AKIE RUB[Strategy] vs Deposit RUB[Benchmark]

26 Sep, 2024 - 27 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	9.4%	20.81%
CAGR﹪	10.28%	22.88%
Sharpe	0.51	30.06
Prob. Sharpe Ratio	69.11%	99.97%
Smart Sharpe	0.51	29.84
Sortino	0.77	-
Smart Sortino	0.76	-
Sortino/√2	0.54	-
Smart Sortino/√2	0.54	-
Omega	1.09	1.09
Max Drawdown	-17.93%	-
Longest DD Days	-	-
Volatility (ann.)	24.27%	0.66%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	0.57	-
Skew	0.44	9.79
Kurtosis	2.43	102.35
Expected Daily	0.04%	0.08%
Expected Monthly	0.75%	1.59%
Expected Yearly	4.59%	9.92%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.47%	-0.01%
Expected Shortfall (cVaR)	-2.47%	-0.01%
Max Consecutive Wins	7	239
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.09	-
Gain/Pain (1M)	0.66	-
Payoff Ratio	-	-
Profit Factor	1.09	-
Common Sense Ratio	1.1	-
CPC Index	-	-
Tail Ratio	1.01	1.5
Outlier Win Ratio	1.78	24.99
Outlier Loss Ratio	1.62	-
MTD	6.51%	1.32%
3M	13.95%	4.54%
6M	-3.37%	9.73%
YTD	6.9%	13.44%
1Y	9.4%	20.81%
3Y (ann.)	10.28%	22.88%
5Y (ann.)	10.28%	22.88%
10Y (ann.)	10.28%	22.88%
All-time (ann.)	10.28%	22.88%
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	6.9%	13.44%
Worst Year	2.34%	6.5%
Avg. Drawdown	-4.89%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.52	-
Ulcer Index	0.09	0.0
Serenity Index	0.1	-
Avg. Up Month	3.6%	1.55%
Avg. Down Month	-	-
Win Days	51.93%	100.0%
Win Month	66.67%	100.0%
Win Quarter	80.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.9	-
Alpha	-0.06	-
Correlation	2.46%	-
Treynor Ratio	10.39%	-