AKPP RUB[Strategy] vs Deposit RUB[Benchmark]

26 Feb, 2025 - 23 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	97.72%	18.08%
CAGR﹪	112.06%	20.12%
Sharpe	2.32	23.52
Prob. Sharpe Ratio	98.2%	99.98%
Smart Sharpe	1.92	19.49
Sortino	3.53	-
Smart Sortino	2.92	-
Sortino/√2	2.49	-
Smart Sortino/√2	2.07	-
Omega	1.52	1.52
Max Drawdown	-14.48%	-
Longest DD Days	-	-
Volatility (ann.)	34.88%	0.77%
R^2	0.0	0.0
Information Ratio	0.11	0.11
Calmar	7.74	-
Skew	-0.61	9.66
Kurtosis	5.43	98.64
Expected Daily	0.3%	0.07%
Expected Monthly	5.85%	1.39%
Expected Yearly	40.61%	8.67%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.29%	-0.01%
Expected Shortfall (cVaR)	-3.29%	-0.01%
Max Consecutive Wins	13	229
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.52	-
Gain/Pain (1M)	7.23	-
Payoff Ratio	-	-
Profit Factor	1.52	-
Common Sense Ratio	2.38	-
CPC Index	-	-
Tail Ratio	1.56	1.74
Outlier Win Ratio	1.62	37.18
Outlier Loss Ratio	1.98	-
MTD	14.45%	1.26%
3M	51.96%	4.29%
6M	66.23%	8.42%
YTD	14.45%	1.26%
1Y	97.72%	18.08%
3Y (ann.)	112.06%	20.12%
5Y (ann.)	112.06%	20.12%
10Y (ann.)	112.06%	20.12%
All-time (ann.)	112.06%	20.12%
Best Day	8.77%	0.58%
Worst Day	-12.11%	0.0%
Best Month	26.98%	1.69%
Worst Month	-5.99%	1.15%
Best Year	72.76%	16.61%
Worst Year	14.45%	1.26%
Avg. Drawdown	-3.98%	-
Avg. Drawdown Days	-	-
Recovery Factor	6.75	-
Ulcer Index	0.06	0.0
Serenity Index	3.03	-
Avg. Up Month	12.22%	1.38%
Avg. Down Month	-	-
Win Days	56.14%	100.0%
Win Month	58.33%	100.0%
Win Quarter	80.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.66	-
Alpha	0.93	-
Correlation	-1.46%	-
Treynor Ratio	-149.0%	-