AKCN RUB[Strategy] vs Deposit RUB[Benchmark]

10 Sep, 2025 - 30 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	98.0%
Cumulative Return	-11.47%	2.51%
CAGR﹪	-58.92%	19.85%
Sharpe	-3.21	53.55
Prob. Sharpe Ratio	12.23%	100.0%
Smart Sharpe	-3.15	52.55
Sortino	-4.12	-
Smart Sortino	-4.04	-
Sortino/√2	-2.91	-
Smart Sortino/√2	-2.86	-
Omega	0.58	0.58
Max Drawdown	-14.24%	-
Longest DD Days	-	-
Volatility (ann.)	23.66%	0.3%
R^2	0.01	0.01
Information Ratio	-0.24	-0.24
Calmar	-4.14	-
Skew	0.67	-0.54
Kurtosis	2.05	1.64
Expected Daily	-0.31%	0.06%
Expected Monthly	-5.91%	1.25%
Expected Yearly	-11.47%	2.51%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.75%	-0.03%
Expected Shortfall (cVaR)	-2.75%	-0.03%
Max Consecutive Wins	4	38
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.42	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.58	-
Common Sense Ratio	0.33	-
CPC Index	-	-
Tail Ratio	0.56	1.61
Outlier Win Ratio	2.01	28.65
Outlier Loss Ratio	1.09	-
MTD	-5.69%	1.29%
3M	-11.47%	2.51%
6M	-11.47%	2.51%
YTD	-11.47%	2.51%
1Y	-11.47%	2.51%
3Y (ann.)	-58.92%	19.85%
5Y (ann.)	-58.92%	19.85%
10Y (ann.)	-58.92%	19.85%
All-time (ann.)	-58.92%	19.85%
Best Day	4.69%	0.09%
Worst Day	-3.02%	0.0%
Best Month	-5.69%	1.29%
Worst Month	-6.13%	1.21%
Best Year	-11.47%	2.51%
Worst Year	-11.47%	2.51%
Avg. Drawdown	-14.24%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.81	-
Ulcer Index	0.09	0.0
Serenity Index	-0.13	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	41.67%	100.0%
Win Month	0.0%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	-6.01	-
Alpha	0.21	-
Correlation	-7.61%	-
Treynor Ratio	1.91%	-