AKFB RUB[Strategy] vs Deposit RUB[Benchmark]

23 Oct, 2024 - 28 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	24.42%	23.95%
CAGR﹪	22.0%	21.59%
Sharpe	4.87	38.51
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.35	26.53
Sortino	8.48	-
Smart Sortino	5.85	-
Sortino/√2	6.0	-
Smart Sortino/√2	4.13	-
Omega	2.42	2.42
Max Drawdown	-1.87%	-
Longest DD Days	-	-
Volatility (ann.)	3.69%	0.46%
R^2	0.01	0.01
Information Ratio	0.01	0.01
Calmar	11.75	-
Skew	-0.18	3.82
Kurtosis	2.75	20.85
Expected Daily	0.07%	0.07%
Expected Monthly	1.57%	1.55%
Expected Yearly	11.54%	11.33%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.31%	-0.02%
Expected Shortfall (cVaR)	-0.31%	-0.02%
Max Consecutive Wins	9	307
Max Consecutive Losses	3	0
Gain/Pain Ratio	1.42	-
Gain/Pain (1M)	19.49	-
Payoff Ratio	-	-
Profit Factor	2.42	-
Common Sense Ratio	3.68	-
CPC Index	-	-
Tail Ratio	1.52	2.02
Outlier Win Ratio	2.64	6.68
Outlier Loss Ratio	1.76	-
MTD	1.21%	1.29%
3M	4.21%	4.13%
6M	12.08%	8.56%
YTD	22.41%	17.87%
1Y	26.15%	20.21%
3Y (ann.)	22.0%	21.59%
5Y (ann.)	22.0%	21.59%
10Y (ann.)	22.0%	21.59%
All-time (ann.)	22.0%	21.59%
Best Day	0.86%	0.24%
Worst Day	-0.98%	0.0%
Best Month	2.86%	1.83%
Worst Month	-1.13%	1.28%
Best Year	22.41%	17.87%
Worst Year	1.64%	5.16%
Avg. Drawdown	-0.18%	-
Avg. Drawdown Days	-	-
Recovery Factor	13.04	-
Ulcer Index	0.0	0.0
Serenity Index	22.57	-
Avg. Up Month	1.79%	1.55%
Avg. Down Month	-	-
Win Days	66.9%	100.0%
Win Month	92.86%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.84	-
Alpha	0.33	-
Correlation	-10.38%	-
Treynor Ratio	-29.1%	-