AKAI RUB[Strategy] vs Deposit RUB[Benchmark]

16 Oct, 2024 - 11 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-4.07%	37.88%
CAGR﹪	-2.16%	18.38%
Sharpe	-0.03	57.79
Prob. Sharpe Ratio	48.19%	100.0%
Smart Sharpe	-0.03	55.55
Sortino	-0.05	-
Smart Sortino	-0.05	-
Sortino/√2	-0.03	-
Smart Sortino/√2	-0.03	-
Omega	0.99	0.99
Max Drawdown	-23.92%	-
Longest DD Days	-	-
Volatility (ann.)	17.64%	0.28%
R^2	0.0	0.0
Information Ratio	-0.06	-0.06
Calmar	-0.09	-
Skew	0.51	1.51
Kurtosis	2.48	4.63
Expected Daily	-0.01%	0.07%
Expected Monthly	-0.17%	1.35%
Expected Yearly	-1.38%	11.3%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.83%	-0.04%
Expected Shortfall (cVaR)	-1.83%	-0.04%
Max Consecutive Wins	8	493
Max Consecutive Losses	8	0
Gain/Pain Ratio	-0.01	-
Gain/Pain (1M)	-0.03	-
Payoff Ratio	-	-
Profit Factor	0.99	-
Common Sense Ratio	1.07	-
CPC Index	-	-
Tail Ratio	1.08	2.07
Outlier Win Ratio	1.82	23.23
Outlier Loss Ratio	1.59	-
MTD	0.75%	0.43%
3M	-3.11%	3.27%
6M	-11.77%	6.76%
YTD	-11.08%	9.72%
1Y	-14.56%	14.94%
3Y (ann.)	-2.16%	18.38%
5Y (ann.)	-2.16%	18.38%
10Y (ann.)	-2.16%	18.38%
All-time (ann.)	-2.16%	18.38%
Best Day	6.39%	0.14%
Worst Day	-3.34%	0.0%
Best Month	9.34%	1.83%
Worst Month	-5.9%	0.43%
Best Year	5.74%	19.38%
Worst Year	-11.08%	5.26%
Avg. Drawdown	-4.92%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.17	-
Ulcer Index	0.1	0.0
Serenity Index	-0.03	-
Avg. Up Month	2.73%	1.4%
Avg. Down Month	-	-
Win Days	48.02%	100.0%
Win Month	50.0%	100.0%
Win Quarter	37.5%	100.0%
Win Year	66.67%	100.0%
Beta	0.59	-
Alpha	-0.1	-
Correlation	0.95%	-
Treynor Ratio	-6.91%	-