AKCN RUB[Strategy] vs Deposit RUB[Benchmark]

10 Sep, 2025 - 23 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	-27.0%	16.14%
CAGR﹪	-26.21%	15.54%
Sharpe	-1.01	64.04
Prob. Sharpe Ratio	13.01%	100.0%
Smart Sharpe	-0.95	60.27
Sortino	-1.39	-
Smart Sortino	-1.31	-
Sortino/√2	-0.99	-
Smart Sortino/√2	-0.93	-
Omega	0.83	0.83
Max Drawdown	-38.7%	-
Longest DD Days	-	-
Volatility (ann.)	21.56%	0.18%
R^2	0.0	0.0
Information Ratio	-0.1	-0.1
Calmar	-0.68	-
Skew	0.58	1.72
Kurtosis	9.08	5.37
Expected Daily	-0.1%	0.05%
Expected Monthly	-2.39%	1.16%
Expected Yearly	-14.56%	7.77%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.32%	-0.03%
Expected Shortfall (cVaR)	-2.32%	-0.03%
Max Consecutive Wins	7	329
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.17	-
Gain/Pain (1M)	-0.61	-
Payoff Ratio	-	-
Profit Factor	0.83	-
Common Sense Ratio	0.62	-
CPC Index	-	-
Tail Ratio	0.76	1.6
Outlier Win Ratio	2.45	43.2
Outlier Loss Ratio	1.77	-
MTD	-0.4%	1.08%
3M	-1.2%	3.58%
6M	-24.69%	7.04%
YTD	-24.69%	10.44%
1Y	-22.64%	15.34%
3Y (ann.)	-26.21%	15.54%
5Y (ann.)	-26.21%	15.54%
10Y (ann.)	-26.21%	15.54%
All-time (ann.)	-26.21%	15.54%
Best Day	8.01%	0.09%
Worst Day	-6.86%	0.0%
Best Month	5.83%	1.3%
Worst Month	-9.31%	1.06%
Best Year	-3.07%	10.44%
Worst Year	-24.69%	5.16%
Avg. Drawdown	-18.08%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.7	-
Ulcer Index	0.16	0.0
Serenity Index	-0.08	-
Avg. Up Month	4.25%	1.21%
Avg. Down Month	-	-
Win Days	48.08%	100.0%
Win Month	30.77%	100.0%
Win Quarter	20.0%	100.0%
Win Year	0.0%	100.0%
Beta	-1.2	-
Alpha	-0.08	-
Correlation	-0.99%	-
Treynor Ratio	22.46%	-