AKUP RUB[Strategy] vs Deposit RUB[Benchmark]

31 Jan, 2024 - 11 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	33.76%	44.09%
CAGR﹪	14.79%	18.9%
Sharpe	1.1	101.54
Prob. Sharpe Ratio	94.34%	100.0%
Smart Sharpe	0.99	91.14
Sortino	1.64	-
Smart Sortino	1.47	-
Sortino/√2	1.16	-
Smart Sortino/√2	1.04	-
Omega	1.23	1.23
Max Drawdown	-11.82%	-
Longest DD Days	-	-
Volatility (ann.)	13.29%	0.17%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	1.25	-
Skew	0.04	-0.05
Kurtosis	19.46	1.87
Expected Daily	0.05%	0.07%
Expected Monthly	1.08%	1.36%
Expected Yearly	10.18%	12.95%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.32%	-0.05%
Expected Shortfall (cVaR)	-1.32%	-0.05%
Max Consecutive Wins	8	533
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.23	-
Gain/Pain (1M)	1.98	-
Payoff Ratio	-	-
Profit Factor	1.23	-
Common Sense Ratio	1.31	-
CPC Index	-	-
Tail Ratio	1.06	1.56
Outlier Win Ratio	1.98	15.45
Outlier Loss Ratio	1.5	-
MTD	-0.88%	0.49%
3M	6.71%	3.74%
6M	7.05%	7.8%
YTD	3.45%	2.9%
1Y	14.3%	18.06%
3Y (ann.)	14.79%	18.9%
5Y (ann.)	14.79%	18.9%
10Y (ann.)	14.79%	18.9%
All-time (ann.)	14.79%	18.9%
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	3.45%	2.9%
Avg. Drawdown	-1.37%	-
Avg. Drawdown Days	-	-
Recovery Factor	2.86	-
Ulcer Index	0.04	0.0
Serenity Index	0.93	-
Avg. Up Month	3.34%	1.46%
Avg. Down Month	-	-
Win Days	53.96%	100.0%
Win Month	53.85%	100.0%
Win Quarter	77.78%	100.0%
Win Year	100.0%	100.0%
Beta	2.91	-
Alpha	-0.36	-
Correlation	3.72%	-
Treynor Ratio	11.59%	-