AKGP RUB[Strategy] vs Deposit RUB[Benchmark]

25 Jun, 2025 - 29 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	1.19%	15.71%
CAGR﹪	1.28%	17.06%
Sharpe	0.16	26.78
Prob. Sharpe Ratio	56.09%	100.0%
Smart Sharpe	0.16	26.64
Sortino	0.23	-
Smart Sortino	0.23	-
Sortino/√2	0.16	-
Smart Sortino/√2	0.16	-
Omega	1.03	1.03
Max Drawdown	-15.08%	-
Longest DD Days	-	-
Volatility (ann.)	16.8%	0.58%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	0.09	-
Skew	-0.1	8.26
Kurtosis	1.36	69.71
Expected Daily	0.01%	0.06%
Expected Monthly	0.1%	1.22%
Expected Yearly	0.59%	7.57%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.73%	-0.0%
Expected Shortfall (cVaR)	-1.73%	-0.0%
Max Consecutive Wins	10	234
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.03	-
Gain/Pain (1M)	0.15	-
Payoff Ratio	-	-
Profit Factor	1.03	-
Common Sense Ratio	1.06	-
CPC Index	-	-
Tail Ratio	1.03	1.44
Outlier Win Ratio	2.01	24.91
Outlier Loss Ratio	1.25	-
MTD	-3.77%	1.09%
3M	-4.93%	3.34%
6M	-4.4%	7.17%
YTD	-5.55%	5.83%
1Y	1.19%	15.71%
3Y (ann.)	1.28%	17.06%
5Y (ann.)	1.28%	17.06%
10Y (ann.)	1.28%	17.06%
All-time (ann.)	1.28%	17.06%
Best Day	2.99%	0.38%
Worst Day	-4.66%	0.0%
Best Month	7.52%	1.38%
Worst Month	-4.5%	1.09%
Best Year	7.13%	9.34%
Worst Year	-5.55%	5.83%
Avg. Drawdown	-6.88%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.08	-
Ulcer Index	0.07	0.0
Serenity Index	0.01	-
Avg. Up Month	3.19%	1.26%
Avg. Down Month	-	-
Win Days	49.32%	100.0%
Win Month	50.0%	100.0%
Win Quarter	40.0%	100.0%
Win Year	50.0%	100.0%
Beta	-0.99	-
Alpha	0.18	-
Correlation	-3.43%	-
Treynor Ratio	-1.2%	-