AKUP RUB[Strategy] vs Deposit RUB[Benchmark]

31 Jan, 2024 - 10 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	23.07%	48.81%
CAGR﹪	9.2%	18.35%
Sharpe	0.73	83.89
Prob. Sharpe Ratio	87.13%	-
Smart Sharpe	0.67	76.18
Sortino	1.08	-
Smart Sortino	0.98	-
Sortino/√2	0.77	-
Smart Sortino/√2	0.7	-
Omega	1.15	1.15
Max Drawdown	-11.82%	-
Longest DD Days	-	-
Volatility (ann.)	12.93%	0.2%
R^2	0.0	0.0
Information Ratio	-0.03	-0.03
Calmar	0.78	-
Skew	0.09	-0.09
Kurtosis	19.23	0.34
Expected Daily	0.03%	0.07%
Expected Monthly	0.69%	1.33%
Expected Yearly	7.16%	14.17%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.3%	-0.05%
Expected Shortfall (cVaR)	-1.3%	-0.05%
Max Consecutive Wins	8	604
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.15	-
Gain/Pain (1M)	0.95	-
Payoff Ratio	-	-
Profit Factor	1.15	-
Common Sense Ratio	1.2	-
CPC Index	-	-
Tail Ratio	1.05	2.01
Outlier Win Ratio	1.97	15.56
Outlier Loss Ratio	1.43	-
MTD	-1.89%	0.43%
3M	-7.86%	3.47%
6M	-1.58%	7.2%
YTD	-4.82%	6.28%
1Y	8.18%	16.11%
3Y (ann.)	9.2%	18.35%
5Y (ann.)	9.2%	18.35%
10Y (ann.)	9.2%	18.35%
All-time (ann.)	9.2%	18.35%
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	19.16%	19.38%
Worst Year	-4.82%	6.28%
Avg. Drawdown	-1.55%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.95	-
Ulcer Index	0.04	0.0
Serenity Index	0.56	-
Avg. Up Month	3.34%	1.46%
Avg. Down Month	-	-
Win Days	53.04%	100.0%
Win Month	48.28%	100.0%
Win Quarter	70.0%	100.0%
Win Year	66.67%	100.0%
Beta	4.44	-
Alpha	-0.64	-
Correlation	6.78%	-
Treynor Ratio	5.19%	-