BNDA RUB[Strategy] vs Deposit RUB[Benchmark]

15 May, 2025 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	24.65%	20.81%
CAGR﹪	19.43%	16.45%
Sharpe	3.64	70.6
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	2.66	51.55
Sortino	6.03	-
Smart Sortino	4.4	-
Sortino/√2	4.26	-
Smart Sortino/√2	3.11	-
Omega	1.93	1.93
Max Drawdown	-2.31%	-
Longest DD Days	-	-
Volatility (ann.)	4.86%	0.21%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	8.41	-
Skew	-0.07	1.64
Kurtosis	1.04	5.39
Expected Daily	0.07%	0.06%
Expected Monthly	1.39%	1.19%
Expected Yearly	11.65%	9.91%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.43%	-0.04%
Expected Shortfall (cVaR)	-0.43%	-0.04%
Max Consecutive Wins	13	315
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.93	-
Gain/Pain (1M)	38.03	-
Payoff Ratio	-	-
Profit Factor	1.93	-
Common Sense Ratio	2.6	-
CPC Index	-	-
Tail Ratio	1.35	1.64
Outlier Win Ratio	2.18	7.61
Outlier Loss Ratio	1.26	-
MTD	0.98%	0.32%
3M	3.01%	3.31%
6M	9.11%	6.68%
YTD	10.01%	8.44%
1Y	17.81%	15.2%
3Y (ann.)	19.43%	16.45%
5Y (ann.)	19.43%	16.45%
10Y (ann.)	19.43%	16.45%
All-time (ann.)	19.43%	16.45%
Best Day	0.87%	0.11%
Worst Day	-1.09%	0.0%
Best Month	2.83%	1.53%
Worst Month	-0.51%	0.32%
Best Year	13.31%	11.41%
Worst Year	10.01%	8.44%
Avg. Drawdown	-0.34%	-
Avg. Drawdown Days	-	-
Recovery Factor	10.67	-
Ulcer Index	0.0	0.0
Serenity Index	16.26	-
Avg. Up Month	1.63%	1.2%
Avg. Down Month	-	-
Win Days	68.83%	100.0%
Win Month	87.5%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.58	-
Alpha	0.26	-
Correlation	-2.56%	-
Treynor Ratio	-42.28%	-