AKFB RUB[Strategy] vs Deposit RUB[Benchmark]

23 Oct, 2024 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	38.52%	36.12%
CAGR﹪	19.85%	18.69%
Sharpe	5.16	34.73
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.67	24.69
Sortino	9.3	-
Smart Sortino	6.61	-
Sortino/√2	6.58	-
Smart Sortino/√2	4.68	-
Omega	2.73	2.73
Max Drawdown	-1.87%	-
Longest DD Days	-	-
Volatility (ann.)	2.98%	0.42%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	10.6	-
Skew	-0.0	3.72
Kurtosis	4.98	22.74
Expected Daily	0.06%	0.06%
Expected Monthly	1.43%	1.35%
Expected Yearly	11.47%	10.83%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.25%	-0.01%
Expected Shortfall (cVaR)	-0.25%	-0.01%
Max Consecutive Wins	15	535
Max Consecutive Losses	4	0
Gain/Pain Ratio	1.73	-
Gain/Pain (1M)	29.05	-
Payoff Ratio	-	-
Profit Factor	2.73	-
Common Sense Ratio	5.13	-
CPC Index	-	-
Tail Ratio	1.88	2.52
Outlier Win Ratio	3.05	7.25
Outlier Loss Ratio	1.63	-
MTD	0.38%	0.31%
3M	3.93%	3.25%
6M	8.06%	6.68%
YTD	9.97%	8.42%
1Y	16.93%	15.25%
3Y (ann.)	19.85%	18.69%
5Y (ann.)	19.85%	18.69%
10Y (ann.)	19.85%	18.69%
All-time (ann.)	19.85%	18.69%
Best Day	0.86%	0.24%
Worst Day	-0.98%	0.0%
Best Month	2.86%	1.83%
Worst Month	-1.13%	0.31%
Best Year	23.92%	19.38%
Worst Year	1.64%	5.16%
Avg. Drawdown	-0.13%	-
Avg. Drawdown Days	-	-
Recovery Factor	20.58	-
Ulcer Index	0.0	0.0
Serenity Index	49.51	-
Avg. Up Month	1.55%	1.35%
Avg. Down Month	-	-
Win Days	68.25%	100.0%
Win Month	95.65%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.32	-
Alpha	0.2	-
Correlation	-4.5%	-
Treynor Ratio	-120.15%	-