AKFN RUB[Strategy] vs Deposit RUB[Benchmark]

10 Sep, 2025 - 11 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	0.5%	10.45%
CAGR﹪	0.75%	16.1%
Sharpe	0.12	61.59
Prob. Sharpe Ratio	54.17%	100.0%
Smart Sharpe	0.11	59.62
Sortino	0.17	-
Smart Sortino	0.17	-
Sortino/√2	0.12	-
Smart Sortino/√2	0.12	-
Omega	1.02	1.02
Max Drawdown	-13.48%	-
Longest DD Days	-	-
Volatility (ann.)	15.61%	0.2%
R^2	0.02	0.02
Information Ratio	-0.04	-0.04
Calmar	0.06	-
Skew	0.55	1.33
Kurtosis	5.38	3.77
Expected Daily	0.0%	0.05%
Expected Monthly	0.05%	1.11%
Expected Yearly	0.25%	5.1%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.61%	-0.03%
Expected Shortfall (cVaR)	-1.61%	-0.03%
Max Consecutive Wins	9	203
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.02	-
Gain/Pain (1M)	0.08	-
Payoff Ratio	-	-
Profit Factor	1.02	-
Common Sense Ratio	1.3	-
CPC Index	-	-
Tail Ratio	1.27	2.38
Outlier Win Ratio	1.79	24.26
Outlier Loss Ratio	1.39	-
MTD	1.0%	0.33%
3M	1.2%	3.33%
6M	9.5%	7.29%
YTD	5.85%	5.03%
1Y	0.5%	10.45%
3Y (ann.)	0.75%	16.1%
5Y (ann.)	0.75%	16.1%
10Y (ann.)	0.75%	16.1%
All-time (ann.)	0.75%	16.1%
Best Day	5.5%	0.09%
Worst Day	-4.02%	0.0%
Best Month	8.11%	1.3%
Worst Month	-10.11%	0.33%
Best Year	5.85%	5.16%
Worst Year	-5.05%	5.03%
Avg. Drawdown	-4.69%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.04	-
Ulcer Index	0.06	0.0
Serenity Index	0.01	-
Avg. Up Month	3.87%	1.02%
Avg. Down Month	-	-
Win Days	51.31%	100.0%
Win Month	55.56%	100.0%
Win Quarter	75.0%	100.0%
Win Year	50.0%	100.0%
Beta	-9.8	-
Alpha	1.22	-
Correlation	-12.51%	-
Treynor Ratio	-0.05%	-