AKFN RUB[Strategy] vs Deposit RUB[Benchmark]

10 Sep, 2025 - 31 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	98.0%
Cumulative Return	-9.71%	2.51%
CAGR﹪	-51.87%	19.43%
Sharpe	-2.5	50.65
Prob. Sharpe Ratio	18.34%	100.0%
Smart Sharpe	-2.19	44.55
Sortino	-3.51	-
Smart Sortino	-3.09	-
Sortino/√2	-2.48	-
Smart Sortino/√2	-2.18	-
Omega	0.65	0.65
Max Drawdown	-13.48%	-
Longest DD Days	-	-
Volatility (ann.)	24.59%	0.31%
R^2	0.05	0.05
Information Ratio	-0.2	-0.2
Calmar	-3.85	-
Skew	1.04	-0.3
Kurtosis	4.22	0.87
Expected Daily	-0.26%	0.06%
Expected Monthly	-4.98%	1.25%
Expected Yearly	-9.71%	2.51%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.79%	-0.03%
Expected Shortfall (cVaR)	-2.79%	-0.03%
Max Consecutive Wins	3	39
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.35	-
Gain/Pain (1M)	-0.92	-
Payoff Ratio	-	-
Profit Factor	0.65	-
Common Sense Ratio	0.56	-
CPC Index	-	-
Tail Ratio	0.87	1.68
Outlier Win Ratio	1.9	34.2
Outlier Loss Ratio	1.5	-
MTD	0.44%	1.29%
3M	-9.71%	2.51%
6M	-9.71%	2.51%
YTD	-9.71%	2.51%
1Y	-9.71%	2.51%
3Y (ann.)	-51.87%	19.43%
5Y (ann.)	-51.87%	19.43%
10Y (ann.)	-51.87%	19.43%
All-time (ann.)	-51.87%	19.43%
Best Day	5.5%	0.09%
Worst Day	-4.02%	0.0%
Best Month	0.44%	1.29%
Worst Month	-10.11%	1.21%
Best Year	-9.71%	2.51%
Worst Year	-9.71%	2.51%
Avg. Drawdown	-13.48%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.72	-
Ulcer Index	0.09	0.0
Serenity Index	-0.11	-
Avg. Up Month	0.44%	1.29%
Avg. Down Month	-	-
Win Days	35.14%	100.0%
Win Month	50.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	-17.69	-
Alpha	2.15	-
Correlation	-22.21%	-
Treynor Ratio	0.55%	-