AKPP RUB[Strategy] vs Deposit RUB[Benchmark]

26 Feb, 2025 - 1 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	35.82%	13.74%
CAGR﹪	56.92%	20.86%
Sharpe	1.67	21.08
Prob. Sharpe Ratio	91.5%	99.98%
Smart Sharpe	1.42	17.98
Sortino	2.54	-
Smart Sortino	2.17	-
Sortino/√2	1.8	-
Smart Sortino/√2	1.53	-
Omega	1.33	1.33
Max Drawdown	-13.59%	-
Longest DD Days	-	-
Volatility (ann.)	28.73%	0.88%
R^2	0.0	0.0
Information Ratio	0.06	0.06
Calmar	4.19	-
Skew	-0.25	8.74
Kurtosis	2.0	78.72
Expected Daily	0.17%	0.07%
Expected Monthly	3.11%	1.3%
Expected Yearly	35.82%	13.74%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.79%	-0.02%
Expected Shortfall (cVaR)	-2.79%	-0.02%
Max Consecutive Wins	6	175
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.33	-
Gain/Pain (1M)	3.16	-
Payoff Ratio	-	-
Profit Factor	1.33	-
Common Sense Ratio	1.88	-
CPC Index	-	-
Tail Ratio	1.41	1.44
Outlier Win Ratio	1.68	32.4
Outlier Loss Ratio	1.95	-
MTD	-0.38%	0.06%
3M	17.24%	4.0%
6M	48.41%	8.77%
YTD	35.82%	13.74%
1Y	35.82%	13.74%
3Y (ann.)	56.92%	20.86%
5Y (ann.)	56.92%	20.86%
10Y (ann.)	56.92%	20.86%
All-time (ann.)	56.92%	20.86%
Best Day	4.92%	0.58%
Worst Day	-7.59%	0.0%
Best Month	15.22%	1.69%
Worst Month	-5.99%	0.06%
Best Year	35.82%	13.74%
Worst Year	35.82%	13.74%
Avg. Drawdown	-3.54%	-
Avg. Drawdown Days	-	-
Recovery Factor	2.64	-
Ulcer Index	0.06	0.0
Serenity Index	1.07	-
Avg. Up Month	8.82%	1.42%
Avg. Down Month	-	-
Win Days	53.45%	100.0%
Win Month	50.0%	100.0%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.62	-
Alpha	0.59	-
Correlation	-1.9%	-
Treynor Ratio	-57.53%	-