AMNR[Strategy] vs RUB Inflation[Benchmark]

16 Jan, 2024 - 22 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	55.48%	21.44%
CAGR﹪	18.5%	7.76%
Sharpe	20.8	20.85
Prob. Sharpe Ratio	-	-
Smart Sharpe	20.12	20.17
Sortino	1471.99	145.64
Smart Sortino	1424.48	140.93
Sortino/√2	1040.86	102.98
Smart Sortino/√2	1007.26	99.66
Omega	527.03	527.03
Max Drawdown	-0.0%	-0.4%
Longest DD Days	3	64
Volatility (ann.)	0.71%	0.31%
R^2	0.01	0.01
Information Ratio	0.7	0.7
Calmar	3731.62	19.39
Skew	1.26	0.75
Kurtosis	1.26	0.43
Expected Daily	0.06%	0.03%
Expected Monthly	1.39%	0.61%
Expected Yearly	15.85%	6.69%
Kelly Criterion	95.33%	94.52%
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	526.03	48.48
Gain/Pain (1M)	-	48.48
Payoff Ratio	51.59	1.89
Profit Factor	527.03	49.48
Common Sense Ratio	-	717.63
CPC Index	25945.43	90.11
Tail Ratio	-	14.5
Outlier Win Ratio	2.01	4.53
Outlier Loss Ratio	3.73	0.64
MTD	0.81%	0.31%
3M	3.65%	1.79%
6M	7.2%	2.87%
YTD	9.53%	5.08%
1Y	16.36%	6.6%
3Y (ann.)	18.5%	7.76%
5Y (ann.)	18.5%	7.76%
10Y (ann.)	18.5%	7.76%
All-time (ann.)	18.5%	7.76%
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	9.53%	5.08%
Avg. Drawdown	-0.0%	-0.4%
Avg. Drawdown Days	1	64
Recovery Factor	11190.41	53.6
Ulcer Index	0.0	0.0
Serenity Index	2735748.64	53.73
Avg. Up Month	1.38%	0.64%
Avg. Down Month	-	-
Win Days	95.42%	96.41%
Win Month	100.0%	96.88%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.28	-
Alpha	0.13	-
Correlation	12.17%	-
Treynor Ratio	200.03%	-