BNDA RUB[Strategy] vs Deposit RUB[Benchmark]

15 May, 2025 - 8 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	23.86%	23.42%
CAGR﹪	16.51%	16.22%
Sharpe	3.12	73.27
Prob. Sharpe Ratio	99.99%	100.0%
Smart Sharpe	2.32	54.55
Sortino	5.06	-
Smart Sortino	3.77	-
Sortino/√2	3.58	-
Smart Sortino/√2	2.66	-
Omega	1.75	1.75
Max Drawdown	-2.31%	-
Longest DD Days	-	-
Volatility (ann.)	4.9%	0.2%
R^2	0.0	0.0
Information Ratio	0.0	0.0
Calmar	7.15	-
Skew	-0.04	1.85
Kurtosis	0.84	6.45
Expected Daily	0.06%	0.06%
Expected Monthly	1.2%	1.18%
Expected Yearly	11.29%	11.09%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.45%	-0.04%
Expected Shortfall (cVaR)	-0.45%	-0.04%
Max Consecutive Wins	13	355
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.75	-
Gain/Pain (1M)	17.85	-
Payoff Ratio	-	-
Profit Factor	1.75	-
Common Sense Ratio	2.27	-
CPC Index	-	-
Tail Ratio	1.3	1.64
Outlier Win Ratio	2.19	7.69
Outlier Loss Ratio	1.18	-
MTD	0.1%	0.31%
3M	2.94%	3.35%
6M	3.98%	6.71%
YTD	9.31%	10.78%
1Y	14.17%	14.79%
3Y (ann.)	16.51%	16.22%
5Y (ann.)	16.51%	16.22%
10Y (ann.)	16.51%	16.22%
All-time (ann.)	16.51%	16.22%
Best Day	0.87%	0.11%
Worst Day	-1.09%	0.0%
Best Month	2.83%	1.53%
Worst Month	-0.63%	0.31%
Best Year	13.31%	11.41%
Worst Year	9.31%	10.78%
Avg. Drawdown	-0.37%	-
Avg. Drawdown Days	-	-
Recovery Factor	10.33	-
Ulcer Index	0.0	0.0
Serenity Index	15.43	-
Avg. Up Month	1.52%	1.19%
Avg. Down Month	-	-
Win Days	67.15%	100.0%
Win Month	83.33%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.1	-
Alpha	0.17	-
Correlation	-0.41%	-
Treynor Ratio	-243.26%	-