AKBC RUB[Strategy] vs Deposit RUB[Benchmark]

7 Apr, 2025 - 21 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	-13.06%	22.09%
CAGR﹪	-10.3%	16.77%
Sharpe	-0.33	58.85
Prob. Sharpe Ratio	34.14%	-
Smart Sharpe	-0.32	56.14
Sortino	-0.48	-
Smart Sortino	-0.46	-
Sortino/√2	-0.34	-
Smart Sortino/√2	-0.32	-
Omega	0.94	0.94
Max Drawdown	-33.27%	-
Longest DD Days	-	-
Volatility (ann.)	20.9%	0.22%
R^2	0.01	0.01
Information Ratio	-0.06	-0.06
Calmar	-0.31	-
Skew	0.53	0.88
Kurtosis	5.7	1.18
Expected Daily	-0.04%	0.05%
Expected Monthly	-0.87%	1.26%
Expected Yearly	-6.76%	10.5%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.19%	-0.03%
Expected Shortfall (cVaR)	-2.19%	-0.03%
Max Consecutive Wins	7	386
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.06	-
Gain/Pain (1M)	-0.27	-
Payoff Ratio	-	-
Profit Factor	0.94	-
Common Sense Ratio	1.03	-
CPC Index	-	-
Tail Ratio	1.09	2.1
Outlier Win Ratio	1.75	28.58
Outlier Loss Ratio	1.81	-
MTD	-8.55%	0.8%
3M	-21.06%	3.34%
6M	-20.91%	7.06%
YTD	-20.44%	7.8%
1Y	-18.5%	15.56%
3Y (ann.)	-10.3%	16.77%
5Y (ann.)	-10.3%	16.77%
10Y (ann.)	-10.3%	16.77%
All-time (ann.)	-10.3%	16.77%
Best Day	7.98%	0.09%
Worst Day	-5.44%	0.0%
Best Month	7.43%	1.62%
Worst Month	-8.55%	0.8%
Best Year	9.27%	13.26%
Worst Year	-20.44%	7.8%
Avg. Drawdown	-6.22%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.39	-
Ulcer Index	0.1	0.0
Serenity Index	-0.1	-
Avg. Up Month	4.16%	1.34%
Avg. Down Month	-	-
Win Days	48.32%	100.0%
Win Month	43.75%	100.0%
Win Quarter	50.0%	100.0%
Win Year	50.0%	100.0%
Beta	8.87	-
Alpha	-1.22	-
Correlation	9.38%	-
Treynor Ratio	-1.47%	-