AKBC RUB[Strategy] vs Deposit RUB[Benchmark]

7 Apr, 2025 - 23 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	11.0%	14.69%
CAGR﹪	13.99%	18.75%
Sharpe	0.66	71.37
Prob. Sharpe Ratio	73.53%	100.0%
Smart Sharpe	0.63	67.55
Sortino	1.02	-
Smart Sortino	0.97	-
Sortino/√2	0.72	-
Smart Sortino/√2	0.69	-
Omega	1.12	1.12
Max Drawdown	-17.05%	-
Longest DD Days	-	-
Volatility (ann.)	21.17%	0.22%
R^2	0.0	0.0
Information Ratio	-0.0	-0.0
Calmar	0.82	-
Skew	0.5	0.4
Kurtosis	2.2	1.33
Expected Daily	0.05%	0.06%
Expected Monthly	1.05%	1.38%
Expected Yearly	5.36%	7.09%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.14%	-0.04%
Expected Shortfall (cVaR)	-2.14%	-0.04%
Max Consecutive Wins	7	221
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.12	-
Gain/Pain (1M)	0.82	-
Payoff Ratio	-	-
Profit Factor	1.12	-
Common Sense Ratio	1.47	-
CPC Index	-	-
Tail Ratio	1.32	2.01
Outlier Win Ratio	1.65	25.45
Outlier Loss Ratio	1.54	-
MTD	1.59%	1.26%
3M	8.13%	4.25%
6M	2.4%	8.42%
YTD	1.59%	1.26%
1Y	11.0%	14.69%
3Y (ann.)	13.99%	18.75%
5Y (ann.)	13.99%	18.75%
10Y (ann.)	13.99%	18.75%
All-time (ann.)	13.99%	18.75%
Best Day	6.5%	0.09%
Worst Day	-3.68%	0.0%
Best Month	7.43%	1.62%
Worst Month	-6.78%	1.26%
Best Year	9.27%	13.26%
Worst Year	1.59%	1.26%
Avg. Drawdown	-4.19%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.65	-
Ulcer Index	0.08	0.0
Serenity Index	0.14	-
Avg. Up Month	4.59%	1.37%
Avg. Down Month	-	-
Win Days	51.21%	100.0%
Win Month	60.0%	100.0%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	5.65	-
Alpha	-0.74	-
Correlation	5.82%	-
Treynor Ratio	1.95%	-