AMNR[Strategy] vs RUB Inflation[Benchmark]

16 Jan, 2024 - 17 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	27.14%	13.66%
CAGR﹪	19.72%	10.07%
Sharpe	24.96	35.2
Prob. Sharpe Ratio	-	-
Smart Sharpe	20.88	29.45
Sortino	-	-
Smart Sortino	-	-
Sortino/√2	-	-
Smart Sortino/√2	-	-
Omega	-	-
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	0.7%	0.27%
R^2	0.01	0.01
Information Ratio	0.71	0.71
Calmar	-	-
Skew	1.41	0.48
Kurtosis	0.87	-0.58
Expected Daily	0.07%	0.04%
Expected Monthly	1.42%	0.76%
Expected Yearly	12.75%	6.61%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.0%	-0.01%
Expected Shortfall (cVaR)	-0.0%	-0.01%
Max Consecutive Wins	330	343
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	5.26	7.45
Outlier Win Ratio	1.81	3.4
Outlier Loss Ratio	-	-
MTD	0.96%	0.43%
3M	5.34%	2.19%
6M	10.86%	5.95%
YTD	8.03%	3.86%
1Y	20.93%	10.63%
3Y (ann.)	19.72%	10.07%
5Y (ann.)	19.72%	10.07%
10Y (ann.)	19.72%	10.07%
All-time (ann.)	19.72%	10.07%
Best Day	0.22%	0.07%
Worst Day	0.0%	0.0%
Best Month	1.83%	1.43%
Worst Month	0.57%	0.2%
Best Year	17.69%	9.44%
Worst Year	8.03%	3.86%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	1.42%	0.76%
Avg. Down Month	-	-
Win Days	100.0%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.22	-
Alpha	0.16	-
Correlation	8.45%	-
Treynor Ratio	121.48%	-
Avg. Drawdown Days	-	-