AMGL[Strategy] vs RUB Inflation[Benchmark]

15 Jul, 2025 - 4 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	44.19%	1.99%
CAGR﹪	92.47%	3.6%
Sharpe	2.59	13.33
Prob. Sharpe Ratio	96.53%	100.0%
Smart Sharpe	2.46	12.65
Sortino	3.87	29.17
Smart Sortino	3.67	27.69
Sortino/√2	2.73	20.63
Smart Sortino/√2	2.59	19.58
Omega	1.65	1.65
Max Drawdown	-12.2%	-0.4%
Longest DD Days	76	63
Volatility (ann.)	24.79%	0.25%
R^2	0.0	0.0
Information Ratio	0.15	0.15
Calmar	7.58	8.99
Skew	-0.99	-0.59
Kurtosis	8.63	0.87
Expected Daily	0.24%	0.01%
Expected Monthly	4.68%	0.25%
Expected Yearly	20.08%	0.99%
Kelly Criterion	43.52%	70.91%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.31%	-0.01%
Expected Shortfall (cVaR)	-2.31%	-0.01%
Max Consecutive Wins	5	117
Max Consecutive Losses	3	21
Gain/Pain Ratio	0.65	4.93
Gain/Pain (1M)	7.91	4.93
Payoff Ratio	2.71	0.93
Profit Factor	1.65	5.93
Common Sense Ratio	2.55	13.58
CPC Index	2.62	4.73
Tail Ratio	1.55	2.29
Outlier Win Ratio	2.25	130.79
Outlier Loss Ratio	1.87	98.78
MTD	-5.28%	0.03%
3M	17.48%	0.98%
6M	41.11%	1.48%
YTD	9.92%	0.27%
1Y	44.19%	1.99%
3Y (ann.)	92.47%	3.6%
5Y (ann.)	92.47%	3.6%
10Y (ann.)	92.47%	3.6%
All-time (ann.)	92.47%	3.6%
Best Day	5.23%	0.04%
Worst Day	-8.94%	-0.02%
Best Month	16.05%	0.53%
Worst Month	-5.28%	-0.4%
Best Year	31.18%	1.72%
Worst Year	9.92%	0.27%
Avg. Drawdown	-2.13%	-0.4%
Avg. Drawdown Days	8	63
Recovery Factor	3.62	4.99
Ulcer Index	0.04	0.0
Serenity Index	2.36	0.97
Avg. Up Month	6.55%	0.39%
Avg. Down Month	-	-
Win Days	58.74%	86.0%
Win Month	87.5%	87.5%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-2.71	-
Alpha	0.73	-
Correlation	-2.71%	-
Treynor Ratio	-16.29%	-