AKFB RUB[Strategy] vs Deposit RUB[Benchmark]

23 Oct, 2024 - 14 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	36.86%	34.98%
CAGR﹪	19.97%	19.01%
Sharpe	5.12	35.45
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.63	25.13
Sortino	9.21	-
Smart Sortino	6.53	-
Sortino/√2	6.51	-
Smart Sortino/√2	4.62	-
Omega	2.7	2.7
Max Drawdown	-1.87%	-
Longest DD Days	-	-
Volatility (ann.)	3.04%	0.42%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	10.67	-
Skew	-0.01	3.79
Kurtosis	4.74	23.11
Expected Daily	0.06%	0.06%
Expected Monthly	1.44%	1.37%
Expected Yearly	11.03%	10.51%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.25%	-0.02%
Expected Shortfall (cVaR)	-0.25%	-0.02%
Max Consecutive Wins	15	509
Max Consecutive Losses	4	0
Gain/Pain Ratio	1.7	-
Gain/Pain (1M)	27.97	-
Payoff Ratio	-	-
Profit Factor	2.7	-
Common Sense Ratio	4.99	-
CPC Index	-	-
Tail Ratio	1.85	2.43
Outlier Win Ratio	3.16	7.53
Outlier Loss Ratio	1.6	-
MTD	0.48%	0.53%
3M	3.98%	3.33%
6M	8.16%	7.16%
YTD	8.65%	7.51%
1Y	18.58%	15.59%
3Y (ann.)	19.97%	19.01%
5Y (ann.)	19.97%	19.01%
10Y (ann.)	19.97%	19.01%
All-time (ann.)	19.97%	19.01%
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	23.92%	19.38%
Worst Year	1.64%	5.16%
Avg. Drawdown	-0.13%	-
Avg. Drawdown Days	-	-
Recovery Factor	19.69	-
Ulcer Index	0.0	0.0
Serenity Index	46.02	-
Avg. Up Month	1.56%	1.37%
Avg. Down Month	-	-
Win Days	67.92%	100.0%
Win Month	95.45%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.37	-
Alpha	0.21	-
Correlation	-5.04%	-
Treynor Ratio	-100.79%	-