AKMB RUB[Strategy] vs Deposit RUB[Benchmark]

2 Jun, 2020 - 13 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	95.6%	89.97%
CAGR﹪	12.12%	11.56%
Sharpe	1.4	33.12
Prob. Sharpe Ratio	99.61%	-
Smart Sharpe	1.25	29.5
Sortino	1.9	-
Smart Sortino	1.69	-
Sortino/√2	1.34	-
Smart Sortino/√2	1.2	-
Omega	1.43	1.43
Max Drawdown	-16.61%	-
Longest DD Days	-	-
Volatility (ann.)	8.22%	0.32%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.73	-
Skew	-4.46	0.57
Kurtosis	139.84	-0.73
Expected Daily	0.04%	0.04%
Expected Monthly	0.96%	0.92%
Expected Yearly	10.06%	9.6%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.81%	-0.01%
Expected Shortfall (cVaR)	-0.81%	-0.01%
Max Consecutive Wins	15	1515
Max Consecutive Losses	12	0
Gain/Pain Ratio	0.43	-
Gain/Pain (1M)	2.67	-
Payoff Ratio	-	-
Profit Factor	1.43	-
Common Sense Ratio	1.79	-
CPC Index	-	-
Tail Ratio	1.25	4.72
Outlier Win Ratio	2.62	15.86
Outlier Loss Ratio	1.93	-
MTD	0.42%	0.54%
3M	5.01%	3.84%
6M	10.68%	7.62%
YTD	4.76%	4.12%
1Y	22.82%	17.25%
3Y (ann.)	15.17%	16.95%
5Y (ann.)	12.77%	12.95%
10Y (ann.)	12.12%	11.56%
All-time (ann.)	12.12%	11.56%
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	32.28%	19.38%
Worst Year	3.4%	2.64%
Avg. Drawdown	-0.53%	-
Avg. Drawdown Days	-	-
Recovery Factor	5.76	-
Ulcer Index	0.02	0.0
Serenity Index	4.61	-
Avg. Up Month	1.65%	0.93%
Avg. Down Month	-	-
Win Days	57.72%	100.0%
Win Month	82.86%	100.0%
Win Quarter	88.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.89	-
Alpha	0.02	-
Correlation	3.49%	-
Treynor Ratio	107.27%	-