AKUP RUB[Strategy] vs Deposit RUB[Benchmark]

31 Jan, 2024 - 27 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	16.73%	51.35%
CAGR﹪	6.42%	18.13%
Sharpe	0.52	72.56
Prob. Sharpe Ratio	79.78%	-
Smart Sharpe	0.49	67.92
Sortino	0.76	-
Smart Sortino	0.71	-
Sortino/√2	0.54	-
Smart Sortino/√2	0.5	-
Omega	1.1	1.1
Max Drawdown	-19.41%	-
Longest DD Days	-	-
Volatility (ann.)	13.23%	0.22%
R^2	0.01	0.01
Information Ratio	-0.04	-0.04
Calmar	0.33	-
Skew	0.15	-0.2
Kurtosis	16.72	-0.15
Expected Daily	0.02%	0.06%
Expected Monthly	0.5%	1.35%
Expected Yearly	5.29%	14.81%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.34%	-0.04%
Expected Shortfall (cVaR)	-1.34%	-0.04%
Max Consecutive Wins	8	649
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.1	-
Gain/Pain (1M)	0.61	-
Payoff Ratio	-	-
Profit Factor	1.1	-
Common Sense Ratio	1.13	-
CPC Index	-	-
Tail Ratio	1.02	2.2
Outlier Win Ratio	1.97	16.45
Outlier Loss Ratio	1.57	-
MTD	-1.34%	1.07%
3M	-9.52%	3.45%
6M	-12.08%	7.02%
YTD	-9.72%	8.09%
1Y	-2.32%	15.53%
3Y (ann.)	6.42%	18.13%
5Y (ann.)	6.42%	18.13%
10Y (ann.)	6.42%	18.13%
All-time (ann.)	6.42%	18.13%
Best Day	7.02%	0.09%
Worst Day	-7.18%	0.0%
Best Month	6.82%	1.83%
Worst Month	-5.68%	0.0%
Best Year	19.16%	19.38%
Worst Year	-9.72%	8.09%
Avg. Drawdown	-1.83%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.86	-
Ulcer Index	0.06	0.0
Serenity Index	0.25	-
Avg. Up Month	3.34%	1.46%
Avg. Down Month	-	-
Win Days	52.07%	100.0%
Win Month	46.67%	100.0%
Win Quarter	63.64%	100.0%
Win Year	66.67%	100.0%
Beta	4.74	-
Alpha	-0.69	-
Correlation	7.94%	-
Treynor Ratio	3.53%	-