AKGP RUB[Strategy] vs Deposit RUB[Benchmark]

25 Jun, 2025 - 15 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	3.17%	13.87%
CAGR﹪	3.95%	17.49%
Sharpe	0.31	25.74
Prob. Sharpe Ratio	60.93%	100.0%
Smart Sharpe	0.3	25.38
Sortino	0.45	-
Smart Sortino	0.44	-
Sortino/√2	0.32	-
Smart Sortino/√2	0.31	-
Omega	1.05	1.05
Max Drawdown	-11.86%	-
Longest DD Days	-	-
Volatility (ann.)	17.24%	0.62%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	0.33	-
Skew	-0.11	7.74
Kurtosis	1.32	60.69
Expected Daily	0.02%	0.06%
Expected Monthly	0.28%	1.19%
Expected Yearly	1.57%	6.71%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.77%	-0.0%
Expected Shortfall (cVaR)	-1.77%	-0.0%
Max Consecutive Wins	10	203
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.05	-
Gain/Pain (1M)	0.28	-
Payoff Ratio	-	-
Profit Factor	1.05	-
Common Sense Ratio	1.1	-
CPC Index	-	-
Tail Ratio	1.04	1.39
Outlier Win Ratio	1.98	25.16
Outlier Loss Ratio	1.18	-
MTD	-6.29%	0.56%
3M	-4.32%	3.7%
6M	-3.07%	7.61%
YTD	-3.7%	4.14%
1Y	3.17%	13.87%
3Y (ann.)	3.95%	17.49%
5Y (ann.)	3.95%	17.49%
10Y (ann.)	3.95%	17.49%
All-time (ann.)	3.95%	17.49%
Best Day	2.99%	0.38%
Worst Day	-4.66%	0.0%
Best Month	7.52%	1.38%
Worst Month	-6.29%	0.56%
Best Year	7.13%	9.34%
Worst Year	-3.7%	4.14%
Avg. Drawdown	-6.23%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.27	-
Ulcer Index	0.06	0.0
Serenity Index	0.05	-
Avg. Up Month	3.19%	1.26%
Avg. Down Month	-	-
Win Days	48.96%	100.0%
Win Month	54.55%	100.0%
Win Quarter	40.0%	100.0%
Win Year	50.0%	100.0%
Beta	-1.07	-
Alpha	0.23	-
Correlation	-3.88%	-
Treynor Ratio	-2.96%	-