AMNR[Strategy] vs RUB Inflation[Benchmark]

16 Jan, 2024 - 13 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	58.42%	21.59%
CAGR﹪	18.26%	7.39%
Sharpe	20.49	19.48
Prob. Sharpe Ratio	-	-
Smart Sharpe	19.51	18.55
Sortino	1386.83	139.28
Smart Sortino	1320.66	132.63
Sortino/√2	980.64	98.49
Smart Sortino/√2	933.85	93.79
Omega	480.32	480.32
Max Drawdown	-0.0%	-0.4%
Longest DD Days	3	64
Volatility (ann.)	0.7%	0.32%
R^2	0.02	0.02
Information Ratio	0.72	0.72
Calmar	3683.87	18.47
Skew	1.27	0.78
Kurtosis	1.32	0.43
Expected Daily	0.06%	0.02%
Expected Monthly	1.36%	0.58%
Expected Yearly	16.57%	6.73%
Kelly Criterion	95.01%	90.8%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.02%	-0.01%
Expected Shortfall (cVaR)	-0.02%	-0.01%
Max Consecutive Wins	330	408
Max Consecutive Losses	2	27
Gain/Pain Ratio	479.32	40.67
Gain/Pain (1M)	-	40.67
Payoff Ratio	29.45	2.73
Profit Factor	480.32	41.67
Common Sense Ratio	-	950.86
CPC Index	13464.51	106.04
Tail Ratio	-	22.82
Outlier Win Ratio	2.05	4.61
Outlier Loss Ratio	3.67	1.07
MTD	0.48%	0.17%
3M	3.5%	0.77%
6M	7.15%	2.12%
YTD	11.59%	5.22%
1Y	15.69%	6.31%
3Y (ann.)	18.26%	7.39%
5Y (ann.)	18.26%	7.39%
10Y (ann.)	18.26%	7.39%
All-time (ann.)	18.26%	7.39%
Best Day	0.25%	0.07%
Worst Day	-0.0%	-0.01%
Best Month	1.83%	1.62%
Worst Month	0.48%	-0.4%
Best Year	20.62%	9.44%
Worst Year	11.59%	5.22%
Avg. Drawdown	-0.0%	-0.24%
Avg. Drawdown Days	1	50
Recovery Factor	11782.34	53.98
Ulcer Index	0.0	0.0
Serenity Index	2675614.06	56.75
Avg. Up Month	1.37%	0.63%
Avg. Down Month	-	-
Win Days	95.17%	93.27%
Win Month	100.0%	94.12%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.32	-
Alpha	0.12	-
Correlation	14.29%	-
Treynor Ratio	182.66%	-