AKMB RUB[Strategy] vs Deposit RUB[Benchmark]

2 Jun, 2020 - 16 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	79.6%	73.38%
CAGR﹪	11.9%	11.15%
Sharpe	1.34	29.53
Prob. Sharpe Ratio	99.22%	-
Smart Sharpe	1.19	26.18
Sortino	1.81	-
Smart Sortino	1.6	-
Sortino/√2	1.28	-
Smart Sortino/√2	1.13	-
Omega	1.41	1.41
Max Drawdown	-16.61%	-
Longest DD Days	-	-
Volatility (ann.)	8.74%	0.36%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.72	-
Skew	-4.32	0.73
Kurtosis	126.82	-0.55
Expected Daily	0.04%	0.04%
Expected Monthly	0.95%	0.89%
Expected Yearly	10.25%	9.61%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.86%	-0.0%
Expected Shortfall (cVaR)	-0.86%	-0.0%
Max Consecutive Wins	15	1304
Max Consecutive Losses	12	0
Gain/Pain Ratio	0.41	-
Gain/Pain (1M)	2.48	-
Payoff Ratio	-	-
Profit Factor	1.41	-
Common Sense Ratio	1.85	-
CPC Index	-	-
Tail Ratio	1.31	5.08
Outlier Win Ratio	2.66	16.92
Outlier Loss Ratio	1.99	-
MTD	1.87%	1.33%
3M	9.67%	5.2%
6M	17.91%	10.5%
YTD	27.23%	13.45%
1Y	31.79%	22.33%
3Y (ann.)	14.75%	15.26%
5Y (ann.)	11.9%	11.54%
10Y (ann.)	11.9%	11.15%
All-time (ann.)	11.9%	11.15%
Best Day	6.66%	0.11%
Worst Day	-10.58%	0.0%
Best Month	7.66%	1.83%
Worst Month	-9.27%	0.37%
Best Year	27.23%	18.74%
Worst Year	3.4%	2.64%
Avg. Drawdown	-0.55%	-
Avg. Drawdown Days	-	-
Recovery Factor	4.79	-
Ulcer Index	0.03	0.0
Serenity Index	3.61	-
Avg. Up Month	1.68%	0.9%
Avg. Down Month	-	-
Win Days	58.04%	100.0%
Win Month	82.26%	100.0%
Win Quarter	86.36%	100.0%
Win Year	100.0%	100.0%
Beta	0.96	-
Alpha	0.01	-
Correlation	3.97%	-
Treynor Ratio	82.64%	-