AKAI RUB[Strategy] vs Deposit RUB[Benchmark]

16 Oct, 2024 - 28 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	2.07%	24.08%
CAGR﹪	1.85%	21.29%
Sharpe	0.19	66.08
Prob. Sharpe Ratio	58.01%	100.0%
Smart Sharpe	0.19	65.88
Sortino	0.29	-
Smart Sortino	0.29	-
Sortino/√2	0.2	-
Smart Sortino/√2	0.2	-
Omega	1.03	1.03
Max Drawdown	-14.0%	-
Longest DD Days	-	-
Volatility (ann.)	18.8%	0.28%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	0.13	-
Skew	0.75	1.53
Kurtosis	2.69	5.46
Expected Daily	0.01%	0.07%
Expected Monthly	0.15%	1.55%
Expected Yearly	1.03%	11.39%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.93%	-0.04%
Expected Shortfall (cVaR)	-1.93%	-0.04%
Max Consecutive Wins	8	292
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.03	-
Gain/Pain (1M)	0.2	-
Payoff Ratio	-	-
Profit Factor	1.03	-
Common Sense Ratio	1.19	-
CPC Index	-	-
Tail Ratio	1.16	1.6
Outlier Win Ratio	1.78	22.52
Outlier Loss Ratio	1.54	-
MTD	1.35%	1.29%
3M	-7.5%	4.05%
6M	2.31%	8.56%
YTD	-3.47%	17.87%
1Y	7.42%	20.21%
3Y (ann.)	1.85%	21.29%
5Y (ann.)	1.85%	21.29%
10Y (ann.)	1.85%	21.29%
All-time (ann.)	1.85%	21.29%
Best Day	6.39%	0.14%
Worst Day	-2.76%	0.0%
Best Month	9.34%	1.83%
Worst Month	-5.9%	1.28%
Best Year	5.74%	17.87%
Worst Year	-3.47%	5.26%
Avg. Drawdown	-3.82%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.15	-
Ulcer Index	0.07	0.0
Serenity Index	0.03	-
Avg. Up Month	3.05%	1.58%
Avg. Down Month	-	-
Win Days	46.29%	100.0%
Win Month	57.14%	100.0%
Win Quarter	40.0%	100.0%
Win Year	50.0%	100.0%
Beta	-0.97	-
Alpha	0.22	-
Correlation	-1.45%	-
Treynor Ratio	-2.13%	-