AKPP RUB[Strategy] vs Deposit RUB[Benchmark]

26 Feb, 2025 - 6 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	40.58%	26.28%
CAGR﹪	26.66%	17.58%
Sharpe	0.77	25.63
Prob. Sharpe Ratio	81.82%	99.97%
Smart Sharpe	0.64	21.31
Sortino	1.08	-
Smart Sortino	0.9	-
Sortino/√2	0.76	-
Smart Sortino/√2	0.63	-
Omega	1.16	1.16
Max Drawdown	-48.76%	-
Longest DD Days	-	-
Volatility (ann.)	42.5%	0.63%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.55	-
Skew	-0.59	11.9
Kurtosis	9.06	152.61
Expected Daily	0.09%	0.06%
Expected Monthly	1.81%	1.24%
Expected Yearly	18.57%	12.38%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-4.27%	-0.0%
Expected Shortfall (cVaR)	-4.27%	-0.0%
Max Consecutive Wins	13	364
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.16	-
Gain/Pain (1M)	0.74	-
Payoff Ratio	-	-
Profit Factor	1.16	-
Common Sense Ratio	1.3	-
CPC Index	-	-
Tail Ratio	1.13	1.73
Outlier Win Ratio	1.84	51.75
Outlier Loss Ratio	2.14	-
MTD	10.33%	0.19%
3M	-3.88%	3.33%
6M	-23.33%	6.73%
YTD	-18.63%	8.29%
1Y	19.19%	15.26%
3Y (ann.)	26.66%	17.58%
5Y (ann.)	26.66%	17.58%
10Y (ann.)	26.66%	17.58%
All-time (ann.)	26.66%	17.58%
Best Day	15.31%	0.58%
Worst Day	-17.39%	0.0%
Best Month	29.17%	1.69%
Worst Month	-20.04%	0.19%
Best Year	72.76%	16.61%
Worst Year	-18.63%	8.29%
Avg. Drawdown	-6.11%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.83	-
Ulcer Index	0.23	0.0
Serenity Index	0.11	-
Avg. Up Month	12.65%	1.2%
Avg. Down Month	-	-
Win Days	53.17%	100.0%
Win Month	47.37%	100.0%
Win Quarter	57.14%	100.0%
Win Year	50.0%	100.0%
Beta	0.42	-
Alpha	0.26	-
Correlation	0.62%	-
Treynor Ratio	96.83%	-