AKMP RUB[Strategy] vs Deposit RUB[Benchmark]

25 Feb, 2025 - 3 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	92.0%	98.0%
Cumulative Return	3.52%	4.89%
CAGR﹪	20.73%	29.71%
Sharpe	18.43	17.81
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	14.3	13.82
Sortino	116.93	-
Smart Sortino	90.73	-
Sortino/√2	82.69	-
Smart Sortino/√2	64.15	-
Omega	30.17	30.17
Max Drawdown	-0.06%	-
Longest DD Days	-	-
Volatility (ann.)	0.97%	1.38%
R^2	0.01	0.01
Information Ratio	-0.26	-0.26
Calmar	349.07	-
Skew	0.33	3.65
Kurtosis	0.03	12.29
Expected Daily	0.07%	0.1%
Expected Monthly	0.87%	1.2%
Expected Yearly	3.52%	4.89%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.05%
Expected Shortfall (cVaR)	-0.03%	-0.05%
Max Consecutive Wins	12	48
Max Consecutive Losses	1	0
Gain/Pain Ratio	29.17	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	30.17	-
Common Sense Ratio	311.87	-
CPC Index	-	-
Tail Ratio	10.34	3.86
Outlier Win Ratio	3.91	3.26
Outlier Loss Ratio	0.09	-
MTD	0.13%	0.15%
3M	3.52%	4.89%
6M	3.52%	4.89%
YTD	3.52%	4.89%
1Y	3.52%	4.89%
3Y (ann.)	20.73%	29.71%
5Y (ann.)	20.73%	29.71%
10Y (ann.)	20.73%	29.71%
All-time (ann.)	20.73%	29.71%
Best Day	0.24%	0.43%
Worst Day	-0.06%	0.0%
Best Month	1.73%	1.69%
Worst Month	0.13%	0.15%
Best Year	3.52%	4.89%
Worst Year	3.52%	4.89%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	59.25	-
Ulcer Index	0.0	0.0
Serenity Index	1238.6	-
Avg. Up Month	0.87%	1.2%
Avg. Down Month	-	-
Win Days	88.89%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.06	-
Alpha	0.16	-
Correlation	8.49%	-
Treynor Ratio	59.25%	-