AKAI RUB[Strategy] vs Deposit RUB[Benchmark]

16 Oct, 2024 - 14 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-7.68%	35.08%
CAGR﹪	-4.49%	18.83%
Sharpe	-0.18	62.27
Prob. Sharpe Ratio	40.53%	100.0%
Smart Sharpe	-0.18	62.24
Sortino	-0.27	-
Smart Sortino	-0.27	-
Sortino/√2	-0.19	-
Smart Sortino/√2	-0.19	-
Omega	0.97	0.97
Max Drawdown	-19.88%	-
Longest DD Days	-	-
Volatility (ann.)	17.01%	0.27%
R^2	0.0	0.0
Information Ratio	-0.07	-0.07
Calmar	-0.23	-
Skew	0.6	1.68
Kurtosis	3.13	5.53
Expected Daily	-0.02%	0.07%
Expected Monthly	-0.36%	1.38%
Expected Yearly	-2.63%	10.54%
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	445
Max Consecutive Losses	8	0
Gain/Pain Ratio	-0.03	-
Gain/Pain (1M)	-0.14	-
Payoff Ratio	-	-
Profit Factor	0.97	-
Common Sense Ratio	1.04	-
CPC Index	-	-
Tail Ratio	1.08	1.76
Outlier Win Ratio	1.79	20.8
Outlier Loss Ratio	1.55	-
MTD	-4.46%	0.5%
3M	-10.2%	3.33%
6M	-13.16%	7.1%
YTD	-14.43%	7.49%
1Y	-8.27%	15.57%
3Y (ann.)	-4.49%	18.83%
5Y (ann.)	-4.49%	18.83%
10Y (ann.)	-4.49%	18.83%
All-time (ann.)	-4.49%	18.83%
Best Day	6.39%	0.14%
Worst Day	-3.34%	0.0%
Best Month	9.34%	1.83%
Worst Month	-5.9%	0.5%
Best Year	5.74%	19.38%
Worst Year	-14.43%	5.26%
Avg. Drawdown	-4.47%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.39	-
Ulcer Index	0.08	0.0
Serenity Index	-0.07	-
Avg. Up Month	2.91%	1.49%
Avg. Down Month	-	-
Win Days	48.16%	100.0%
Win Month	50.0%	100.0%
Win Quarter	37.5%	100.0%
Win Year	66.67%	100.0%
Beta	1.3	-
Alpha	-0.25	-
Correlation	2.08%	-
Treynor Ratio	-5.92%	-