AKBC RUB[Strategy] vs Deposit RUB[Benchmark]

7 Apr, 2025 - 31 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	11.65%	17.31%
CAGR﹪	11.89%	17.68%
Sharpe	0.61	71.53
Prob. Sharpe Ratio	74.09%	100.0%
Smart Sharpe	0.58	67.89
Sortino	0.93	-
Smart Sortino	0.88	-
Sortino/√2	0.66	-
Smart Sortino/√2	0.62	-
Omega	1.11	1.11
Max Drawdown	-17.05%	-
Longest DD Days	-	-
Volatility (ann.)	19.38%	0.2%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	0.7	-
Skew	0.51	0.79
Kurtosis	2.92	2.33
Expected Daily	0.04%	0.06%
Expected Monthly	0.92%	1.34%
Expected Yearly	5.67%	8.31%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.96%	-0.04%
Expected Shortfall (cVaR)	-1.96%	-0.04%
Max Consecutive Wins	7	279
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.11	-
Gain/Pain (1M)	0.81	-
Payoff Ratio	-	-
Profit Factor	1.11	-
Common Sense Ratio	1.42	-
CPC Index	-	-
Tail Ratio	1.28	2.15
Outlier Win Ratio	1.76	26.03
Outlier Loss Ratio	1.67	-
MTD	-0.96%	1.15%
3M	2.18%	3.58%
6M	7.07%	7.69%
YTD	2.18%	3.58%
1Y	11.65%	17.31%
3Y (ann.)	11.89%	17.68%
5Y (ann.)	11.89%	17.68%
10Y (ann.)	11.89%	17.68%
All-time (ann.)	11.89%	17.68%
Best Day	6.5%	0.09%
Worst Day	-3.68%	0.0%
Best Month	7.43%	1.62%
Worst Month	-6.78%	1.15%
Best Year	9.27%	13.26%
Worst Year	2.18%	3.58%
Avg. Drawdown	-4.19%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.68	-
Ulcer Index	0.07	0.0
Serenity Index	0.16	-
Avg. Up Month	4.16%	1.34%
Avg. Down Month	-	-
Win Days	51.54%	100.0%
Win Month	58.33%	100.0%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	5.76	-
Alpha	-0.71	-
Correlation	5.98%	-
Treynor Ratio	2.02%	-