AKAI RUB[Strategy] vs Deposit RUB[Benchmark]

16 Oct, 2024 - 6 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	7.71%	27.69%
CAGR﹪	5.84%	20.52%
Sharpe	0.4	67.96
Prob. Sharpe Ratio	67.87%	100.0%
Smart Sharpe	0.4	67.7
Sortino	0.62	-
Smart Sortino	0.61	-
Sortino/√2	0.44	-
Smart Sortino/√2	0.43	-
Omega	1.07	1.07
Max Drawdown	-14.0%	-
Longest DD Days	-	-
Volatility (ann.)	17.98%	0.27%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	0.42	-
Skew	0.72	1.65
Kurtosis	2.93	6.17
Expected Daily	0.02%	0.07%
Expected Monthly	0.44%	1.45%
Expected Yearly	2.51%	8.49%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.83%	-0.04%
Expected Shortfall (cVaR)	-1.83%	-0.04%
Max Consecutive Wins	8	336
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.07	-
Gain/Pain (1M)	0.44	-
Payoff Ratio	-	-
Profit Factor	1.07	-
Common Sense Ratio	1.23	-
CPC Index	-	-
Tail Ratio	1.15	1.6
Outlier Win Ratio	1.83	21.64
Outlier Loss Ratio	1.52	-
MTD	-0.79%	0.36%
3M	5.35%	4.04%
6M	0.08%	8.14%
YTD	-0.16%	1.61%
1Y	-1.63%	18.86%
3Y (ann.)	5.84%	20.52%
5Y (ann.)	5.84%	20.52%
10Y (ann.)	5.84%	20.52%
All-time (ann.)	5.84%	20.52%
Best Day	6.39%	0.14%
Worst Day	-2.76%	0.0%
Best Month	9.34%	1.83%
Worst Month	-5.9%	0.36%
Best Year	5.74%	19.38%
Worst Year	-0.16%	1.61%
Avg. Drawdown	-3.82%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.55	-
Ulcer Index	0.07	0.0
Serenity Index	0.09	-
Avg. Up Month	3.07%	1.52%
Avg. Down Month	-	-
Win Days	48.77%	100.0%
Win Month	58.82%	100.0%
Win Quarter	50.0%	100.0%
Win Year	66.67%	100.0%
Beta	-1.7	-
Alpha	0.38	-
Correlation	-2.55%	-
Treynor Ratio	-4.53%	-