AMNR[Strategy] vs RUB Inflation[Benchmark]

16 Jan, 2024 - 23 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	50.24%	19.28%
CAGR﹪	18.91%	7.79%
Sharpe	21.4	20.31
Prob. Sharpe Ratio	-	-
Smart Sharpe	21.34	20.25
Sortino	1725.37	140.33
Smart Sortino	1720.33	139.92
Sortino/√2	1220.02	99.23
Smart Sortino/√2	1216.46	98.94
Omega	662.22	662.22
Max Drawdown	-0.0%	-0.4%
Longest DD Days	3	64
Volatility (ann.)	0.72%	0.33%
R^2	0.01	0.01
Information Ratio	0.73	0.73
Calmar	3813.26	19.47
Skew	1.26	0.66
Kurtosis	1.18	0.1
Expected Daily	0.06%	0.03%
Expected Monthly	1.41%	0.61%
Expected Yearly	14.53%	6.05%
Kelly Criterion	95.87%	93.88%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.01%
Expected Shortfall (cVaR)	-0.01%	-0.01%
Max Consecutive Wins	330	408
Max Consecutive Losses	2	27
Gain/Pain Ratio	661.22	44.0
Gain/Pain (1M)	-	44.0
Payoff Ratio	53.09	1.95
Profit Factor	662.22	45.0
Common Sense Ratio	-	652.7
CPC Index	33733.19	84.02
Tail Ratio	-	14.5
Outlier Win Ratio	1.95	4.41
Outlier Loss Ratio	3.99	0.64
MTD	0.83%	0.09%
3M	3.59%	1.01%
6M	7.76%	3.64%
YTD	5.83%	3.22%
1Y	17.91%	5.38%
3Y (ann.)	18.91%	7.79%
5Y (ann.)	18.91%	7.79%
10Y (ann.)	18.91%	7.79%
All-time (ann.)	18.91%	7.79%
Best Day	0.25%	0.07%
Worst Day	-0.0%	-0.01%
Best Month	1.83%	1.62%
Worst Month	0.57%	-0.4%
Best Year	20.62%	9.44%
Worst Year	5.83%	3.22%
Avg. Drawdown	-0.0%	-0.4%
Avg. Drawdown Days	1	64
Recovery Factor	10132.8	48.2
Ulcer Index	0.0	0.0
Serenity Index	2933376.54	44.8
Avg. Up Month	1.41%	0.65%
Avg. Down Month	-	-
Win Days	95.95%	95.96%
Win Month	100.0%	96.55%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.25	-
Alpha	0.14	-
Correlation	11.62%	-
Treynor Ratio	197.29%	-