AKFB RUB[Strategy] vs Deposit RUB[Benchmark]

23 Oct, 2024 - 13 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	26.53%	25.89%
CAGR﹪	21.18%	20.68%
Sharpe	4.83	37.86
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.38	26.48
Sortino	8.55	-
Smart Sortino	5.98	-
Sortino/√2	6.05	-
Smart Sortino/√2	4.23	-
Omega	2.43	2.43
Max Drawdown	-1.87%	-
Longest DD Days	-	-
Volatility (ann.)	3.6%	0.45%
R^2	0.01	0.01
Information Ratio	0.01	0.01
Calmar	11.31	-
Skew	-0.1	3.82
Kurtosis	2.83	21.36
Expected Daily	0.07%	0.07%
Expected Monthly	1.48%	1.45%
Expected Yearly	8.16%	7.98%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.3%	-0.02%
Expected Shortfall (cVaR)	-0.3%	-0.02%
Max Consecutive Wins	9	341
Max Consecutive Losses	3	0
Gain/Pain Ratio	1.43	-
Gain/Pain (1M)	20.99	-
Payoff Ratio	-	-
Profit Factor	2.43	-
Common Sense Ratio	4.01	-
CPC Index	-	-
Tail Ratio	1.65	2.02
Outlier Win Ratio	2.7	6.9
Outlier Loss Ratio	1.69	-
MTD	0.45%	0.27%
3M	3.88%	3.64%
6M	9.63%	7.81%
YTD	0.45%	0.27%
1Y	23.16%	19.18%
3Y (ann.)	21.18%	20.68%
5Y (ann.)	21.18%	20.68%
10Y (ann.)	21.18%	20.68%
All-time (ann.)	21.18%	20.68%
Best Day	0.86%	0.24%
Worst Day	-0.98%	0.0%
Best Month	2.86%	1.83%
Worst Month	-1.13%	0.27%
Best Year	23.92%	19.38%
Worst Year	0.45%	0.27%
Avg. Drawdown	-0.17%	-
Avg. Drawdown Days	-	-
Recovery Factor	14.17	-
Ulcer Index	0.0	0.0
Serenity Index	26.27	-
Avg. Up Month	1.66%	1.45%
Avg. Down Month	-	-
Win Days	66.15%	100.0%
Win Month	93.75%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.72	-
Alpha	0.3	-
Correlation	-9.01%	-
Treynor Ratio	-36.64%	-