BNDB RUB[Strategy] vs Deposit RUB[Benchmark]

22 Apr, 2025 - 21 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	30.78%	23.56%
CAGR﹪	22.33%	17.22%
Sharpe	4.28	40.15
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.06	28.67
Sortino	7.18	-
Smart Sortino	5.13	-
Sortino/√2	5.08	-
Smart Sortino/√2	3.63	-
Omega	2.17	2.17
Max Drawdown	-1.44%	-
Longest DD Days	-	-
Volatility (ann.)	4.64%	0.39%
R^2	0.0	0.0
Information Ratio	0.06	0.06
Calmar	15.47	-
Skew	-0.16	6.09
Kurtosis	1.14	40.93
Expected Daily	0.08%	0.06%
Expected Monthly	1.59%	1.25%
Expected Yearly	14.36%	11.16%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.4%	-0.02%
Expected Shortfall (cVaR)	-0.4%	-0.02%
Max Consecutive Wins	12	341
Max Consecutive Losses	6	0
Gain/Pain Ratio	1.17	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.17	-
Common Sense Ratio	2.74	-
CPC Index	-	-
Tail Ratio	1.26	1.57
Outlier Win Ratio	2.35	7.83
Outlier Loss Ratio	1.44	-
MTD	0.64%	1.07%
3M	4.37%	3.63%
6M	8.86%	6.95%
YTD	10.93%	9.25%
1Y	16.84%	15.49%
3Y (ann.)	22.33%	17.22%
5Y (ann.)	22.33%	17.22%
10Y (ann.)	22.33%	17.22%
All-time (ann.)	22.33%	17.22%
Best Day	0.93%	0.23%
Worst Day	-0.9%	0.0%
Best Month	4.58%	1.62%
Worst Month	0.36%	1.06%
Best Year	17.89%	13.1%
Worst Year	10.93%	9.25%
Avg. Drawdown	-0.29%	-
Avg. Drawdown Days	-	-
Recovery Factor	21.32	-
Ulcer Index	0.0	0.0
Serenity Index	69.81	-
Avg. Up Month	1.6%	1.25%
Avg. Down Month	-	-
Win Days	69.42%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.32	-
Alpha	0.15	-
Correlation	2.69%	-
Treynor Ratio	95.77%	-