BNDA RUB[Strategy] vs Deposit RUB[Benchmark]

15 May, 2025 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	8.15%	7.78%
CAGR﹪	20.84%	19.86%
Sharpe	4.71	62.93
Prob. Sharpe Ratio	99.9%	100.0%
Smart Sharpe	3.67	49.08
Sortino	8.1	-
Smart Sortino	6.32	-
Sortino/√2	5.73	-
Smart Sortino/√2	4.47	-
Omega	2.43	2.43
Max Drawdown	-0.68%	-
Longest DD Days	-	-
Volatility (ann.)	3.83%	0.27%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	30.5	-
Skew	-0.0	0.84
Kurtosis	1.56	2.86
Expected Daily	0.07%	0.07%
Expected Monthly	1.31%	1.26%
Expected Yearly	8.15%	7.78%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.32%	-0.04%
Expected Shortfall (cVaR)	-0.32%	-0.04%
Max Consecutive Wins	13	109
Max Consecutive Losses	3	0
Gain/Pain Ratio	1.43	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.43	-
Common Sense Ratio	3.7	-
CPC Index	-	-
Tail Ratio	1.53	1.83
Outlier Win Ratio	2.42	5.6
Outlier Loss Ratio	1.15	-
MTD	0.07%	0.53%
3M	4.84%	4.02%
6M	8.15%	7.78%
YTD	8.15%	7.78%
1Y	8.15%	7.78%
3Y (ann.)	20.84%	19.86%
5Y (ann.)	20.84%	19.86%
10Y (ann.)	20.84%	19.86%
All-time (ann.)	20.84%	19.86%
Best Day	0.67%	0.11%
Worst Day	-0.61%	0.0%
Best Month	2.83%	1.53%
Worst Month	0.07%	0.53%
Best Year	8.15%	7.78%
Worst Year	8.15%	7.78%
Avg. Drawdown	-0.32%	-
Avg. Drawdown Days	-	-
Recovery Factor	11.92	-
Ulcer Index	0.0	0.0
Serenity Index	32.12	-
Avg. Up Month	1.32%	1.26%
Avg. Down Month	-	-
Win Days	75.96%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.54	-
Alpha	0.27	-
Correlation	-3.85%	-
Treynor Ratio	-15.09%	-