AKGP RUB[Strategy] vs Deposit RUB[Benchmark]

25 Jun, 2025 - 21 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	12.67%	22.06%
CAGR﹪	9.44%	16.26%
Sharpe	0.59	28.89
Prob. Sharpe Ratio	75.73%	100.0%
Smart Sharpe	0.58	28.3
Sortino	0.87	-
Smart Sortino	0.85	-
Sortino/√2	0.61	-
Smart Sortino/√2	0.6	-
Omega	1.11	1.11
Max Drawdown	-15.08%	-
Longest DD Days	-	-
Volatility (ann.)	16.81%	0.49%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	0.63	-
Skew	-0.08	9.55
Kurtosis	1.42	97.58
Expected Daily	0.03%	0.06%
Expected Monthly	0.7%	1.18%
Expected Yearly	6.15%	10.48%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.7%	-0.01%
Expected Shortfall (cVaR)	-1.7%	-0.01%
Max Consecutive Wins	10	351
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.11	-
Gain/Pain (1M)	0.64	-
Payoff Ratio	-	-
Profit Factor	1.11	-
Common Sense Ratio	1.19	-
CPC Index	-	-
Tail Ratio	1.08	1.77
Outlier Win Ratio	1.96	25.78
Outlier Loss Ratio	1.56	-
MTD	-2.07%	1.09%
3M	5.76%	3.72%
6M	8.8%	7.06%
YTD	5.18%	11.64%
1Y	3.08%	15.11%
3Y (ann.)	9.44%	16.26%
5Y (ann.)	9.44%	16.26%
10Y (ann.)	9.44%	16.26%
All-time (ann.)	9.44%	16.26%
Best Day	3.04%	0.38%
Worst Day	-4.66%	0.0%
Best Month	9.39%	1.38%
Worst Month	-4.5%	1.06%
Best Year	7.13%	11.64%
Worst Year	5.18%	9.34%
Avg. Drawdown	-6.17%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.84	-
Ulcer Index	0.07	0.0
Serenity Index	0.17	-
Avg. Up Month	4.45%	1.21%
Avg. Down Month	-	-
Win Days	51.98%	100.0%
Win Month	47.06%	100.0%
Win Quarter	57.14%	100.0%
Win Year	100.0%	100.0%
Beta	-1.17	-
Alpha	0.27	-
Correlation	-3.43%	-
Treynor Ratio	-10.85%	-