AKCN RUB[Strategy] vs Deposit RUB[Benchmark]

10 Sep, 2025 - 13 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	-31.16%	13.02%
CAGR﹪	-35.94%	15.72%
Sharpe	-2.0	62.8
Prob. Sharpe Ratio	1.59%	100.0%
Smart Sharpe	-1.97	61.86
Sortino	-2.42	-
Smart Sortino	-2.39	-
Sortino/√2	-1.71	-
Smart Sortino/√2	-1.69	-
Omega	0.7	0.7
Max Drawdown	-31.63%	-
Longest DD Days	-	-
Volatility (ann.)	17.04%	0.19%
R^2	0.0	0.0
Information Ratio	-0.17	-0.17
Calmar	-1.14	-
Skew	-0.93	1.76
Kurtosis	6.97	5.32
Expected Daily	-0.14%	0.05%
Expected Monthly	-3.34%	1.12%
Expected Yearly	-17.03%	6.31%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.9%	-0.03%
Expected Shortfall (cVaR)	-1.9%	-0.03%
Max Consecutive Wins	7	264
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.3	-
Gain/Pain (1M)	-0.73	-
Payoff Ratio	-	-
Profit Factor	0.7	-
Common Sense Ratio	0.52	-
CPC Index	-	-
Tail Ratio	0.74	2.21
Outlier Win Ratio	1.68	22.97
Outlier Loss Ratio	1.59	-
MTD	-8.42%	0.49%
3M	-26.43%	3.33%
6M	-27.58%	7.18%
YTD	-28.98%	7.47%
1Y	-31.16%	13.02%
3Y (ann.)	-35.94%	15.72%
5Y (ann.)	-35.94%	15.72%
10Y (ann.)	-35.94%	15.72%
All-time (ann.)	-35.94%	15.72%
Best Day	4.69%	0.09%
Worst Day	-6.86%	0.0%
Best Month	5.83%	1.3%
Worst Month	-9.31%	0.49%
Best Year	-3.07%	7.47%
Worst Year	-28.98%	5.16%
Avg. Drawdown	-15.72%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.99	-
Ulcer Index	0.12	0.0
Serenity Index	-0.12	-
Avg. Up Month	4.53%	1.26%
Avg. Down Month	-	-
Win Days	46.83%	100.0%
Win Month	27.27%	100.0%
Win Quarter	20.0%	100.0%
Win Year	0.0%	100.0%
Beta	1.82	-
Alpha	-0.55	-
Correlation	1.98%	-
Treynor Ratio	-17.08%	-