AKFN RUB[Strategy] vs Deposit RUB[Benchmark]

10 Sep, 2025 - 18 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	0.69%	8.93%
CAGR﹪	1.34%	17.96%
Sharpe	0.15	67.88
Prob. Sharpe Ratio	54.68%	100.0%
Smart Sharpe	0.15	66.62
Sortino	0.22	-
Smart Sortino	0.22	-
Sortino/√2	0.16	-
Smart Sortino/√2	0.15	-
Omega	1.03	1.03
Max Drawdown	-13.48%	-
Longest DD Days	-	-
Volatility (ann.)	16.94%	0.21%
R^2	0.03	0.03
Information Ratio	-0.04	-0.04
Calmar	0.1	-
Skew	0.54	0.71
Kurtosis	4.91	2.41
Expected Daily	0.0%	0.06%
Expected Monthly	0.1%	1.23%
Expected Yearly	0.35%	4.37%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.75%	-0.03%
Expected Shortfall (cVaR)	-1.75%	-0.03%
Max Consecutive Wins	6	153
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.03	-
Gain/Pain (1M)	0.11	-
Payoff Ratio	-	-
Profit Factor	1.03	-
Common Sense Ratio	1.22	-
CPC Index	-	-
Tail Ratio	1.19	1.9
Outlier Win Ratio	1.72	21.91
Outlier Loss Ratio	1.38	-
MTD	-2.12%	1.16%
3M	4.63%	4.19%
6M	5.94%	8.46%
YTD	6.05%	3.58%
1Y	0.69%	8.93%
3Y (ann.)	1.34%	17.96%
5Y (ann.)	1.34%	17.96%
10Y (ann.)	1.34%	17.96%
All-time (ann.)	1.34%	17.96%
Best Day	5.5%	0.09%
Worst Day	-4.02%	0.0%
Best Month	8.11%	1.3%
Worst Month	-10.11%	1.16%
Best Year	6.05%	5.16%
Worst Year	-5.05%	3.58%
Avg. Drawdown	-4.06%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.05	-
Ulcer Index	0.06	0.0
Serenity Index	0.01	-
Avg. Up Month	5.43%	1.23%
Avg. Down Month	-	-
Win Days	51.75%	100.0%
Win Month	42.86%	100.0%
Win Quarter	66.67%	100.0%
Win Year	50.0%	100.0%
Beta	-14.41	-
Alpha	2.04	-
Correlation	-17.54%	-
Treynor Ratio	-0.05%	-