AIIQ RUB[Strategy] vs Deposit RUB[Benchmark]

7 Oct, 2026 - 8 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	50.0%	0.0%
Cumulative Return	-1.5%	0.0%
CAGR﹪	-99.6%	0.0%
Sharpe	-11.22	-
Prob. Sharpe Ratio	-	-
Smart Sharpe	-	-
Sortino	-11.22	-
Smart Sortino	-	-
Sortino/√2	-7.94	-
Smart Sortino/√2	-	-
Omega	0.0	0.0
Max Drawdown	-1.5%	-
Longest DD Days	-	-
Volatility (ann.)	16.85%	0.0%
R^2	0.0	0.0
Information Ratio	-0.71	-0.71
Calmar	-66.34	-
Skew	-	-
Kurtosis	-	-
Expected Daily	-0.75%	0.0%
Expected Monthly	-1.5%	0.0%
Expected Yearly	-1.5%	0.0%
Kelly Criterion	-	-
Risk of Ruin	1.0%	1.0%
Daily Value-at-Risk	-2.5%	-
Expected Shortfall (cVaR)	-2.5%	-
Max Consecutive Wins	0	0
Max Consecutive Losses	1	0
Gain/Pain Ratio	-1.0	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.0	-
Common Sense Ratio	0.0	-
CPC Index	-	-
Tail Ratio	0.05	-
Outlier Win Ratio	-	-
Outlier Loss Ratio	0.5	-
MTD	-1.5%	0.0%
3M	-1.5%	0.0%
6M	-1.5%	0.0%
YTD	-1.5%	0.0%
1Y	-1.5%	0.0%
3Y (ann.)	-99.6%	0.0%
5Y (ann.)	-99.6%	0.0%
10Y (ann.)	-99.6%	0.0%
All-time (ann.)	-99.6%	0.0%
Best Day	0.0%	0.0%
Worst Day	-1.5%	0.0%
Best Month	-1.5%	0.0%
Worst Month	-1.5%	0.0%
Best Year	-1.5%	0.0%
Worst Year	-1.5%	0.0%
Avg. Drawdown	-1.5%	-
Avg. Drawdown Days	-	-
Recovery Factor	-1.0	-
Ulcer Index	0.02	0.0
Serenity Index	-0.43	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	0.0%	0.0%
Win Month	0.0%	0.0%
Win Quarter	0.0%	0.0%
Win Year	0.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-