AKMB RUB[Strategy] vs Deposit RUB[Benchmark]

2 Jun, 2020 - 13 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	86.78%	82.95%
CAGR﹪	11.76%	11.35%
Sharpe	1.35	32.14
Prob. Sharpe Ratio	99.43%	-
Smart Sharpe	1.2	28.6
Sortino	1.83	-
Smart Sortino	1.62	-
Sortino/√2	1.29	-
Smart Sortino/√2	1.15	-
Omega	1.41	1.41
Max Drawdown	-16.61%	-
Longest DD Days	-	-
Volatility (ann.)	8.42%	0.33%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.71	-
Skew	-4.38	0.59
Kurtosis	133.89	-0.8
Expected Daily	0.04%	0.04%
Expected Monthly	0.94%	0.91%
Expected Yearly	9.34%	9.01%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.83%	-0.01%
Expected Shortfall (cVaR)	-0.83%	-0.01%
Max Consecutive Wins	15	1434
Max Consecutive Losses	12	0
Gain/Pain Ratio	0.41	-
Gain/Pain (1M)	2.49	-
Payoff Ratio	-	-
Profit Factor	1.41	-
Common Sense Ratio	1.74	-
CPC Index	-	-
Tail Ratio	1.23	4.72
Outlier Win Ratio	2.59	16.18
Outlier Loss Ratio	1.94	-
MTD	0.03%	0.27%
3M	5.69%	3.64%
6M	9.61%	7.81%
YTD	0.03%	0.27%
1Y	29.51%	19.18%
3Y (ann.)	15.22%	16.18%
5Y (ann.)	12.04%	12.36%
10Y (ann.)	11.76%	11.35%
All-time (ann.)	11.76%	11.35%
Best Day	6.66%	0.09%
Worst Day	-10.58%	0.0%
Best Month	7.66%	1.83%
Worst Month	-9.27%	0.27%
Best Year	32.28%	19.38%
Worst Year	0.03%	0.27%
Avg. Drawdown	-0.56%	-
Avg. Drawdown Days	-	-
Recovery Factor	5.23	-
Ulcer Index	0.02	0.0
Serenity Index	4.06	-
Avg. Up Month	1.65%	0.91%
Avg. Down Month	-	-
Win Days	57.53%	100.0%
Win Month	82.09%	100.0%
Win Quarter	87.5%	100.0%
Win Year	100.0%	100.0%
Beta	0.9	-
Alpha	0.02	-
Correlation	3.54%	-
Treynor Ratio	96.1%	-