AKPP RUB[Strategy] vs Deposit RUB[Benchmark]

26 Feb, 2025 - 2 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	33.21%	28.92%
CAGR﹪	19.67%	17.24%
Sharpe	0.64	26.3
Prob. Sharpe Ratio	78.77%	99.97%
Smart Sharpe	0.53	21.84
Sortino	0.89	-
Smart Sortino	0.74	-
Sortino/√2	0.63	-
Smart Sortino/√2	0.52	-
Omega	1.13	1.13
Max Drawdown	-48.76%	-
Longest DD Days	-	-
Volatility (ann.)	41.68%	0.6%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.4	-
Skew	-0.55	12.43
Kurtosis	8.85	167.63
Expected Daily	0.07%	0.06%
Expected Monthly	1.37%	1.22%
Expected Yearly	15.42%	13.54%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-4.21%	-0.0%
Expected Shortfall (cVaR)	-4.21%	-0.0%
Max Consecutive Wins	13	405
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.13	-
Gain/Pain (1M)	0.57	-
Payoff Ratio	-	-
Profit Factor	1.13	-
Common Sense Ratio	1.27	-
CPC Index	-	-
Tail Ratio	1.13	1.73
Outlier Win Ratio	1.83	51.65
Outlier Loss Ratio	2.12	-
MTD	-1.8%	0.1%
3M	8.46%	3.32%
6M	-13.75%	6.7%
YTD	-22.89%	10.55%
1Y	2.45%	14.8%
3Y (ann.)	19.67%	17.24%
5Y (ann.)	19.67%	17.24%
10Y (ann.)	19.67%	17.24%
All-time (ann.)	19.67%	17.24%
Best Day	15.31%	0.58%
Worst Day	-17.39%	0.0%
Best Month	29.17%	1.69%
Worst Month	-20.04%	0.1%
Best Year	72.76%	16.61%
Worst Year	-22.89%	10.55%
Avg. Drawdown	-6.11%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.68	-
Ulcer Index	0.25	0.0
Serenity Index	0.08	-
Avg. Up Month	13.43%	1.3%
Avg. Down Month	-	-
Win Days	52.72%	100.0%
Win Month	42.86%	100.0%
Win Quarter	50.0%	100.0%
Win Year	50.0%	100.0%
Beta	0.73	-
Alpha	0.15	-
Correlation	1.05%	-
Treynor Ratio	45.4%	-