AKAI RUB[Strategy] vs Deposit RUB[Benchmark]

16 Oct, 2024 - 14 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	-0.0%	21.65%
CAGR﹪	-0.0%	21.79%
Sharpe	0.09	66.73
Prob. Sharpe Ratio	53.84%	100.0%
Smart Sharpe	0.09	66.01
Sortino	0.15	-
Smart Sortino	0.14	-
Sortino/√2	0.1	-
Smart Sortino/√2	0.1	-
Omega	1.02	1.02
Max Drawdown	-14.0%	-
Longest DD Days	-	-
Volatility (ann.)	19.16%	0.28%
R^2	0.0	0.0
Information Ratio	-0.06	-0.06
Calmar	-0.0	-
Skew	0.73	1.44
Kurtosis	2.71	5.32
Expected Daily	0.0%	0.08%
Expected Monthly	-0.0%	1.52%
Expected Yearly	-0.0%	10.3%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.98%	-0.05%
Expected Shortfall (cVaR)	-1.98%	-0.05%
Max Consecutive Wins	8	259
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.02	-
Gain/Pain (1M)	0.09	-
Payoff Ratio	-	-
Profit Factor	1.02	-
Common Sense Ratio	1.13	-
CPC Index	-	-
Tail Ratio	1.11	1.52
Outlier Win Ratio	1.59	20.2
Outlier Loss Ratio	1.52	-
MTD	-3.42%	0.59%
3M	-0.63%	4.08%
6M	-3.67%	9.01%
YTD	-5.43%	15.57%
1Y	-0.0%	21.65%
3Y (ann.)	-0.0%	21.79%
5Y (ann.)	-0.0%	21.79%
10Y (ann.)	-0.0%	21.79%
All-time (ann.)	-0.0%	21.79%
Best Day	6.39%	0.14%
Worst Day	-2.76%	0.0%
Best Month	9.34%	1.83%
Worst Month	-5.9%	0.59%
Best Year	5.74%	15.57%
Worst Year	-5.43%	5.26%
Avg. Drawdown	-3.82%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.0	-
Ulcer Index	0.07	0.0
Serenity Index	-0.0	-
Avg. Up Month	3.29%	1.63%
Avg. Down Month	-	-
Win Days	46.03%	100.0%
Win Month	53.85%	100.0%
Win Quarter	40.0%	100.0%
Win Year	50.0%	100.0%
Beta	-0.88	-
Alpha	0.19	-
Correlation	-1.31%	-
Treynor Ratio	0.0%	-