AKUP RUB[Strategy] vs Deposit RUB[Benchmark]

31 Jan, 2024 - 5 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	23.96%	38.71%
CAGR﹪	12.34%	19.39%
Sharpe	0.9	100.19
Prob. Sharpe Ratio	89.09%	100.0%
Smart Sharpe	0.82	90.89
Sortino	1.36	-
Smart Sortino	1.23	-
Sortino/√2	0.96	-
Smart Sortino/√2	0.87	-
Omega	1.19	1.19
Max Drawdown	-11.82%	-
Longest DD Days	-	-
Volatility (ann.)	13.71%	0.17%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	1.04	-
Skew	0.13	-0.21
Kurtosis	19.26	1.96
Expected Daily	0.05%	0.07%
Expected Monthly	0.9%	1.37%
Expected Yearly	11.34%	17.77%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.37%	-0.05%
Expected Shortfall (cVaR)	-1.37%	-0.05%
Max Consecutive Wins	8	472
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.19	-
Gain/Pain (1M)	1.58	-
Payoff Ratio	-	-
Profit Factor	1.19	-
Common Sense Ratio	1.29	-
CPC Index	-	-
Tail Ratio	1.09	1.58
Outlier Win Ratio	1.94	15.79
Outlier Loss Ratio	1.47	-
MTD	1.62%	0.32%
3M	0.24%	4.02%
6M	7.28%	8.47%
YTD	14.23%	18.26%
1Y	23.96%	20.11%
3Y (ann.)	12.34%	19.39%
5Y (ann.)	12.34%	19.39%
10Y (ann.)	12.34%	19.39%
All-time (ann.)	12.34%	19.39%
Best Day	7.02%	0.09%
Worst Day	-7.18%	0.0%
Best Month	6.82%	1.83%
Worst Month	-4.28%	0.0%
Best Year	14.23%	18.26%
Worst Year	8.51%	17.29%
Avg. Drawdown	-1.41%	-
Avg. Drawdown Days	-	-
Recovery Factor	2.03	-
Ulcer Index	0.04	0.0
Serenity Index	0.62	-
Avg. Up Month	2.91%	1.41%
Avg. Down Month	-	-
Win Days	51.82%	100.0%
Win Month	56.52%	100.0%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	3.52	-
Alpha	-0.49	-
Correlation	4.47%	-
Treynor Ratio	6.81%	-