AKPP RUB[Strategy] vs Deposit RUB[Benchmark]

26 Feb, 2025 - 8 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	83.31%	16.83%
CAGR﹪	101.36%	19.68%
Sharpe	2.18	22.66
Prob. Sharpe Ratio	97.27%	99.98%
Smart Sharpe	1.8	18.76
Sortino	3.26	-
Smart Sortino	2.7	-
Sortino/√2	2.31	-
Smart Sortino/√2	1.91	-
Omega	1.49	1.49
Max Drawdown	-14.48%	-
Longest DD Days	-	-
Volatility (ann.)	34.72%	0.79%
R^2	0.0	0.0
Information Ratio	0.1	0.1
Calmar	7.0	-
Skew	-0.66	9.74
Kurtosis	5.85	98.34
Expected Daily	0.28%	0.07%
Expected Monthly	5.18%	1.3%
Expected Yearly	35.39%	8.09%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.3%	-0.01%
Expected Shortfall (cVaR)	-3.3%	-0.01%
Max Consecutive Wins	13	219
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.49	-
Gain/Pain (1M)	6.46	-
Payoff Ratio	-	-
Profit Factor	1.49	-
Common Sense Ratio	2.21	-
CPC Index	-	-
Tail Ratio	1.49	1.45
Outlier Win Ratio	1.66	38.1
Outlier Loss Ratio	2.02	-
MTD	6.1%	0.17%
3M	33.18%	3.81%
6M	65.01%	7.97%
YTD	6.1%	0.17%
1Y	83.31%	16.83%
3Y (ann.)	101.36%	19.68%
5Y (ann.)	101.36%	19.68%
10Y (ann.)	101.36%	19.68%
All-time (ann.)	101.36%	19.68%
Best Day	8.77%	0.58%
Worst Day	-12.11%	0.0%
Best Month	26.98%	1.69%
Worst Month	-5.99%	0.17%
Best Year	72.76%	16.62%
Worst Year	6.1%	0.17%
Avg. Drawdown	-4.08%	-
Avg. Drawdown Days	-	-
Recovery Factor	5.75	-
Ulcer Index	0.06	0.0
Serenity Index	2.48	-
Avg. Up Month	11.03%	1.22%
Avg. Down Month	-	-
Win Days	55.96%	100.0%
Win Month	58.33%	100.0%
Win Quarter	80.0%	100.0%
Win Year	100.0%	100.0%
Beta	-1.24	-
Alpha	0.98	-
Correlation	-2.81%	-
Treynor Ratio	-67.27%	-