AKCN RUB[Strategy] vs Deposit RUB[Benchmark]

10 Sep, 2025 - 15 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	99.0%
Cumulative Return	-2.57%	4.57%
CAGR﹪	-9.43%	18.51%
Sharpe	-0.35	63.27
Prob. Sharpe Ratio	42.49%	100.0%
Smart Sharpe	-0.34	61.88
Sortino	-0.47	-
Smart Sortino	-0.46	-
Sortino/√2	-0.33	-
Smart Sortino/√2	-0.33	-
Omega	0.94	0.94
Max Drawdown	-14.24%	-
Longest DD Days	-	-
Volatility (ann.)	19.35%	0.23%
R^2	0.02	0.02
Information Ratio	-0.07	-0.07
Calmar	-0.66	-
Skew	0.13	0.41
Kurtosis	2.27	3.15
Expected Daily	-0.03%	0.06%
Expected Monthly	-0.65%	1.12%
Expected Yearly	-2.57%	4.57%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.03%	-0.03%
Expected Shortfall (cVaR)	-2.03%	-0.03%
Max Consecutive Wins	6	76
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.06	-
Gain/Pain (1M)	-0.16	-
Payoff Ratio	-	-
Profit Factor	0.94	-
Common Sense Ratio	0.63	-
CPC Index	-	-
Tail Ratio	0.67	1.69
Outlier Win Ratio	1.65	21.67
Outlier Loss Ratio	1.23	-
MTD	6.37%	0.7%
3M	0.2%	4.39%
6M	-2.57%	4.57%
YTD	-2.57%	4.57%
1Y	-2.57%	4.57%
3Y (ann.)	-9.43%	18.51%
5Y (ann.)	-9.43%	18.51%
10Y (ann.)	-9.43%	18.51%
All-time (ann.)	-9.43%	18.51%
Best Day	4.69%	0.09%
Worst Day	-3.02%	0.0%
Best Month	6.37%	1.3%
Worst Month	-6.53%	0.7%
Best Year	-2.57%	4.57%
Worst Year	-2.57%	4.57%
Avg. Drawdown	-14.24%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.18	-
Ulcer Index	0.09	0.0
Serenity Index	-0.03	-
Avg. Up Month	5.38%	1.0%
Avg. Down Month	-	-
Win Days	56.76%	100.0%
Win Month	50.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	-10.74	-
Alpha	1.5	-
Correlation	-12.83%	-
Treynor Ratio	0.24%	-