AKMP RUB[Strategy] vs Deposit RUB[Benchmark]

25 Feb, 2025 - 2 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	20.59%	22.37%
CAGR﹪	17.18%	18.65%
Sharpe	14.3	23.96
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	12.73	21.33
Sortino	63.88	-
Smart Sortino	56.87	-
Sortino/√2	45.17	-
Smart Sortino/√2	40.21	-
Omega	14.07	14.07
Max Drawdown	-0.09%	-
Longest DD Days	-	-
Volatility (ann.)	0.9%	0.58%
R^2	0.01	0.01
Information Ratio	-0.06	-0.06
Calmar	184.05	-
Skew	0.56	9.13
Kurtosis	0.53	92.57
Expected Daily	0.05%	0.05%
Expected Monthly	1.18%	1.27%
Expected Yearly	9.81%	10.62%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.04%	-0.0%
Expected Shortfall (cVaR)	-0.04%	-0.0%
Max Consecutive Wins	17	367
Max Consecutive Losses	2	0
Gain/Pain Ratio	13.07	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	14.07	-
Common Sense Ratio	76.9	-
CPC Index	-	-
Tail Ratio	5.47	2.16
Outlier Win Ratio	2.11	2.5
Outlier Loss Ratio	0.66	-
MTD	0.06%	0.07%
3M	3.55%	3.53%
6M	7.32%	7.45%
YTD	4.54%	4.79%
1Y	16.65%	16.87%
3Y (ann.)	17.18%	18.65%
5Y (ann.)	17.18%	18.65%
10Y (ann.)	17.18%	18.65%
All-time (ann.)	17.18%	18.65%
Best Day	0.26%	0.43%
Worst Day	-0.08%	0.0%
Best Month	1.73%	1.69%
Worst Month	0.06%	0.07%
Best Year	15.35%	16.78%
Worst Year	4.54%	4.79%
Avg. Drawdown	-0.03%	-
Avg. Drawdown Days	-	-
Recovery Factor	220.56	-
Ulcer Index	0.0	0.0
Serenity Index	3251.52	-
Avg. Up Month	1.18%	1.27%
Avg. Down Month	-	-
Win Days	83.33%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.18	-
Alpha	0.1	-
Correlation	11.69%	-
Treynor Ratio	113.32%	-