AKMP RUB[Strategy] vs Deposit RUB[Benchmark]

25 Feb, 2025 - 17 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	14.53%	16.81%
CAGR﹪	18.28%	21.2%
Sharpe	14.94	22.84
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	13.06	19.97
Sortino	69.31	-
Smart Sortino	60.61	-
Sortino/√2	49.01	-
Smart Sortino/√2	42.85	-
Omega	15.1	15.1
Max Drawdown	-0.09%	-
Longest DD Days	-	-
Volatility (ann.)	0.92%	0.69%
R^2	0.01	0.01
Information Ratio	-0.12	-0.12
Calmar	195.79	-
Skew	0.46	7.48
Kurtosis	0.28	61.91
Expected Daily	0.05%	0.06%
Expected Monthly	1.24%	1.42%
Expected Yearly	14.53%	16.81%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.04%	-0.01%
Expected Shortfall (cVaR)	-0.04%	-0.01%
Max Consecutive Wins	17	248
Max Consecutive Losses	2	0
Gain/Pain Ratio	14.1	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	15.1	-
Common Sense Ratio	84.17	-
CPC Index	-	-
Tail Ratio	5.57	1.97
Outlier Win Ratio	3.35	3.7
Outlier Loss Ratio	0.46	-
MTD	0.78%	1.3%
3M	3.88%	4.51%
6M	8.03%	9.03%
YTD	14.53%	16.81%
1Y	14.53%	16.81%
3Y (ann.)	18.28%	21.2%
5Y (ann.)	18.28%	21.2%
10Y (ann.)	18.28%	21.2%
All-time (ann.)	18.28%	21.2%
Best Day	0.26%	0.43%
Worst Day	-0.08%	0.0%
Best Month	1.73%	1.69%
Worst Month	0.26%	1.28%
Best Year	14.53%	16.81%
Worst Year	14.53%	16.81%
Avg. Drawdown	-0.03%	-
Avg. Drawdown Days	-	-
Recovery Factor	155.65	-
Ulcer Index	0.0	0.0
Serenity Index	2394.44	-
Avg. Up Month	1.24%	1.42%
Avg. Down Month	-	-
Win Days	83.55%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.15	-
Alpha	0.11	-
Correlation	11.35%	-
Treynor Ratio	95.88%	-