AKAI RUB[Strategy] vs Deposit RUB[Benchmark]

16 Oct, 2024 - 27 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	9.95%	28.71%
CAGR﹪	7.19%	20.27%
Sharpe	0.47	68.07
Prob. Sharpe Ratio	71.34%	100.0%
Smart Sharpe	0.47	67.77
Sortino	0.73	-
Smart Sortino	0.73	-
Sortino/√2	0.52	-
Smart Sortino/√2	0.52	-
Omega	1.08	1.08
Max Drawdown	-14.0%	-
Longest DD Days	-	-
Volatility (ann.)	17.69%	0.27%
R^2	0.0	0.0
Information Ratio	-0.03	-0.03
Calmar	0.51	-
Skew	0.71	1.74
Kurtosis	3.07	6.44
Expected Daily	0.03%	0.07%
Expected Monthly	0.56%	1.5%
Expected Yearly	3.21%	8.78%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.8%	-0.04%
Expected Shortfall (cVaR)	-1.8%	-0.04%
Max Consecutive Wins	8	350
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.08	-
Gain/Pain (1M)	0.56	-
Payoff Ratio	-	-
Profit Factor	1.08	-
Common Sense Ratio	1.25	-
CPC Index	-	-
Tail Ratio	1.15	1.6
Outlier Win Ratio	1.82	21.35
Outlier Loss Ratio	1.52	-
MTD	1.27%	1.19%
3M	7.34%	3.86%
6M	-0.25%	8.0%
YTD	1.92%	2.42%
1Y	-1.73%	18.27%
3Y (ann.)	7.19%	20.27%
5Y (ann.)	7.19%	20.27%
10Y (ann.)	7.19%	20.27%
All-time (ann.)	7.19%	20.27%
Best Day	6.39%	0.14%
Worst Day	-2.76%	0.0%
Best Month	9.34%	1.83%
Worst Month	-5.9%	1.19%
Best Year	5.74%	19.38%
Worst Year	1.92%	2.42%
Avg. Drawdown	-3.82%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.71	-
Ulcer Index	0.07	0.0
Serenity Index	0.12	-
Avg. Up Month	2.91%	1.49%
Avg. Down Month	-	-
Win Days	49.12%	100.0%
Win Month	64.71%	100.0%
Win Quarter	66.67%	100.0%
Win Year	100.0%	100.0%
Beta	-1.74	-
Alpha	0.4	-
Correlation	-2.62%	-
Treynor Ratio	-5.72%	-