BCSD RUB[Strategy] vs Deposit RUB[Benchmark]

25 Jul, 2024 - 11 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	32.32%	33.48%
CAGR﹪	19.79%	20.47%
Sharpe	23.11	48.12
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	19.56	40.72
Sortino	507.03	-
Smart Sortino	429.04	-
Sortino/√2	358.52	-
Smart Sortino/√2	303.38	-
Omega	265.25	265.25
Max Drawdown	-0.03%	-
Longest DD Days	-	-
Volatility (ann.)	0.77%	0.38%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	737.92	-
Skew	1.0	6.88
Kurtosis	0.66	59.51
Expected Daily	0.07%	0.07%
Expected Monthly	1.41%	1.45%
Expected Yearly	9.78%	10.11%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.03%
Expected Shortfall (cVaR)	-0.01%	-0.03%
Max Consecutive Wins	133	398
Max Consecutive Losses	1	0
Gain/Pain Ratio	264.25	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	265.25	-
Common Sense Ratio	6327.66	-
CPC Index	-	-
Tail Ratio	23.86	1.6
Outlier Win Ratio	2.1	2.08
Outlier Loss Ratio	-1.54	-
MTD	0.58%	0.57%
3M	4.09%	4.03%
6M	8.52%	8.14%
YTD	1.61%	1.79%
1Y	19.94%	18.77%
3Y (ann.)	19.79%	20.47%
5Y (ann.)	19.79%	20.47%
10Y (ann.)	19.79%	20.47%
All-time (ann.)	19.79%	20.47%
Best Day	0.25%	0.28%
Worst Day	-0.03%	0.0%
Best Month	1.81%	1.83%
Worst Month	0.11%	0.57%
Best Year	20.55%	19.38%
Worst Year	1.61%	1.79%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	1204.91	-
Ulcer Index	0.0	0.0
Serenity Index	183442.01	-
Avg. Up Month	1.41%	1.45%
Avg. Down Month	-	-
Win Days	98.19%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.02	-
Alpha	0.18	-
Correlation	-0.82%	-
Treynor Ratio	-1958.31%	-