AKHT RUB[Strategy] vs Deposit RUB[Benchmark]

11 Nov, 2024 - 10 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	-15.18%	32.71%
CAGR﹪	-9.44%	18.58%
Sharpe	-0.33	49.34
Prob. Sharpe Ratio	32.8%	-
Smart Sharpe	-0.31	46.13
Sortino	-0.47	-
Smart Sortino	-0.44	-
Sortino/√2	-0.33	-
Smart Sortino/√2	-0.31	-
Omega	0.94	0.94
Max Drawdown	-25.94%	-
Longest DD Days	-	-
Volatility (ann.)	20.68%	0.31%
R^2	0.0	0.0
Information Ratio	-0.07	-0.07
Calmar	-0.36	-
Skew	0.55	0.67
Kurtosis	6.02	0.72
Expected Daily	-0.04%	0.06%
Expected Monthly	-0.78%	1.36%
Expected Yearly	-5.34%	9.89%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.17%	-0.03%
Expected Shortfall (cVaR)	-2.17%	-0.03%
Max Consecutive Wins	8	461
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.06	-
Gain/Pain (1M)	-0.23	-
Payoff Ratio	-	-
Profit Factor	0.94	-
Common Sense Ratio	0.83	-
CPC Index	-	-
Tail Ratio	0.88	2.46
Outlier Win Ratio	1.9	27.3
Outlier Loss Ratio	1.69	-
MTD	-2.45%	0.38%
3M	-13.75%	3.32%
6M	-12.23%	7.12%
YTD	-13.65%	7.35%
1Y	-11.45%	15.56%
3Y (ann.)	-9.44%	18.58%
5Y (ann.)	-9.44%	18.58%
10Y (ann.)	-9.44%	18.58%
All-time (ann.)	-9.44%	18.58%
Best Day	9.3%	0.12%
Worst Day	-4.5%	0.0%
Best Month	10.61%	1.81%
Worst Month	-11.33%	0.38%
Best Year	0.15%	19.38%
Worst Year	-13.65%	3.55%
Avg. Drawdown	-7.09%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.59	-
Ulcer Index	0.12	0.0
Serenity Index	-0.08	-
Avg. Up Month	4.21%	1.45%
Avg. Down Month	-	-
Win Days	50.99%	100.0%
Win Month	47.62%	100.0%
Win Quarter	37.5%	100.0%
Win Year	33.33%	100.0%
Beta	0.6	-
Alpha	-0.16	-
Correlation	0.92%	-
Treynor Ratio	-25.09%	-