AKMC RUB[Strategy] vs Deposit RUB[Benchmark]

26 May, 2026 - 1 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	80.0%	80.0%
Cumulative Return	1.05%	1.09%
CAGR﹪	88.25%	92.95%
Sharpe	5.99	28.4
Prob. Sharpe Ratio	85.91%	89.42%
Smart Sharpe	2.87	13.62
Sortino	24.05	-
Smart Sortino	11.53	-
Sortino/√2	17.0	-
Smart Sortino/√2	8.15	-
Omega	3.72	3.72
Max Drawdown	-0.3%	-
Longest DD Days	-	-
Volatility (ann.)	8.82%	1.92%
R^2	0.04	0.04
Information Ratio	-0.01	-0.01
Calmar	298.07	-
Skew	1.46	-2.24
Kurtosis	2.16	5.0
Expected Daily	0.21%	0.22%
Expected Monthly	0.52%	0.54%
Expected Yearly	1.05%	1.09%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.7%	-0.02%
Expected Shortfall (cVaR)	-0.7%	-0.02%
Max Consecutive Wins	1	4
Max Consecutive Losses	1	0
Gain/Pain Ratio	2.72	-
Gain/Pain (1M)	13.74	-
Payoff Ratio	-	-
Profit Factor	3.72	-
Common Sense Ratio	14.03	-
CPC Index	-	-
Tail Ratio	3.77	5.0
Outlier Win Ratio	1.43	3.15
Outlier Loss Ratio	0.72	-
MTD	1.12%	0.27%
3M	1.05%	1.09%
6M	1.05%	1.09%
YTD	1.05%	1.09%
1Y	1.05%	1.09%
3Y (ann.)	88.25%	92.95%
5Y (ann.)	88.25%	92.95%
10Y (ann.)	88.25%	92.95%
All-time (ann.)	88.25%	92.95%
Best Day	1.12%	0.27%
Worst Day	-0.3%	0.0%
Best Month	1.12%	0.81%
Worst Month	-0.08%	0.27%
Best Year	1.05%	1.09%
Worst Year	1.05%	1.09%
Avg. Drawdown	-0.19%	-
Avg. Drawdown Days	-	-
Recovery Factor	3.53	-
Ulcer Index	0.0	0.0
Serenity Index	13.03	-
Avg. Up Month	1.12%	0.27%
Avg. Down Month	-	-
Win Days	50.0%	100.0%
Win Month	50.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.97	-
Alpha	-0.0	-
Correlation	21.08%	-
Treynor Ratio	1.08%	-