AMNR[Strategy] vs RUB Inflation[Benchmark]

16 Jan, 2024 - 7 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	52.69%	19.63%
CAGR﹪	18.66%	7.51%
Sharpe	20.94	19.49
Prob. Sharpe Ratio	-	-
Smart Sharpe	20.46	19.04
Sortino	1535.84	138.26
Smart Sortino	1500.29	135.06
Sortino/√2	1086.0	97.76
Smart Sortino/√2	1060.86	95.5
Omega	561.91	561.91
Max Drawdown	-0.0%	-0.4%
Longest DD Days	3	64
Volatility (ann.)	0.72%	0.33%
R^2	0.02	0.02
Information Ratio	0.73	0.73
Calmar	3763.59	18.78
Skew	1.25	0.75
Kurtosis	1.21	0.17
Expected Daily	0.06%	0.03%
Expected Monthly	1.37%	0.58%
Expected Yearly	15.15%	6.16%
Kelly Criterion	95.52%	94.16%
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	560.91	44.72
Gain/Pain (1M)	-	44.72
Payoff Ratio	52.14	1.86
Profit Factor	561.91	45.72
Common Sense Ratio	-	663.16
CPC Index	28010.92	81.83
Tail Ratio	-	14.5
Outlier Win Ratio	1.99	4.62
Outlier Loss Ratio	3.76	0.64
MTD	0.27%	0.04%
3M	3.57%	0.5%
6M	7.4%	3.36%
YTD	7.56%	3.52%
1Y	16.86%	5.22%
3Y (ann.)	18.66%	7.51%
5Y (ann.)	18.66%	7.51%
10Y (ann.)	18.66%	7.51%
All-time (ann.)	18.66%	7.51%
Best Day	0.25%	0.07%
Worst Day	-0.0%	-0.01%
Best Month	1.83%	1.62%
Worst Month	0.27%	-0.4%
Best Year	20.62%	9.44%
Worst Year	7.56%	3.52%
Avg. Drawdown	-0.0%	-0.4%
Avg. Drawdown Days	1	64
Recovery Factor	10628.33	49.07
Ulcer Index	0.0	0.0
Serenity Index	2703357.2	48.43
Avg. Up Month	1.37%	0.61%
Avg. Down Month	-	-
Win Days	95.6%	96.2%
Win Month	100.0%	96.77%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.3	-
Alpha	0.13	-
Correlation	13.79%	-
Treynor Ratio	173.81%	-