AMGL[Strategy] vs RUB Inflation[Benchmark]

15 Jul, 2025 - 11 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	34.16%	5.65%
CAGR﹪	42.98%	6.92%
Sharpe	1.37	17.05
Prob. Sharpe Ratio	90.06%	100.0%
Smart Sharpe	1.31	16.26
Sortino	1.95	64.56
Smart Sortino	1.86	61.57
Sortino/√2	1.38	45.65
Smart Sortino/√2	1.31	43.54
Omega	1.29	1.29
Max Drawdown	-17.53%	-0.4%
Longest DD Days	76	63
Volatility (ann.)	24.84%	0.34%
R^2	0.0	0.0
Information Ratio	0.07	0.07
Calmar	2.45	17.29
Skew	-0.8	0.73
Kurtosis	5.73	1.91
Expected Daily	0.12%	0.02%
Expected Monthly	2.71%	0.5%
Expected Yearly	15.83%	2.79%
Kelly Criterion	38.13%	85.21%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.44%	-0.01%
Expected Shortfall (cVaR)	-2.44%	-0.01%
Max Consecutive Wins	5	205
Max Consecutive Losses	4	21
Gain/Pain Ratio	0.29	13.72
Gain/Pain (1M)	1.95	13.72
Payoff Ratio	2.61	1.48
Profit Factor	1.29	14.72
Common Sense Ratio	1.41	59.05
CPC Index	1.86	19.83
Tail Ratio	1.09	4.01
Outlier Win Ratio	1.99	77.41
Outlier Loss Ratio	2.0	114.82
MTD	0.3%	0.2%
3M	-10.47%	1.95%
6M	4.65%	4.51%
YTD	2.27%	3.87%
1Y	34.16%	5.65%
3Y (ann.)	42.98%	6.92%
5Y (ann.)	42.98%	6.92%
10Y (ann.)	42.98%	6.92%
All-time (ann.)	42.98%	6.92%
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%	3.87%
Worst Year	2.27%	1.72%
Avg. Drawdown	-2.98%	-0.4%
Avg. Drawdown Days	13	63
Recovery Factor	1.95	14.13
Ulcer Index	0.07	0.0
Serenity Index	0.56	6.04
Avg. Up Month	5.51%	0.58%
Avg. Down Month	-	-
Win Days	55.26%	91.18%
Win Month	81.82%	90.91%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	4.62	-
Alpha	0.07	-
Correlation	6.33%	-
Treynor Ratio	7.39%	-