AKMP RUB[Strategy] vs Deposit RUB[Benchmark]

25 Feb, 2025 - 2 Nov, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	28.21%	30.47%
CAGR﹪	15.89%	17.1%
Sharpe	13.87	25.22
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	12.95	23.55
Sortino	60.07	-
Smart Sortino	56.11	-
Sortino/√2	42.47	-
Smart Sortino/√2	39.67	-
Omega	13.0	13.0
Max Drawdown	-0.09%	-
Longest DD Days	-	-
Volatility (ann.)	0.84%	0.49%
R^2	0.02	0.02
Information Ratio	-0.06	-0.06
Calmar	170.25	-
Skew	0.63	10.4
Kurtosis	0.78	125.18
Expected Daily	0.05%	0.05%
Expected Monthly	1.14%	1.22%
Expected Yearly	13.23%	14.22%
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	537
Max Consecutive Losses	3	0
Gain/Pain Ratio	12.0	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	13.0	-
Common Sense Ratio	65.9	-
CPC Index	-	-
Tail Ratio	5.07	2.17
Outlier Win Ratio	2.27	2.73
Outlier Loss Ratio	0.5	-
MTD	0.02%	0.07%
3M	3.19%	3.36%
6M	6.35%	6.68%
YTD	11.15%	11.72%
1Y	14.1%	14.56%
3Y (ann.)	15.89%	17.1%
5Y (ann.)	15.89%	17.1%
10Y (ann.)	15.89%	17.1%
All-time (ann.)	15.89%	17.1%
Best Day	0.26%	0.43%
Worst Day	-0.08%	0.0%
Best Month	1.73%	1.69%
Worst Month	0.02%	0.07%
Best Year	15.35%	16.78%
Worst Year	11.15%	11.72%
Avg. Drawdown	-0.03%	-
Avg. Drawdown Days	-	-
Recovery Factor	302.23	-
Ulcer Index	0.0	0.0
Serenity Index	4048.62	-
Avg. Up Month	1.14%	1.22%
Avg. Down Month	-	-
Win Days	83.2%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.23	-
Alpha	0.09	-
Correlation	13.32%	-
Treynor Ratio	124.61%	-