AKIE RUB[Strategy] vs Deposit RUB[Benchmark]

26 Sep, 2024 - 14 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	9.5%	19.95%
CAGR﹪	10.84%	22.89%
Sharpe	0.52	29.4
Prob. Sharpe Ratio	69.28%	99.97%
Smart Sharpe	0.52	29.23
Sortino	0.79	-
Smart Sortino	0.78	-
Sortino/√2	0.56	-
Smart Sortino/√2	0.55	-
Omega	1.09	1.09
Max Drawdown	-17.93%	-
Longest DD Days	-	-
Volatility (ann.)	24.67%	0.68%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	0.6	-
Skew	0.43	9.54
Kurtosis	2.27	97.52
Expected Daily	0.04%	0.08%
Expected Monthly	0.76%	1.53%
Expected Yearly	4.64%	9.52%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.51%	-0.01%
Expected Shortfall (cVaR)	-2.51%	-0.01%
Max Consecutive Wins	7	230
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.09	-
Gain/Pain (1M)	0.66	-
Payoff Ratio	-	-
Profit Factor	1.09	-
Common Sense Ratio	1.09	-
CPC Index	-	-
Tail Ratio	1.0	1.5
Outlier Win Ratio	1.74	25.04
Outlier Loss Ratio	1.6	-
MTD	6.62%	0.59%
3M	7.11%	4.56%
6M	-2.25%	9.79%
YTD	7.0%	12.62%
1Y	9.5%	19.95%
3Y (ann.)	10.84%	22.89%
5Y (ann.)	10.84%	22.89%
10Y (ann.)	10.84%	22.89%
All-time (ann.)	10.84%	22.89%
Best Day	7.58%	0.52%
Worst Day	-4.09%	0.0%
Best Month	10.21%	1.83%
Worst Month	-8.17%	0.59%
Best Year	7.0%	12.62%
Worst Year	2.34%	6.5%
Avg. Drawdown	-4.89%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.53	-
Ulcer Index	0.09	0.0
Serenity Index	0.1	-
Avg. Up Month	3.61%	1.46%
Avg. Down Month	-	-
Win Days	51.79%	100.0%
Win Month	66.67%	100.0%
Win Quarter	80.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.75	-
Alpha	-0.02	-
Correlation	2.04%	-
Treynor Ratio	12.74%	-