AKIE RUB[Strategy] vs Deposit RUB[Benchmark]

26 Sep, 2024 - 22 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	1.47%	27.18%
CAGR﹪	1.18%	21.43%
Sharpe	0.16	31.37
Prob. Sharpe Ratio	57.37%	99.98%
Smart Sharpe	0.16	31.17
Sortino	0.24	-
Smart Sortino	0.24	-
Sortino/√2	0.17	-
Smart Sortino/√2	0.17	-
Omega	1.03	1.03
Max Drawdown	-20.16%	-
Longest DD Days	-	-
Volatility (ann.)	22.81%	0.58%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	0.06	-
Skew	0.41	10.71
Kurtosis	2.69	128.45
Expected Daily	0.0%	0.07%
Expected Monthly	0.09%	1.51%
Expected Yearly	0.73%	12.77%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.35%	-0.01%
Expected Shortfall (cVaR)	-2.35%	-0.01%
Max Consecutive Wins	7	330
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.03	-
Gain/Pain (1M)	0.15	-
Payoff Ratio	-	-
Profit Factor	1.03	-
Common Sense Ratio	0.95	-
CPC Index	-	-
Tail Ratio	0.93	1.65
Outlier Win Ratio	1.9	27.14
Outlier Loss Ratio	1.7	-
MTD	3.42%	1.3%
3M	-2.07%	4.36%
6M	1.45%	8.62%
YTD	-0.85%	19.42%
1Y	6.11%	20.1%
3Y (ann.)	1.18%	21.43%
5Y (ann.)	1.18%	21.43%
10Y (ann.)	1.18%	21.43%
All-time (ann.)	1.18%	21.43%
Best Day	7.58%	0.52%
Worst Day	-4.09%	0.0%
Best Month	10.21%	1.83%
Worst Month	-8.17%	1.04%
Best Year	2.34%	19.42%
Worst Year	-0.85%	6.5%
Avg. Drawdown	-5.12%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.07	-
Ulcer Index	0.11	0.0
Serenity Index	0.01	-
Avg. Up Month	3.54%	1.5%
Avg. Down Month	-	-
Win Days	50.62%	100.0%
Win Month	62.5%	100.0%
Win Quarter	66.67%	100.0%
Win Year	50.0%	100.0%
Beta	1.13	-
Alpha	-0.17	-
Correlation	2.89%	-
Treynor Ratio	1.3%	-