AKBC RUB[Strategy] vs Deposit RUB[Benchmark]

7 Apr, 2025 - 6 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	92.0%	100.0%
Cumulative Return	3.31%	20.13%
CAGR﹪	2.83%	17.06%
Sharpe	0.22	61.29
Prob. Sharpe Ratio	60.23%	-
Smart Sharpe	0.21	58.86
Sortino	0.33	-
Smart Sortino	0.32	-
Sortino/√2	0.24	-
Smart Sortino/√2	0.23	-
Omega	1.04	1.04
Max Drawdown	-17.05%	-
Longest DD Days	-	-
Volatility (ann.)	18.18%	0.22%
R^2	0.01	0.01
Information Ratio	-0.03	-0.03
Calmar	0.17	-
Skew	0.56	0.77
Kurtosis	3.34	1.25
Expected Daily	0.01%	0.05%
Expected Monthly	0.22%	1.23%
Expected Yearly	1.64%	9.6%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.87%	-0.03%
Expected Shortfall (cVaR)	-1.87%	-0.03%
Max Consecutive Wins	7	343
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.04	-
Gain/Pain (1M)	0.23	-
Payoff Ratio	-	-
Profit Factor	1.04	-
Common Sense Ratio	1.27	-
CPC Index	-	-
Tail Ratio	1.22	2.11
Outlier Win Ratio	1.84	26.92
Outlier Loss Ratio	1.68	-
MTD	-0.63%	0.23%
3M	-8.89%	3.36%
6M	-3.15%	7.17%
YTD	-5.46%	6.06%
1Y	-2.36%	16.05%
3Y (ann.)	2.83%	17.06%
5Y (ann.)	2.83%	17.06%
10Y (ann.)	2.83%	17.06%
All-time (ann.)	2.83%	17.06%
Best Day	6.5%	0.09%
Worst Day	-3.68%	0.0%
Best Month	7.43%	1.62%
Worst Month	-6.78%	0.23%
Best Year	9.27%	13.26%
Worst Year	-5.46%	6.06%
Avg. Drawdown	-4.19%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.19	-
Ulcer Index	0.07	0.0
Serenity Index	0.04	-
Avg. Up Month	4.16%	1.34%
Avg. Down Month	-	-
Win Days	49.68%	100.0%
Win Month	46.67%	100.0%
Win Quarter	60.0%	100.0%
Win Year	50.0%	100.0%
Beta	6.56	-
Alpha	-0.84	-
Correlation	7.91%	-
Treynor Ratio	0.5%	-