AKGP RUB[Strategy] vs Deposit RUB[Benchmark]

25 Jun, 2025 - 18 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	1.39%	15.71%
CAGR﹪	1.55%	17.68%
Sharpe	0.18	26.82
Prob. Sharpe Ratio	56.56%	100.0%
Smart Sharpe	0.17	26.48
Sortino	0.25	-
Smart Sortino	0.25	-
Sortino/√2	0.18	-
Smart Sortino/√2	0.18	-
Omega	1.03	1.03
Max Drawdown	-13.22%	-
Longest DD Days	-	-
Volatility (ann.)	16.89%	0.61%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	0.12	-
Skew	-0.07	7.52
Kurtosis	1.36	60.11
Expected Daily	0.01%	0.06%
Expected Monthly	0.11%	1.22%
Expected Yearly	0.69%	7.57%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.74%	-0.0%
Expected Shortfall (cVaR)	-1.74%	-0.0%
Max Consecutive Wins	10	225
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.03	-
Gain/Pain (1M)	0.16	-
Payoff Ratio	-	-
Profit Factor	1.03	-
Common Sense Ratio	1.07	-
CPC Index	-	-
Tail Ratio	1.04	2.0
Outlier Win Ratio	2.0	24.25
Outlier Loss Ratio	1.19	-
MTD	-3.58%	1.09%
3M	-2.29%	3.79%
6M	-6.57%	7.8%
YTD	-5.36%	5.83%
1Y	1.39%	15.71%
3Y (ann.)	1.55%	17.68%
5Y (ann.)	1.55%	17.68%
10Y (ann.)	1.55%	17.68%
All-time (ann.)	1.55%	17.68%
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	-5.36%	5.83%
Avg. Drawdown	-6.5%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.1	-
Ulcer Index	0.07	0.0
Serenity Index	0.02	-
Avg. Up Month	3.19%	1.26%
Avg. Down Month	-	-
Win Days	48.83%	100.0%
Win Month	50.0%	100.0%
Win Quarter	40.0%	100.0%
Win Year	50.0%	100.0%
Beta	-1.46	-
Alpha	0.27	-
Correlation	-5.26%	-
Treynor Ratio	-0.95%	-