AMGL[Strategy] vs RUB Inflation[Benchmark]

15 Jul, 2025 - 21 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	28.3%	7.13%
CAGR﹪	21.71%	5.58%
Sharpe	0.78	14.66
Prob. Sharpe Ratio	83.26%	100.0%
Smart Sharpe	0.74	13.79
Sortino	1.12	62.21
Smart Sortino	1.05	58.52
Sortino/√2	0.79	43.99
Smart Sortino/√2	0.74	41.38
Omega	1.15	1.15
Max Drawdown	-28.26%	-0.4%
Longest DD Days	233	63
Volatility (ann.)	24.2%	0.3%
R^2	0.0	0.0
Information Ratio	0.04	0.04
Calmar	0.77	13.95
Skew	-0.45	1.21
Kurtosis	3.92	3.02
Expected Daily	0.06%	0.02%
Expected Monthly	1.57%	0.43%
Expected Yearly	13.27%	3.5%
Kelly Criterion	23.75%	81.69%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.43%	-0.01%
Expected Shortfall (cVaR)	-2.43%	-0.01%
Max Consecutive Wins	5	283
Max Consecutive Losses	6	27
Gain/Pain Ratio	0.15	14.33
Gain/Pain (1M)	0.81	14.33
Payoff Ratio	1.66	2.04
Profit Factor	1.15	15.33
Common Sense Ratio	1.16	61.5
CPC Index	1.0	27.37
Tail Ratio	1.01	4.01
Outlier Win Ratio	1.82	91.22
Outlier Loss Ratio	1.69	185.91
MTD	-2.27%	0.27%
3M	6.69%	0.73%
6M	-7.58%	2.19%
YTD	-2.2%	5.33%
1Y	-4.51%	6.31%
3Y (ann.)	21.71%	5.58%
5Y (ann.)	21.71%	5.58%
10Y (ann.)	21.71%	5.58%
All-time (ann.)	21.71%	5.58%
Best Day	5.23%	0.08%
Worst Day	-8.94%	-0.02%
Best Month	17.29%	1.62%
Worst Month	-9.18%	-0.4%
Best Year	31.18%	5.33%
Worst Year	-2.2%	1.72%
Avg. Drawdown	-3.58%	-0.24%
Avg. Drawdown Days	22	50
Recovery Factor	1.0	17.83
Ulcer Index	0.13	0.0
Serenity Index	0.13	10.91
Avg. Up Month	5.59%	0.62%
Avg. Down Month	-	-
Win Days	52.38%	87.72%
Win Month	62.5%	87.5%
Win Quarter	66.67%	100.0%
Win Year	50.0%	100.0%
Beta	4.07	-
Alpha	0.01	-
Correlation	5.08%	-
Treynor Ratio	6.95%	-