AKMB RUB[Strategy] vs Deposit RUB[Benchmark]

2 Jun, 2020 - 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	79.06%	72.12%
CAGR﹪	11.85%	11.0%
Sharpe	1.33	30.38
Prob. Sharpe Ratio	99.2%	-
Smart Sharpe	1.18	26.93
Sortino	1.8	-
Smart Sortino	1.6	-
Sortino/√2	1.27	-
Smart Sortino/√2	1.13	-
Omega	1.41	1.41
Max Drawdown	-16.61%	-
Longest DD Days	-	-
Volatility (ann.)	8.74%	0.35%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.71	-
Skew	-4.31	0.62
Kurtosis	126.66	-0.94
Expected Daily	0.04%	0.04%
Expected Monthly	0.94%	0.88%
Expected Yearly	10.2%	9.47%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.86%	-0.01%
Expected Shortfall (cVaR)	-0.86%	-0.01%
Max Consecutive Wins	15	1302
Max Consecutive Losses	12	0
Gain/Pain Ratio	0.41	-
Gain/Pain (1M)	2.46	-
Payoff Ratio	-	-
Profit Factor	1.41	-
Common Sense Ratio	1.85	-
CPC Index	-	-
Tail Ratio	1.31	4.8
Outlier Win Ratio	2.66	17.13
Outlier Loss Ratio	2.0	-
MTD	1.57%	0.59%
3M	9.46%	4.56%
6M	17.35%	9.79%
YTD	26.85%	12.62%
1Y	29.9%	21.6%
3Y (ann.)	14.79%	14.99%
5Y (ann.)	11.84%	11.39%
10Y (ann.)	11.85%	11.0%
All-time (ann.)	11.85%	11.0%
Best Day	6.66%	0.09%
Worst Day	-10.58%	0.0%
Best Month	7.66%	1.83%
Worst Month	-9.27%	0.37%
Best Year	26.85%	18.74%
Worst Year	3.4%	2.64%
Avg. Drawdown	-0.55%	-
Avg. Drawdown Days	-	-
Recovery Factor	4.76	-
Ulcer Index	0.03	0.0
Serenity Index	3.58	-
Avg. Up Month	1.67%	0.88%
Avg. Down Month	-	-
Win Days	57.97%	100.0%
Win Month	82.26%	100.0%
Win Quarter	86.36%	100.0%
Win Year	100.0%	100.0%
Beta	0.93	-
Alpha	0.02	-
Correlation	3.69%	-
Treynor Ratio	84.79%	-