AKMC RUB[Strategy] vs Deposit RUB[Benchmark]

26 May, 2026 - 16 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	11.38%	2.5%
CAGR﹪	116.29%	19.33%
Sharpe	4.15	17.24
Prob. Sharpe Ratio	94.56%	-
Smart Sharpe	3.45	14.31
Sortino	7.61	-
Smart Sortino	6.31	-
Sortino/√2	5.38	-
Smart Sortino/√2	4.46	-
Omega	1.99	1.99
Max Drawdown	-3.67%	-
Longest DD Days	-	-
Volatility (ann.)	18.09%	0.98%
R^2	0.01	0.01
Information Ratio	0.2	0.2
Calmar	31.69	-
Skew	0.1	3.08
Kurtosis	-0.04	8.33
Expected Daily	0.29%	0.07%
Expected Monthly	3.66%	0.83%
Expected Yearly	11.38%	2.5%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.58%	-0.03%
Expected Shortfall (cVaR)	-1.58%	-0.03%
Max Consecutive Wins	8	36
Max Consecutive Losses	2	0
Gain/Pain Ratio	0.99	-
Gain/Pain (1M)	144.71	-
Payoff Ratio	-	-
Profit Factor	1.99	-
Common Sense Ratio	2.91	-
CPC Index	-	-
Tail Ratio	1.46	5.34
Outlier Win Ratio	1.58	21.76
Outlier Loss Ratio	1.21	-
MTD	0.13%	0.61%
3M	11.38%	2.5%
6M	11.38%	2.5%
YTD	11.38%	2.5%
1Y	11.38%	2.5%
3Y (ann.)	116.29%	19.33%
5Y (ann.)	116.29%	19.33%
10Y (ann.)	116.29%	19.33%
All-time (ann.)	116.29%	19.33%
Best Day	2.81%	0.27%
Worst Day	-2.3%	0.0%
Best Month	11.32%	1.06%
Worst Month	-0.08%	0.61%
Best Year	11.38%	2.5%
Worst Year	11.38%	2.5%
Avg. Drawdown	-1.41%	-
Avg. Drawdown Days	-	-
Recovery Factor	3.1	-
Ulcer Index	0.02	0.0
Serenity Index	2.78	-
Avg. Up Month	5.73%	0.84%
Avg. Down Month	-	-
Win Days	63.89%	100.0%
Win Month	66.67%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-1.44	-
Alpha	0.99	-
Correlation	-7.75%	-
Treynor Ratio	-7.92%	-