AKHT RUB[Strategy] vs Deposit RUB[Benchmark]

11 Nov, 2024 - 14 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-2.86%	29.98%
CAGR﹪	-1.91%	19.04%
Sharpe	0.01	53.62
Prob. Sharpe Ratio	50.68%	-
Smart Sharpe	0.01	48.67
Sortino	0.02	-
Smart Sortino	0.02	-
Sortino/√2	0.01	-
Smart Sortino/√2	0.01	-
Omega	1.0	1.0
Max Drawdown	-19.02%	-
Longest DD Days	-	-
Volatility (ann.)	20.39%	0.3%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	-0.1	-
Skew	0.77	0.59
Kurtosis	6.73	1.05
Expected Daily	-0.01%	0.06%
Expected Monthly	-0.15%	1.39%
Expected Yearly	-0.96%	9.13%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.11%	-0.03%
Expected Shortfall (cVaR)	-2.11%	-0.03%
Max Consecutive Wins	8	407
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.0	-
Gain/Pain (1M)	0.01	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	0.93	-
CPC Index	-	-
Tail Ratio	0.92	2.46
Outlier Win Ratio	1.88	25.98
Outlier Loss Ratio	1.58	-
MTD	1.21%	0.43%
3M	-4.78%	3.3%
6M	4.0%	7.24%
YTD	-1.1%	5.14%
1Y	2.68%	16.54%
3Y (ann.)	-1.91%	19.04%
5Y (ann.)	-1.91%	19.04%
10Y (ann.)	-1.91%	19.04%
All-time (ann.)	-1.91%	19.04%
Best Day	9.3%	0.12%
Worst Day	-4.08%	0.0%
Best Month	10.61%	1.81%
Worst Month	-11.33%	0.43%
Best Year	0.15%	19.38%
Worst Year	-1.92%	3.55%
Avg. Drawdown	-6.1%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.15	-
Ulcer Index	0.11	0.0
Serenity Index	-0.02	-
Avg. Up Month	3.94%	1.36%
Avg. Down Month	-	-
Win Days	51.63%	100.0%
Win Month	57.89%	100.0%
Win Quarter	42.86%	100.0%
Win Year	33.33%	100.0%
Beta	-1.36	-
Alpha	0.22	-
Correlation	-2.02%	-
Treynor Ratio	2.1%	-