AKCN RUB[Strategy] vs Deposit RUB[Benchmark]

10 Sep, 2025 - 16 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	-18.2%	11.97%
CAGR﹪	-23.11%	15.94%
Sharpe	-1.4	62.81
Prob. Sharpe Ratio	8.71%	100.0%
Smart Sharpe	-1.4	62.46
Sortino	-1.83	-
Smart Sortino	-1.82	-
Sortino/√2	-1.29	-
Smart Sortino/√2	-1.29	-
Omega	0.79	0.79
Max Drawdown	-19.06%	-
Longest DD Days	-	-
Volatility (ann.)	14.29%	0.19%
R^2	0.0	0.0
Information Ratio	-0.14	-0.14
Calmar	-1.21	-
Skew	0.1	1.64
Kurtosis	3.3	4.94
Expected Daily	-0.08%	0.05%
Expected Monthly	-1.99%	1.14%
Expected Yearly	-9.56%	5.81%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.56%	-0.03%
Expected Shortfall (cVaR)	-1.56%	-0.03%
Max Consecutive Wins	7	239
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.21	-
Gain/Pain (1M)	-0.59	-
Payoff Ratio	-	-
Profit Factor	0.79	-
Common Sense Ratio	0.55	-
CPC Index	-	-
Tail Ratio	0.69	2.38
Outlier Win Ratio	1.54	19.05
Outlier Loss Ratio	1.66	-
MTD	-1.31%	0.62%
3M	-15.96%	3.41%
6M	-16.04%	7.2%
YTD	-15.61%	6.47%
1Y	-18.2%	11.97%
3Y (ann.)	-23.11%	15.94%
5Y (ann.)	-23.11%	15.94%
10Y (ann.)	-23.11%	15.94%
All-time (ann.)	-23.11%	15.94%
Best Day	4.69%	0.09%
Worst Day	-3.02%	0.0%
Best Month	5.83%	1.3%
Worst Month	-7.1%	0.62%
Best Year	-3.07%	6.47%
Worst Year	-15.61%	5.16%
Avg. Drawdown	-11.53%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.96	-
Ulcer Index	0.09	0.0
Serenity Index	-0.11	-
Avg. Up Month	4.53%	1.26%
Avg. Down Month	-	-
Win Days	48.25%	100.0%
Win Month	30.0%	100.0%
Win Quarter	25.0%	100.0%
Win Year	0.0%	100.0%
Beta	-1.74	-
Alpha	0.01	-
Correlation	-2.31%	-
Treynor Ratio	10.43%	-