
5Y (ann.)	22.15%	5.64%
10Y (ann.)	22.15%	5.64%
All-time (ann.)	22.15%	5.64%
Best Day	5.23%	0.08%
Worst Day	-8.94%	-0.02%
Best Month	16.05%	1.62%
Worst Month	-9.18%	-0.4%
Best Year	31.18%	3.39%
Worst Year	-8.4%	1.72%
Avg. Drawdown	-3.58%	-0.4%
Avg. Drawdown Days	15	63
Recovery Factor	0.71	12.91
Ulcer Index	0.1	0.0
Serenity Index	0.16	6.36
Avg. Up Month	6.25%	0.64%
Avg. Down Month	-	-
Win Days	53.46%	92.28%
Win Month	66.67%	91.67%
Win Quarter	75.0%	100.0%
Win Year	50.0%	100.0%
Beta	7.22	-
Alpha	-0.13	-
Correlation	9.85%	-
Treynor Ratio	2.79%	-