AKFB RUB[Strategy] vs Deposit RUB[Benchmark]

23 Oct, 2024 - 4 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	29.47%	28.82%
CAGR﹪	20.89%	20.44%
Sharpe	4.93	38.4
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.46	26.92
Sortino	8.78	-
Smart Sortino	6.15	-
Sortino/√2	6.21	-
Smart Sortino/√2	4.35	-
Omega	2.51	2.51
Max Drawdown	-1.87%	-
Longest DD Days	-	-
Volatility (ann.)	3.42%	0.43%
R^2	0.01	0.01
Information Ratio	0.01	0.01
Calmar	11.15	-
Skew	-0.08	4.01
Kurtosis	3.32	23.57
Expected Daily	0.07%	0.07%
Expected Monthly	1.45%	1.42%
Expected Yearly	8.99%	8.81%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.29%	-0.02%
Expected Shortfall (cVaR)	-0.29%	-0.02%
Max Consecutive Wins	9	386
Max Consecutive Losses	3	0
Gain/Pain Ratio	1.51	-
Gain/Pain (1M)	23.03	-
Payoff Ratio	-	-
Profit Factor	2.51	-
Common Sense Ratio	4.22	-
CPC Index	-	-
Tail Ratio	1.68	2.02
Outlier Win Ratio	2.85	7.07
Outlier Loss Ratio	1.55	-
MTD	0.2%	0.19%
3M	3.92%	3.78%
6M	7.99%	7.85%
YTD	2.78%	2.61%
1Y	22.85%	18.2%
3Y (ann.)	20.89%	20.44%
5Y (ann.)	20.89%	20.44%
10Y (ann.)	20.89%	20.44%
All-time (ann.)	20.89%	20.44%
Best Day	0.86%	0.24%
Worst Day	-0.98%	0.0%
Best Month	2.86%	1.83%
Worst Month	-1.13%	0.19%
Best Year	23.92%	19.38%
Worst Year	1.64%	2.61%
Avg. Drawdown	-0.16%	-
Avg. Drawdown Days	-	-
Recovery Factor	15.74	-
Ulcer Index	0.0	0.0
Serenity Index	31.4	-
Avg. Up Month	1.6%	1.42%
Avg. Down Month	-	-
Win Days	66.48%	100.0%
Win Month	94.44%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.65	-
Alpha	0.28	-
Correlation	-8.2%	-
Treynor Ratio	-45.09%	-