AKBC RUB[Strategy] vs Deposit RUB[Benchmark]

7 Apr, 2025 - 30 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	5.15%	26.45%
CAGR﹪	3.26%	16.18%
Sharpe	0.23	57.03
Prob. Sharpe Ratio	62.47%	-
Smart Sharpe	0.22	54.59
Sortino	0.34	-
Smart Sortino	0.32	-
Sortino/√2	0.24	-
Smart Sortino/√2	0.23	-
Omega	1.04	1.04
Max Drawdown	-33.27%	-
Longest DD Days	-	-
Volatility (ann.)	21.11%	0.22%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	0.1	-
Skew	0.38	1.13
Kurtosis	4.39	1.53
Expected Daily	0.01%	0.05%
Expected Monthly	0.26%	1.24%
Expected Yearly	2.54%	12.45%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.17%	-0.03%
Expected Shortfall (cVaR)	-2.17%	-0.03%
Max Consecutive Wins	7	478
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.04	-
Gain/Pain (1M)	0.25	-
Payoff Ratio	-	-
Profit Factor	1.04	-
Common Sense Ratio	1.22	-
CPC Index	-	-
Tail Ratio	1.17	2.21
Outlier Win Ratio	1.66	30.66
Outlier Loss Ratio	1.81	-
MTD	11.11%	1.09%
3M	14.12%	3.36%
6M	-1.22%	6.68%
YTD	-3.77%	11.64%
1Y	6.13%	14.65%
3Y (ann.)	3.26%	16.18%
5Y (ann.)	3.26%	16.18%
10Y (ann.)	3.26%	16.18%
All-time (ann.)	3.26%	16.18%
Best Day	7.98%	0.09%
Worst Day	-5.44%	0.0%
Best Month	11.11%	1.62%
Worst Month	-8.55%	1.06%
Best Year	9.27%	13.26%
Worst Year	-3.77%	11.64%
Avg. Drawdown	-6.22%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.15	-
Ulcer Index	0.12	0.0
Serenity Index	0.03	-
Avg. Up Month	5.13%	1.28%
Avg. Down Month	-	-
Win Days	49.66%	100.0%
Win Month	47.37%	100.0%
Win Quarter	57.14%	100.0%
Win Year	50.0%	100.0%
Beta	4.94	-
Alpha	-0.56	-
Correlation	5.07%	-
Treynor Ratio	1.04%	-