AKIE RUB[Strategy] vs Deposit RUB[Benchmark]

26 Sep, 2024 - 10 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	2.34%	29.33%
CAGR﹪	1.7%	20.56%
Sharpe	0.18	30.85
Prob. Sharpe Ratio	58.68%	99.99%
Smart Sharpe	0.18	30.65
Sortino	0.26	-
Smart Sortino	0.26	-
Sortino/√2	0.19	-
Smart Sortino/√2	0.19	-
Omega	1.03	1.03
Max Drawdown	-20.16%	-
Longest DD Days	-	-
Volatility (ann.)	21.91%	0.57%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	0.08	-
Skew	0.41	10.62
Kurtosis	2.99	131.77
Expected Daily	0.01%	0.07%
Expected Monthly	0.13%	1.44%
Expected Yearly	0.77%	8.95%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.25%	-0.01%
Expected Shortfall (cVaR)	-2.25%	-0.01%
Max Consecutive Wins	7	369
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.03	-
Gain/Pain (1M)	0.17	-
Payoff Ratio	-	-
Profit Factor	1.03	-
Common Sense Ratio	0.96	-
CPC Index	-	-
Tail Ratio	0.93	1.96
Outlier Win Ratio	1.97	28.19
Outlier Loss Ratio	1.75	-
MTD	-3.21%	0.49%
3M	5.51%	3.96%
6M	-5.89%	8.06%
YTD	-0.41%	1.71%
1Y	-1.83%	18.78%
3Y (ann.)	1.7%	20.56%
5Y (ann.)	1.7%	20.56%
10Y (ann.)	1.7%	20.56%
All-time (ann.)	1.7%	20.56%
Best Day	7.58%	0.52%
Worst Day	-4.09%	0.0%
Best Month	10.21%	1.83%
Worst Month	-8.17%	0.49%
Best Year	2.34%	19.38%
Worst Year	-0.41%	1.71%
Avg. Drawdown	-5.12%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.12	-
Ulcer Index	0.11	0.0
Serenity Index	0.02	-
Avg. Up Month	3.6%	1.47%
Avg. Down Month	-	-
Win Days	50.69%	100.0%
Win Month	61.11%	100.0%
Win Quarter	57.14%	100.0%
Win Year	66.67%	100.0%
Beta	0.9	-
Alpha	-0.12	-
Correlation	2.34%	-
Treynor Ratio	2.59%	-