AKAI RUB[Strategy] vs Deposit RUB[Benchmark]

16 Oct, 2024 - 15 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	2.64%	30.87%
CAGR﹪	1.76%	19.71%
Sharpe	0.18	65.12
Prob. Sharpe Ratio	59.04%	100.0%
Smart Sharpe	0.18	65.11
Sortino	0.28	-
Smart Sortino	0.28	-
Sortino/√2	0.2	-
Smart Sortino/√2	0.2	-
Omega	1.03	1.03
Max Drawdown	-14.0%	-
Longest DD Days	-	-
Volatility (ann.)	17.19%	0.27%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	0.13	-
Skew	0.75	1.67
Kurtosis	3.29	5.84
Expected Daily	0.01%	0.07%
Expected Monthly	0.14%	1.43%
Expected Yearly	0.87%	9.38%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.77%	-0.04%
Expected Shortfall (cVaR)	-1.77%	-0.04%
Max Consecutive Wins	8	383
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.03	-
Gain/Pain (1M)	0.18	-
Payoff Ratio	-	-
Profit Factor	1.03	-
Common Sense Ratio	1.16	-
CPC Index	-	-
Tail Ratio	1.12	1.74
Outlier Win Ratio	1.78	20.77
Outlier Loss Ratio	1.51	-
MTD	-2.5%	0.56%
3M	-3.67%	3.7%
6M	3.31%	7.61%
YTD	-4.86%	4.14%
1Y	0.06%	17.19%
3Y (ann.)	1.76%	19.71%
5Y (ann.)	1.76%	19.71%
10Y (ann.)	1.76%	19.71%
All-time (ann.)	1.76%	19.71%
Best Day	6.39%	0.14%
Worst Day	-2.76%	0.0%
Best Month	9.34%	1.83%
Worst Month	-5.9%	0.56%
Best Year	5.74%	19.38%
Worst Year	-4.86%	4.14%
Avg. Drawdown	-3.82%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.19	-
Ulcer Index	0.07	0.0
Serenity Index	0.03	-
Avg. Up Month	2.91%	1.49%
Avg. Down Month	-	-
Win Days	47.99%	100.0%
Win Month	57.89%	100.0%
Win Quarter	42.86%	100.0%
Win Year	66.67%	100.0%
Beta	-0.2	-
Alpha	0.07	-
Correlation	-0.31%	-
Treynor Ratio	-13.29%	-