AKGP RUB[Strategy] vs Deposit RUB[Benchmark]

25 Jun, 2025 - 14 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	9.11%	17.52%
CAGR﹪	8.64%	16.59%
Sharpe	0.56	27.7
Prob. Sharpe Ratio	71.76%	100.0%
Smart Sharpe	0.56	27.41
Sortino	0.82	-
Smart Sortino	0.82	-
Sortino/√2	0.58	-
Smart Sortino/√2	0.58	-
Omega	1.1	1.1
Max Drawdown	-15.08%	-
Longest DD Days	-	-
Volatility (ann.)	17.37%	0.55%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	0.57	-
Skew	-0.05	8.74
Kurtosis	1.14	78.56
Expected Daily	0.03%	0.06%
Expected Monthly	0.62%	1.16%
Expected Yearly	4.46%	8.41%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.76%	-0.0%
Expected Shortfall (cVaR)	-1.76%	-0.0%
Max Consecutive Wins	10	265
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.1	-
Gain/Pain (1M)	0.56	-
Payoff Ratio	-	-
Profit Factor	1.1	-
Common Sense Ratio	1.18	-
CPC Index	-	-
Tail Ratio	1.08	1.44
Outlier Win Ratio	1.87	24.91
Outlier Loss Ratio	1.5	-
MTD	-1.43%	0.5%
3M	5.35%	3.33%
6M	0.55%	7.1%
YTD	1.85%	7.49%
1Y	9.54%	15.57%
3Y (ann.)	8.64%	16.59%
5Y (ann.)	8.64%	16.59%
10Y (ann.)	8.64%	16.59%
All-time (ann.)	8.64%	16.59%
Best Day	3.04%	0.38%
Worst Day	-4.66%	0.0%
Best Month	9.39%	1.38%
Worst Month	-4.5%	0.5%
Best Year	7.13%	9.34%
Worst Year	1.85%	7.49%
Avg. Drawdown	-6.88%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.6	-
Ulcer Index	0.08	0.0
Serenity Index	0.1	-
Avg. Up Month	4.08%	1.23%
Avg. Down Month	-	-
Win Days	50.4%	100.0%
Win Month	50.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	100.0%	100.0%
Beta	-1.21	-
Alpha	0.28	-
Correlation	-3.84%	-
Treynor Ratio	-7.55%	-