AKFB RUB[Strategy] vs Deposit RUB[Benchmark]

23 Oct, 2024 - 14 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	21.87%	21.61%
CAGR﹪	22.48%	22.21%
Sharpe	4.79	39.12
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.3	26.94
Sortino	8.27	-
Smart Sortino	5.69	-
Sortino/√2	5.85	-
Smart Sortino/√2	4.03	-
Omega	2.35	2.35
Max Drawdown	-1.87%	-
Longest DD Days	-	-
Volatility (ann.)	3.88%	0.47%
R^2	0.01	0.01
Information Ratio	0.0	0.0
Calmar	12.01	-
Skew	-0.21	3.8
Kurtosis	2.35	19.97
Expected Daily	0.07%	0.07%
Expected Monthly	1.53%	1.52%
Expected Yearly	10.39%	10.27%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.33%	-0.02%
Expected Shortfall (cVaR)	-0.33%	-0.02%
Max Consecutive Wins	9	268
Max Consecutive Losses	3	0
Gain/Pain Ratio	1.35	-
Gain/Pain (1M)	17.65	-
Payoff Ratio	-	-
Profit Factor	2.35	-
Common Sense Ratio	3.41	-
CPC Index	-	-
Tail Ratio	1.45	1.93
Outlier Win Ratio	2.56	6.55
Outlier Loss Ratio	1.69	-
MTD	0.59%	0.65%
3M	5.59%	4.14%
6M	13.15%	9.07%
YTD	19.9%	15.64%
1Y	21.87%	21.61%
3Y (ann.)	22.48%	22.21%
5Y (ann.)	22.48%	22.21%
10Y (ann.)	22.48%	22.21%
All-time (ann.)	22.48%	22.21%
Best Day	0.86%	0.24%
Worst Day	-0.98%	0.0%
Best Month	2.86%	1.83%
Worst Month	-1.13%	0.65%
Best Year	19.9%	15.64%
Worst Year	1.64%	5.16%
Avg. Drawdown	-0.2%	-
Avg. Drawdown Days	-	-
Recovery Factor	11.68	-
Ulcer Index	0.0	0.0
Serenity Index	18.62	-
Avg. Up Month	1.76%	1.52%
Avg. Down Month	-	-
Win Days	67.32%	100.0%
Win Month	92.31%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.98	-
Alpha	0.37	-
Correlation	-11.84%	-
Treynor Ratio	-22.28%	-