AKHT RUB[Strategy] vs Deposit RUB[Benchmark]

11 Nov, 2024 - 27 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	-14.22%	35.06%
CAGR﹪	-8.21%	18.26%
Sharpe	-0.25	47.47
Prob. Sharpe Ratio	36.48%	-
Smart Sharpe	-0.22	42.36
Sortino	-0.35	-
Smart Sortino	-0.31	-
Sortino/√2	-0.25	-
Smart Sortino/√2	-0.22	-
Omega	0.96	0.96
Max Drawdown	-32.13%	-
Longest DD Days	-	-
Volatility (ann.)	21.65%	0.32%
R^2	0.0	0.0
Information Ratio	-0.06	-0.06
Calmar	-0.26	-
Skew	0.55	0.74
Kurtosis	5.28	0.69
Expected Daily	-0.03%	0.06%
Expected Monthly	-0.69%	1.38%
Expected Yearly	-4.99%	10.54%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.26%	-0.03%
Expected Shortfall (cVaR)	-2.26%	-0.03%
Max Consecutive Wins	8	505
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.04	-
Gain/Pain (1M)	-0.18	-
Payoff Ratio	-	-
Profit Factor	0.96	-
Common Sense Ratio	0.89	-
CPC Index	-	-
Tail Ratio	0.93	2.58
Outlier Win Ratio	1.88	29.43
Outlier Loss Ratio	1.79	-
MTD	-4.88%	1.07%
3M	-8.52%	3.44%
6M	-18.74%	6.79%
YTD	-12.68%	9.25%
1Y	-18.94%	15.2%
3Y (ann.)	-8.21%	18.26%
5Y (ann.)	-8.21%	18.26%
10Y (ann.)	-8.21%	18.26%
All-time (ann.)	-8.21%	18.26%
Best Day	9.3%	0.12%
Worst Day	-4.5%	0.0%
Best Month	10.61%	1.81%
Worst Month	-11.33%	1.06%
Best Year	0.15%	19.38%
Worst Year	-12.68%	3.55%
Avg. Drawdown	-7.97%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.44	-
Ulcer Index	0.13	0.0
Serenity Index	-0.07	-
Avg. Up Month	4.17%	1.42%
Avg. Down Month	-	-
Win Days	50.91%	100.0%
Win Month	50.0%	100.0%
Win Quarter	37.5%	100.0%
Win Year	33.33%	100.0%
Beta	-0.06	-
Alpha	-0.04	-
Correlation	-0.09%	-
Treynor Ratio	242.66%	-