AMNR[Strategy] vs RUB Inflation[Benchmark]

16 Jan, 2024 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	36.94%	13.07%
CAGR﹪	19.77%	7.3%
Sharpe	23.13	17.34
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	21.69	16.26
Sortino	2759.44	72.94
Smart Sortino	2587.77	68.4
Sortino/√2	1951.22	51.58
Smart Sortino/√2	1829.83	48.37
Omega	1452.55	1452.55
Max Drawdown	-0.0%	-1.0%
Longest DD Days	2	73
Volatility (ann.)	0.72%	0.37%
R^2	0.02	0.02
Information Ratio	0.84	0.84
Calmar	4305.93	7.27
Skew	1.24	-0.01
Kurtosis	0.79	-0.47
Expected Daily	0.07%	0.03%
Expected Monthly	1.44%	0.56%
Expected Yearly	17.02%	6.33%
Kelly Criterion	97.77%	79.3%
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	1	68
Gain/Pain Ratio	1451.55	12.17
Gain/Pain (1M)	-	12.17
Payoff Ratio	35.31	2.23
Profit Factor	1452.55	13.17
Common Sense Ratio	-	60.01
CPC Index	50173.79	25.14
Tail Ratio	-	4.56
Outlier Win Ratio	1.85	3.83
Outlier Loss Ratio	3.81	0.56
MTD	0.59%	-0.19%
3M	4.41%	-0.66%
6M	9.85%	0.42%
YTD	16.36%	3.32%
1Y	21.64%	6.66%
3Y (ann.)	19.77%	7.3%
5Y (ann.)	19.77%	7.3%
10Y (ann.)	19.77%	7.3%
All-time (ann.)	19.77%	7.3%
Best Day	0.22%	0.07%
Worst Day	-0.0%	-0.01%
Best Month	1.83%	1.43%
Worst Month	0.57%	-0.41%
Best Year	17.69%	9.44%
Worst Year	16.36%	3.32%
Avg. Drawdown	-0.0%	-1.0%
Avg. Drawdown Days	1	73
Recovery Factor	8044.79	13.01
Ulcer Index	0.0	0.0
Serenity Index	6379789.88	3.33
Avg. Up Month	1.48%	0.7%
Avg. Down Month	-	-
Win Days	97.84%	85.71%
Win Month	100.0%	86.36%
Win Quarter	100.0%	75.0%
Win Year	100.0%	100.0%
Beta	0.28	-
Alpha	0.15	-
Correlation	14.82%	-
Treynor Ratio	129.86%	-