AKCN RUB[Strategy] vs Deposit RUB[Benchmark]

10 Sep, 2025 - 7 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	-19.68%	13.87%
CAGR﹪	-21.47%	15.39%
Sharpe	-0.8	60.8
Prob. Sharpe Ratio	20.26%	100.0%
Smart Sharpe	-0.75	57.06
Sortino	-1.13	-
Smart Sortino	-1.06	-
Sortino/√2	-0.8	-
Smart Sortino/√2	-0.75	-
Omega	0.86	0.86
Max Drawdown	-38.7%	-
Longest DD Days	-	-
Volatility (ann.)	21.27%	0.19%
R^2	0.0	0.0
Information Ratio	-0.08	-0.08
Calmar	-0.55	-
Skew	0.7	1.75
Kurtosis	10.78	5.12
Expected Daily	-0.08%	0.05%
Expected Monthly	-1.81%	1.09%
Expected Yearly	-10.38%	6.71%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.27%	-0.03%
Expected Shortfall (cVaR)	-2.27%	-0.03%
Max Consecutive Wins	7	287
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.14	-
Gain/Pain (1M)	-0.48	-
Payoff Ratio	-	-
Profit Factor	0.86	-
Common Sense Ratio	0.69	-
CPC Index	-	-
Tail Ratio	0.81	1.6
Outlier Win Ratio	2.15	37.16
Outlier Loss Ratio	1.62	-
MTD	3.31%	0.17%
3M	-7.09%	3.19%
6M	-19.28%	6.73%
YTD	-17.14%	8.28%
1Y	-19.68%	13.87%
3Y (ann.)	-21.47%	15.39%
5Y (ann.)	-21.47%	15.39%
10Y (ann.)	-21.47%	15.39%
All-time (ann.)	-21.47%	15.39%
Best Day	8.01%	0.09%
Worst Day	-6.86%	0.0%
Best Month	5.83%	1.3%
Worst Month	-9.31%	0.17%
Best Year	-3.07%	8.28%
Worst Year	-17.14%	5.16%
Avg. Drawdown	-18.08%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.51	-
Ulcer Index	0.14	0.0
Serenity Index	-0.07	-
Avg. Up Month	4.06%	1.01%
Avg. Down Month	-	-
Win Days	48.16%	100.0%
Win Month	41.67%	100.0%
Win Quarter	40.0%	100.0%
Win Year	0.0%	100.0%
Beta	-3.03	-
Alpha	0.17	-
Correlation	-2.66%	-
Treynor Ratio	6.5%	-