AKMP RUB[Strategy] vs Deposit RUB[Benchmark]

25 Feb, 2025 - 25 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	25.17%	27.58%
CAGR﹪	16.2%	17.68%
Sharpe	13.76	24.87
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	12.78	23.1
Sortino	58.91	-
Smart Sortino	54.72	-
Sortino/√2	41.66	-
Smart Sortino/√2	38.69	-
Omega	12.54	12.54
Max Drawdown	-0.09%	-
Longest DD Days	-	-
Volatility (ann.)	0.87%	0.52%
R^2	0.02	0.02
Information Ratio	-0.07	-0.07
Calmar	173.49	-
Skew	0.61	9.92
Kurtosis	0.65	112.76
Expected Daily	0.05%	0.05%
Expected Monthly	1.19%	1.29%
Expected Yearly	11.88%	12.95%
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	473
Max Consecutive Losses	3	0
Gain/Pain Ratio	11.54	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	12.54	-
Common Sense Ratio	64.48	-
CPC Index	-	-
Tail Ratio	5.14	2.24
Outlier Win Ratio	2.22	2.65
Outlier Loss Ratio	0.54	-
MTD	0.75%	1.07%
3M	3.12%	3.52%
6M	6.5%	6.89%
YTD	8.52%	9.25%
1Y	14.61%	15.38%
3Y (ann.)	16.2%	17.68%
5Y (ann.)	16.2%	17.68%
10Y (ann.)	16.2%	17.68%
All-time (ann.)	16.2%	17.68%
Best Day	0.26%	0.43%
Worst Day	-0.08%	0.0%
Best Month	1.73%	1.69%
Worst Month	0.26%	1.06%
Best Year	15.35%	16.78%
Worst Year	8.52%	9.25%
Avg. Drawdown	-0.03%	-
Avg. Drawdown Days	-	-
Recovery Factor	269.67	-
Ulcer Index	0.0	0.0
Serenity Index	3394.33	-
Avg. Up Month	1.19%	1.29%
Avg. Down Month	-	-
Win Days	82.54%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.21	-
Alpha	0.09	-
Correlation	12.76%	-
Treynor Ratio	118.45%	-