AKPP RUB[Strategy] vs Deposit RUB[Benchmark]

26 Feb, 2025 - 24 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	45.29%	22.11%
CAGR﹪	38.14%	18.86%
Sharpe	0.96	25.02
Prob. Sharpe Ratio	84.26%	99.97%
Smart Sharpe	0.75	19.64
Sortino	1.34	-
Smart Sortino	1.05	-
Sortino/√2	0.95	-
Smart Sortino/√2	0.74	-
Omega	1.21	1.21
Max Drawdown	-36.53%	-
Longest DD Days	-	-
Volatility (ann.)	43.63%	0.69%
R^2	0.0	0.0
Information Ratio	0.04	0.04
Calmar	1.04	-
Skew	-0.73	11.1
Kurtosis	10.16	129.22
Expected Daily	0.13%	0.07%
Expected Monthly	2.52%	1.34%
Expected Yearly	20.54%	10.5%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-4.35%	-0.0%
Expected Shortfall (cVaR)	-4.35%	-0.0%
Max Consecutive Wins	13	292
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.21	-
Gain/Pain (1M)	0.99	-
Payoff Ratio	-	-
Profit Factor	1.21	-
Common Sense Ratio	1.44	-
CPC Index	-	-
Tail Ratio	1.19	1.57
Outlier Win Ratio	1.87	48.34
Outlier Loss Ratio	2.23	-
MTD	-4.52%	1.12%
3M	-26.21%	3.75%
6M	6.58%	7.79%
YTD	-15.9%	4.71%
1Y	56.45%	17.22%
3Y (ann.)	38.14%	18.86%
5Y (ann.)	38.14%	18.86%
10Y (ann.)	38.14%	18.86%
All-time (ann.)	38.14%	18.86%
Best Day	15.31%	0.58%
Worst Day	-17.39%	0.0%
Best Month	29.17%	1.69%
Worst Month	-20.04%	1.12%
Best Year	72.76%	16.61%
Worst Year	-15.9%	4.71%
Avg. Drawdown	-5.53%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.24	-
Ulcer Index	0.14	0.0
Serenity Index	0.34	-
Avg. Up Month	14.32%	1.37%
Avg. Down Month	-	-
Win Days	54.64%	100.0%
Win Month	46.67%	100.0%
Win Quarter	50.0%	100.0%
Win Year	50.0%	100.0%
Beta	0.07	-
Alpha	0.41	-
Correlation	0.11%	-
Treynor Ratio	641.31%	-