AMNR[Strategy] vs RUB Inflation[Benchmark]

16 Jan, 2024 - 17 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	33.43%	14.02%
CAGR﹪	19.94%	8.62%
Sharpe	24.08	26.08
Prob. Sharpe Ratio	-	-
Smart Sharpe	21.32	23.09
Sortino	4299.33	-
Smart Sortino	3806.28	-
Sortino/√2	3040.09	-
Smart Sortino/√2	2691.45	-
Omega	3774.76	3774.76
Max Drawdown	-0.0%	-
Longest DD Days	-	-
Volatility (ann.)	0.72%	0.3%
R^2	0.01	0.01
Information Ratio	0.79	0.79
Calmar	4343.02	-
Skew	1.31	0.63
Kurtosis	0.77	-0.7
Expected Daily	0.07%	0.03%
Expected Monthly	1.45%	0.66%
Expected Yearly	15.51%	6.78%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.0%
Expected Shortfall (cVaR)	-0.01%	-0.0%
Max Consecutive Wins	330	421
Max Consecutive Losses	1	0
Gain/Pain Ratio	3773.76	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3774.76	-
Common Sense Ratio	26741.78	-
CPC Index	-	-
Tail Ratio	7.08	7.45
Outlier Win Ratio	1.82	4.04
Outlier Loss Ratio	-1.78	-
MTD	0.87%	0.12%
3M	4.95%	0.82%
6M	10.56%	2.51%
YTD	13.38%	4.19%
1Y	21.85%	8.49%
3Y (ann.)	19.94%	8.62%
5Y (ann.)	19.94%	8.62%
10Y (ann.)	19.94%	8.62%
All-time (ann.)	19.94%	8.62%
Best Day	0.22%	0.07%
Worst Day	-0.0%	0.0%
Best Month	1.83%	1.43%
Worst Month	0.57%	0.12%
Best Year	17.69%	9.44%
Worst Year	13.38%	4.19%
Avg. Drawdown	-0.0%	-
Avg. Drawdown Days	-	-
Recovery Factor	7281.69	-
Ulcer Index	0.0	0.0
Serenity Index	12610585.52	-
Avg. Up Month	1.45%	0.66%
Avg. Down Month	-	-
Win Days	99.27%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.21	-
Alpha	0.16	-
Correlation	8.88%	-
Treynor Ratio	158.1%	-