AKHT RUB[Strategy] vs Deposit RUB[Benchmark]

11 Nov, 2024 - 28 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-0.82%	28.05%
CAGR﹪	-0.59%	19.69%
Sharpe	0.08	64.54
Prob. Sharpe Ratio	53.75%	100.0%
Smart Sharpe	0.07	58.47
Sortino	0.12	-
Smart Sortino	0.1	-
Sortino/√2	0.08	-
Smart Sortino/√2	0.07	-
Omega	1.01	1.01
Max Drawdown	-19.02%	-
Longest DD Days	-	-
Volatility (ann.)	21.24%	0.27%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	-0.03	-
Skew	0.77	0.93
Kurtosis	6.26	2.3
Expected Daily	-0.0%	0.07%
Expected Monthly	-0.05%	1.46%
Expected Yearly	-0.27%	8.59%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.19%	-0.04%
Expected Shortfall (cVaR)	-2.19%	-0.04%
Max Consecutive Wins	8	362
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.01	-
Gain/Pain (1M)	0.06	-
Payoff Ratio	-	-
Profit Factor	1.01	-
Common Sense Ratio	0.95	-
CPC Index	-	-
Tail Ratio	0.93	1.9
Outlier Win Ratio	1.83	25.02
Outlier Loss Ratio	1.51	-
MTD	-4.91%	1.15%
3M	1.5%	3.7%
6M	-0.22%	7.75%
YTD	0.97%	3.58%
1Y	-3.76%	17.61%
3Y (ann.)	-0.59%	19.69%
5Y (ann.)	-0.59%	19.69%
10Y (ann.)	-0.59%	19.69%
All-time (ann.)	-0.59%	19.69%
Best Day	9.3%	0.12%
Worst Day	-4.08%	0.0%
Best Month	10.61%	1.81%
Worst Month	-11.33%	1.15%
Best Year	0.97%	19.38%
Worst Year	-1.92%	3.55%
Avg. Drawdown	-6.1%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.04	-
Ulcer Index	0.11	0.0
Serenity Index	-0.01	-
Avg. Up Month	4.21%	1.45%
Avg. Down Month	-	-
Win Days	51.69%	100.0%
Win Month	58.82%	100.0%
Win Quarter	50.0%	100.0%
Win Year	66.67%	100.0%
Beta	-2.87	-
Alpha	0.51	-
Correlation	-3.6%	-
Treynor Ratio	0.28%	-