AMNR[Strategy] vs RUB Inflation[Benchmark]

16 Jan, 2024 - 6 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	45.74%	20.13%
CAGR﹪	19.27%	8.96%
Sharpe	22.0	21.17
Prob. Sharpe Ratio	-	-
Smart Sharpe	21.46	20.65
Sortino	2149.92	154.38
Smart Sortino	2096.88	150.57
Sortino/√2	1520.22	109.16
Smart Sortino/√2	1482.72	106.47
Omega	929.38	929.38
Max Drawdown	-0.0%	-0.4%
Longest DD Days	2	64
Volatility (ann.)	0.72%	0.37%
R^2	0.0	0.0
Information Ratio	0.65	0.65
Calmar	3887.71	22.4
Skew	1.26	0.46
Kurtosis	1.13	-0.51
Expected Daily	0.06%	0.03%
Expected Monthly	1.4%	0.68%
Expected Yearly	13.38%	6.3%
Kelly Criterion	96.64%	93.47%
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	928.38	45.77
Gain/Pain (1M)	-	45.77
Payoff Ratio	54.35	2.25
Profit Factor	929.38	46.77
Common Sense Ratio	-	376.27
CPC Index	48845.19	100.44
Tail Ratio	-	8.05
Outlier Win Ratio	1.91	3.8
Outlier Loss Ratio	4.02	0.58
MTD	0.25%	0.44%
3M	3.9%	4.22%
6M	8.19%	5.54%
YTD	2.67%	3.95%
1Y	19.59%	7.46%
3Y (ann.)	19.27%	8.96%
5Y (ann.)	19.27%	8.96%
10Y (ann.)	19.27%	8.96%
All-time (ann.)	19.27%	8.96%
Best Day	0.25%	0.07%
Worst Day	-0.0%	-0.01%
Best Month	1.83%	1.84%
Worst Month	0.25%	-0.4%
Best Year	20.62%	9.44%
Worst Year	2.67%	3.95%
Avg. Drawdown	-0.0%	-0.4%
Avg. Drawdown Days	1	64
Recovery Factor	9226.05	50.32
Ulcer Index	0.0	0.0
Serenity Index	4368874.56	46.45
Avg. Up Month	1.4%	0.72%
Avg. Down Month	-	-
Win Days	96.7%	95.48%
Win Month	100.0%	96.3%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.1	-
Alpha	0.15	-
Correlation	4.83%	-
Treynor Ratio	478.82%	-