AKHT RUB[Strategy] vs Deposit RUB[Benchmark]

11 Nov, 2024 - 13 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	-5.48%	38.01%
CAGR﹪	-2.89%	18.26%
Sharpe	-0.02	46.13
Prob. Sharpe Ratio	49.05%	-
Smart Sharpe	-0.01	41.31
Sortino	-0.02	-
Smart Sortino	-0.02	-
Sortino/√2	-0.02	-
Smart Sortino/√2	-0.01	-
Omega	1.0	1.0
Max Drawdown	-32.13%	-
Longest DD Days	-	-
Volatility (ann.)	21.23%	0.32%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	-0.09	-
Skew	0.5	0.73
Kurtosis	5.26	0.43
Expected Daily	-0.01%	0.06%
Expected Monthly	-0.23%	1.35%
Expected Yearly	-1.86%	11.34%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.2%	-0.03%
Expected Shortfall (cVaR)	-2.2%	-0.03%
Max Consecutive Wins	8	549
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.0	-
Gain/Pain (1M)	-0.01	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	0.94	-
CPC Index	-	-
Tail Ratio	0.94	2.58
Outlier Win Ratio	1.86	29.26
Outlier Loss Ratio	1.81	-
MTD	6.71%	1.09%
3M	11.8%	3.96%
6M	-3.56%	7.34%
YTD	-3.78%	11.64%
1Y	3.66%	15.49%
3Y (ann.)	-2.89%	18.26%
5Y (ann.)	-2.89%	18.26%
10Y (ann.)	-2.89%	18.26%
All-time (ann.)	-2.89%	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	-3.78%	3.55%
Avg. Drawdown	-7.97%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.17	-
Ulcer Index	0.14	0.0
Serenity Index	-0.02	-
Avg. Up Month	4.16%	1.37%
Avg. Down Month	-	-
Win Days	51.57%	100.0%
Win Month	54.17%	100.0%
Win Quarter	55.56%	100.0%
Win Year	33.33%	100.0%
Beta	0.5	-
Alpha	-0.08	-
Correlation	0.75%	-
Treynor Ratio	-11.0%	-