AKUP RUB[Strategy] vs Deposit RUB[Benchmark]

31 Jan, 2024 - 24 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	29.01%	46.62%
CAGR﹪	12.1%	18.72%
Sharpe	0.93	98.12
Prob. Sharpe Ratio	91.7%	100.0%
Smart Sharpe	0.84	88.27
Sortino	1.38	-
Smart Sortino	1.24	-
Sortino/√2	0.98	-
Smart Sortino/√2	0.88	-
Omega	1.19	1.19
Max Drawdown	-11.82%	-
Longest DD Days	-	-
Volatility (ann.)	13.11%	0.17%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	1.02	-
Skew	0.06	0.01
Kurtosis	19.43	1.41
Expected Daily	0.05%	0.07%
Expected Monthly	0.91%	1.38%
Expected Yearly	8.86%	13.61%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.31%	-0.05%
Expected Shortfall (cVaR)	-1.31%	-0.05%
Max Consecutive Wins	8	565
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.19	-
Gain/Pain (1M)	1.43	-
Payoff Ratio	-	-
Profit Factor	1.19	-
Common Sense Ratio	1.25	-
CPC Index	-	-
Tail Ratio	1.05	1.61
Outlier Win Ratio	1.98	15.4
Outlier Loss Ratio	1.46	-
MTD	-0.38%	1.12%
3M	-2.47%	3.75%
6M	6.28%	7.79%
YTD	-0.23%	4.71%
1Y	12.42%	17.22%
3Y (ann.)	12.1%	18.72%
5Y (ann.)	12.1%	18.72%
10Y (ann.)	12.1%	18.72%
All-time (ann.)	12.1%	18.72%
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	-0.23%	4.71%
Avg. Drawdown	-1.45%	-
Avg. Drawdown Days	-	-
Recovery Factor	2.45	-
Ulcer Index	0.04	0.0
Serenity Index	0.8	-
Avg. Up Month	3.34%	1.46%
Avg. Down Month	-	-
Win Days	53.64%	100.0%
Win Month	51.85%	100.0%
Win Quarter	70.0%	100.0%
Win Year	66.67%	100.0%
Beta	3.94	-
Alpha	-0.55	-
Correlation	5.21%	-
Treynor Ratio	7.37%	-