AMGL[Strategy] vs RUB Inflation[Benchmark]

15 Jul, 2025 - 25 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	41.51%	4.76%
CAGR﹪	65.02%	6.93%
Sharpe	1.87	15.94
Prob. Sharpe Ratio	93.79%	100.0%
Smart Sharpe	1.8	15.38
Sortino	2.65	60.56
Smart Sortino	2.56	58.43
Sortino/√2	1.87	42.82
Smart Sortino/√2	1.81	41.31
Omega	1.42	1.42
Max Drawdown	-13.23%	-0.4%
Longest DD Days	76	63
Volatility (ann.)	25.99%	0.38%
R^2	0.0	0.0
Information Ratio	0.1	0.1
Calmar	4.92	17.33
Skew	-0.96	0.54
Kurtosis	5.88	0.85
Expected Daily	0.18%	0.02%
Expected Monthly	3.93%	0.52%
Expected Yearly	18.96%	2.35%
Kelly Criterion	42.05%	82.22%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.5%	-0.02%
Expected Shortfall (cVaR)	-2.5%	-0.02%
Max Consecutive Wins	5	160
Max Consecutive Losses	4	21
Gain/Pain Ratio	0.42	11.6
Gain/Pain (1M)	3.32	11.6
Payoff Ratio	2.74	1.58
Profit Factor	1.42	12.6
Common Sense Ratio	1.48	50.53
CPC Index	2.23	17.72
Tail Ratio	1.04	4.01
Outlier Win Ratio	2.01	76.25
Outlier Loss Ratio	2.06	122.98
MTD	-10.99%	0.61%
3M	6.82%	3.06%
6M	19.25%	4.34%
YTD	7.87%	2.99%
1Y	41.51%	4.76%
3Y (ann.)	65.02%	6.93%
5Y (ann.)	65.02%	6.93%
10Y (ann.)	65.02%	6.93%
All-time (ann.)	65.02%	6.93%
Best Day	5.23%	0.08%
Worst Day	-8.94%	-0.02%
Best Month	16.05%	1.62%
Worst Month	-10.99%	-0.4%
Best Year	31.18%	2.99%
Worst Year	7.87%	1.72%
Avg. Drawdown	-2.74%	-0.4%
Avg. Drawdown Days	10	63
Recovery Factor	3.14	11.89
Ulcer Index	0.04	0.0
Serenity Index	1.87	4.56
Avg. Up Month	6.25%	0.64%
Avg. Down Month	-	-
Win Days	57.53%	89.12%
Win Month	88.89%	88.89%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	3.52	-
Alpha	0.27	-
Correlation	5.13%	-
Treynor Ratio	11.78%	-