AMNR[Strategy] vs RUB Inflation[Benchmark]

16 Jan, 2024 - 13 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	47.84%	19.35%
CAGR﹪	19.06%	8.21%
Sharpe	21.69	21.95
Prob. Sharpe Ratio	-	-
Smart Sharpe	21.46	21.72
Sortino	1685.32	144.83
Smart Sortino	1667.57	143.31
Sortino/√2	1191.7	102.41
Smart Sortino/√2	1179.15	101.33
Omega	664.7	664.7
Max Drawdown	-0.01%	-0.4%
Longest DD Days	2	64
Volatility (ann.)	0.72%	0.32%
R^2	0.01	0.01
Information Ratio	0.71	0.71
Calmar	3522.52	20.53
Skew	1.26	0.59
Kurtosis	1.16	0.19
Expected Daily	0.06%	0.03%
Expected Monthly	1.41%	0.63%
Expected Yearly	13.92%	6.07%
Kelly Criterion	96.15%	93.64%
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	663.7	44.14
Gain/Pain (1M)	-	44.14
Payoff Ratio	53.62	2.05
Profit Factor	664.7	45.14
Common Sense Ratio	-	354.8
CPC Index	34292.6	88.72
Tail Ratio	-	7.86
Outlier Win Ratio	1.93	4.16
Outlier Loss Ratio	3.7	0.64
MTD	0.51%	0.29%
3M	3.79%	2.9%
6M	7.96%	4.34%
YTD	4.14%	3.27%
1Y	18.59%	6.0%
3Y (ann.)	19.06%	8.21%
5Y (ann.)	19.06%	8.21%
10Y (ann.)	19.06%	8.21%
All-time (ann.)	19.06%	8.21%
Best Day	0.25%	0.07%
Worst Day	-0.01%	-0.01%
Best Month	1.83%	1.62%
Worst Month	0.51%	-0.4%
Best Year	20.62%	9.44%
Worst Year	4.14%	3.27%
Avg. Drawdown	-0.0%	-0.4%
Avg. Drawdown Days	1	64
Recovery Factor	8841.76	48.37
Ulcer Index	0.0	0.0
Serenity Index	2768275.45	41.62
Avg. Up Month	1.4%	0.67%
Avg. Down Month	-	-
Win Days	96.22%	95.72%
Win Month	100.0%	96.43%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.2	-
Alpha	0.14	-
Correlation	9.04%	-
Treynor Ratio	236.54%	-