AKFB RUB[Strategy] vs Deposit RUB[Benchmark]

23 Oct, 2024 - 9 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	15.17%	16.75%
CAGR﹪	22.03%	24.4%
Sharpe	4.3	43.9
Prob. Sharpe Ratio	99.98%	100.0%
Smart Sharpe	2.89	29.45
Sortino	7.21	-
Smart Sortino	4.83	-
Sortino/√2	5.1	-
Smart Sortino/√2	3.42	-
Omega	2.08	2.08
Max Drawdown	-1.87%	-
Longest DD Days	-	-
Volatility (ann.)	4.47%	0.48%
R^2	0.03	0.03
Information Ratio	-0.02	-0.02
Calmar	11.76	-
Skew	-0.26	4.3
Kurtosis	1.38	20.83
Expected Daily	0.08%	0.08%
Expected Monthly	1.42%	1.56%
Expected Yearly	7.32%	8.05%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.39%	-0.03%
Expected Shortfall (cVaR)	-0.39%	-0.03%
Max Consecutive Wins	9	185
Max Consecutive Losses	3	0
Gain/Pain Ratio	1.08	-
Gain/Pain (1M)	12.62	-
Payoff Ratio	-	-
Profit Factor	2.08	-
Common Sense Ratio	2.99	-
CPC Index	-	-
Tail Ratio	1.43	1.44
Outlier Win Ratio	2.34	6.0
Outlier Loss Ratio	1.44	-
MTD	0.62%	0.53%
3M	7.13%	4.96%
6M	13.4%	10.73%
YTD	13.31%	11.03%
1Y	15.17%	16.75%
3Y (ann.)	22.03%	24.4%
5Y (ann.)	22.03%	24.4%
10Y (ann.)	22.03%	24.4%
All-time (ann.)	22.03%	24.4%
Best Day	0.86%	0.24%
Worst Day	-0.98%	0.0%
Best Month	2.86%	1.83%
Worst Month	-1.13%	0.53%
Best Year	13.31%	11.03%
Worst Year	1.64%	5.16%
Avg. Drawdown	-0.26%	-
Avg. Drawdown Days	-	-
Recovery Factor	8.1	-
Ulcer Index	0.0	0.0
Serenity Index	10.31	-
Avg. Up Month	1.71%	1.58%
Avg. Down Month	-	-
Win Days	67.05%	100.0%
Win Month	90.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-1.51	-
Alpha	0.51	-
Correlation	-16.12%	-
Treynor Ratio	-10.07%	-