AKCN RUB[Strategy] vs Deposit RUB[Benchmark]

10 Sep, 2025 - 2 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	-13.06%	10.2%
CAGR﹪	-19.61%	16.36%
Sharpe	-1.14	63.71
Prob. Sharpe Ratio	15.75%	100.0%
Smart Sharpe	-1.14	63.44
Sortino	-1.48	-
Smart Sortino	-1.48	-
Sortino/√2	-1.05	-
Smart Sortino/√2	-1.04	-
Omega	0.82	0.82
Max Drawdown	-14.24%	-
Longest DD Days	-	-
Volatility (ann.)	14.67%	0.19%
R^2	0.0	0.0
Information Ratio	-0.12	-0.12
Calmar	-1.38	-
Skew	0.04	1.45
Kurtosis	3.58	4.51
Expected Daily	-0.07%	0.05%
Expected Monthly	-1.54%	1.09%
Expected Yearly	-6.76%	4.98%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.59%	-0.03%
Expected Shortfall (cVaR)	-1.59%	-0.03%
Max Consecutive Wins	7	197
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.18	-
Gain/Pain (1M)	-0.49	-
Payoff Ratio	-	-
Profit Factor	0.82	-
Common Sense Ratio	0.55	-
CPC Index	-	-
Tail Ratio	0.67	2.32
Outlier Win Ratio	1.45	16.89
Outlier Loss Ratio	1.66	-
MTD	0.34%	0.07%
3M	-13.23%	3.53%
6M	-1.68%	7.45%
YTD	-10.31%	4.79%
1Y	-13.06%	10.2%
3Y (ann.)	-19.61%	16.36%
5Y (ann.)	-19.61%	16.36%
10Y (ann.)	-19.61%	16.36%
All-time (ann.)	-19.61%	16.36%
Best Day	4.69%	0.09%
Worst Day	-3.02%	0.0%
Best Month	5.83%	1.3%
Worst Month	-7.1%	0.07%
Best Year	-3.07%	5.16%
Worst Year	-10.31%	4.79%
Avg. Drawdown	-9.82%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.92	-
Ulcer Index	0.07	0.0
Serenity Index	-0.14	-
Avg. Up Month	3.48%	0.97%
Avg. Down Month	-	-
Win Days	51.32%	100.0%
Win Month	44.44%	100.0%
Win Quarter	25.0%	100.0%
Win Year	0.0%	100.0%
Beta	-3.17	-
Alpha	0.23	-
Correlation	-4.2%	-
Treynor Ratio	4.12%	-