Sleep mode may work the way that computer is still running only HDD is spined down.

There are some guides on how to enable hibernation instead of sleep mode.

It is said to do: Start, Search: "cmd" and run it as Administrator. Then paste+execute: "powercfg /hibernate on".

Navigate into Control panels, go to System & maintenance, Power settings, Sleep mode settings, Advanced settings and there in Sleep mode section, disable Hybrid sleep mode. Hibernate is not offered as a power option when Hybrid Sleep is enabled.

Also make sure to require password after wake up.