AKHT RUB[Strategy] vs Deposit RUB[Benchmark]

11 Nov, 2024 - 7 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-5.09%	20.83%
CAGR﹪	-5.14%	21.09%
Sharpe	-0.09	69.18
Prob. Sharpe Ratio	46.18%	100.0%
Smart Sharpe	-0.08	61.69
Sortino	-0.14	-
Smart Sortino	-0.12	-
Sortino/√2	-0.1	-
Smart Sortino/√2	-0.09	-
Omega	0.98	0.98
Max Drawdown	-19.02%	-
Longest DD Days	-	-
Volatility (ann.)	23.81%	0.27%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	-0.27	-
Skew	0.79	0.84
Kurtosis	5.19	2.61
Expected Daily	-0.02%	0.07%
Expected Monthly	-0.4%	1.47%
Expected Yearly	-2.58%	9.92%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.48%	-0.05%
Expected Shortfall (cVaR)	-2.48%	-0.05%
Max Consecutive Wins	8	259
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.02	-
Gain/Pain (1M)	-0.07	-
Payoff Ratio	-	-
Profit Factor	0.98	-
Common Sense Ratio	0.9	-
CPC Index	-	-
Tail Ratio	0.91	2.19
Outlier Win Ratio	1.72	25.06
Outlier Loss Ratio	1.37	-
MTD	3.53%	0.28%
3M	-6.6%	3.97%
6M	1.34%	8.74%
YTD	-3.23%	16.69%
1Y	-5.09%	20.83%
3Y (ann.)	-5.14%	21.09%
5Y (ann.)	-5.14%	21.09%
10Y (ann.)	-5.14%	21.09%
All-time (ann.)	-5.14%	21.09%
Best Day	9.3%	0.12%
Worst Day	-4.08%	0.0%
Best Month	10.61%	1.81%
Worst Month	-11.33%	0.28%
Best Year	-1.92%	16.69%
Worst Year	-3.23%	3.55%
Avg. Drawdown	-6.1%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.27	-
Ulcer Index	0.11	0.0
Serenity Index	-0.04	-
Avg. Up Month	4.65%	1.4%
Avg. Down Month	-	-
Win Days	50.59%	100.0%
Win Month	53.85%	100.0%
Win Quarter	20.0%	100.0%
Win Year	0.0%	100.0%
Beta	-4.59	-
Alpha	0.82	-
Correlation	-5.12%	-
Treynor Ratio	1.11%	-