AKIE RUB[Strategy] vs Deposit RUB[Benchmark]

26 Sep, 2024 - 9 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	-11.95%	40.93%
CAGR﹪	-6.06%	18.36%
Sharpe	-0.14	28.7
Prob. Sharpe Ratio	41.71%	100.0%
Smart Sharpe	-0.14	28.63
Sortino	-0.2	-
Smart Sortino	-0.2	-
Sortino/√2	-0.14	-
Smart Sortino/√2	-0.14	-
Omega	0.98	0.98
Max Drawdown	-37.81%	-
Longest DD Days	-	-
Volatility (ann.)	21.97%	0.51%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	-0.16	-
Skew	0.39	10.02
Kurtosis	3.9	141.59
Expected Daily	-0.02%	0.06%
Expected Monthly	-0.49%	1.33%
Expected Yearly	-4.15%	12.11%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.29%	-0.01%
Expected Shortfall (cVaR)	-2.29%	-0.01%
Max Consecutive Wins	7	592
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.02	-
Gain/Pain (1M)	-0.13	-
Payoff Ratio	-	-
Profit Factor	0.98	-
Common Sense Ratio	0.87	-
CPC Index	-	-
Tail Ratio	0.89	2.52
Outlier Win Ratio	1.85	30.53
Outlier Loss Ratio	1.83	-
MTD	4.71%	0.36%
3M	8.96%	3.36%
6M	-11.68%	6.72%
YTD	-14.31%	10.84%
1Y	-6.74%	14.79%
3Y (ann.)	-6.06%	18.36%
5Y (ann.)	-6.06%	18.36%
10Y (ann.)	-6.06%	18.36%
All-time (ann.)	-6.06%	18.36%
Best Day	7.87%	0.52%
Worst Day	-5.52%	0.0%
Best Month	10.21%	1.83%
Worst Month	-9.8%	0.36%
Best Year	2.34%	19.38%
Worst Year	-14.31%	6.5%
Avg. Drawdown	-6.88%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.32	-
Ulcer Index	0.16	0.0
Serenity Index	-0.04	-
Avg. Up Month	3.01%	1.33%
Avg. Down Month	-	-
Win Days	50.26%	100.0%
Win Month	57.69%	100.0%
Win Quarter	50.0%	100.0%
Win Year	66.67%	100.0%
Beta	1.32	-
Alpha	-0.22	-
Correlation	3.06%	-
Treynor Ratio	-9.04%	-