BNDA RUB[Strategy] vs Deposit RUB[Benchmark]

15 May, 2025 - 6 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	16.42%	14.43%
CAGR﹪	20.7%	18.15%
Sharpe	4.23	76.01
Prob. Sharpe Ratio	99.99%	100.0%
Smart Sharpe	3.06	54.92
Sortino	7.28	-
Smart Sortino	5.26	-
Sortino/√2	5.15	-
Smart Sortino/√2	3.72	-
Omega	2.17	2.17
Max Drawdown	-1.05%	-
Longest DD Days	-	-
Volatility (ann.)	4.42%	0.22%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	19.65	-
Skew	0.03	1.36
Kurtosis	0.82	5.64
Expected Daily	0.07%	0.07%
Expected Monthly	1.39%	1.23%
Expected Yearly	7.9%	6.97%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.38%	-0.04%
Expected Shortfall (cVaR)	-0.38%	-0.04%
Max Consecutive Wins	13	205
Max Consecutive Losses	3	0
Gain/Pain Ratio	1.17	-
Gain/Pain (1M)	165.97	-
Payoff Ratio	-	-
Profit Factor	2.17	-
Common Sense Ratio	2.92	-
CPC Index	-	-
Tail Ratio	1.34	1.93
Outlier Win Ratio	2.25	6.43
Outlier Loss Ratio	1.14	-
MTD	0.6%	0.31%
3M	3.9%	3.72%
6M	8.6%	7.79%
YTD	2.75%	2.72%
1Y	16.42%	14.43%
3Y (ann.)	20.7%	18.15%
5Y (ann.)	20.7%	18.15%
10Y (ann.)	20.7%	18.15%
All-time (ann.)	20.7%	18.15%
Best Day	0.78%	0.11%
Worst Day	-0.68%	0.0%
Best Month	2.83%	1.53%
Worst Month	-0.11%	0.31%
Best Year	13.31%	11.41%
Worst Year	2.75%	2.72%
Avg. Drawdown	-0.33%	-
Avg. Drawdown Days	-	-
Recovery Factor	15.59	-
Ulcer Index	0.0	0.0
Serenity Index	46.96	-
Avg. Up Month	1.55%	1.24%
Avg. Down Month	-	-
Win Days	72.36%	100.0%
Win Month	90.91%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-1.06	-
Alpha	0.36	-
Correlation	-5.19%	-
Treynor Ratio	-15.52%	-