BNDB RUB[Strategy] vs Deposit RUB[Benchmark]

22 Apr, 2025 - 30 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	24.64%	18.43%
CAGR﹪	24.06%	18.0%
Sharpe	4.45	37.58
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.21	27.12
Sortino	7.46	-
Smart Sortino	5.38	-
Sortino/√2	5.27	-
Smart Sortino/√2	3.81	-
Omega	2.21	2.21
Max Drawdown	-1.44%	-
Longest DD Days	-	-
Volatility (ann.)	4.76%	0.43%
R^2	0.0	0.0
Information Ratio	0.07	0.07
Calmar	16.66	-
Skew	-0.22	5.6
Kurtosis	0.97	33.23
Expected Daily	0.08%	0.06%
Expected Monthly	1.71%	1.31%
Expected Yearly	11.64%	8.83%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.41%	-0.02%
Expected Shortfall (cVaR)	-0.41%	-0.02%
Max Consecutive Wins	12	263
Max Consecutive Losses	6	0
Gain/Pain Ratio	1.21	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.21	-
Common Sense Ratio	2.81	-
CPC Index	-	-
Tail Ratio	1.27	1.5
Outlier Win Ratio	2.21	7.5
Outlier Loss Ratio	1.44	-
MTD	1.37%	1.12%
3M	5.35%	3.46%
6M	8.98%	7.55%
YTD	5.73%	4.71%
1Y	24.17%	17.06%
3Y (ann.)	24.06%	18.0%
5Y (ann.)	24.06%	18.0%
10Y (ann.)	24.06%	18.0%
All-time (ann.)	24.06%	18.0%
Best Day	0.93%	0.23%
Worst Day	-0.9%	0.0%
Best Month	4.58%	1.62%
Worst Month	0.36%	1.12%
Best Year	17.89%	13.1%
Worst Year	5.73%	4.71%
Avg. Drawdown	-0.31%	-
Avg. Drawdown Days	-	-
Recovery Factor	17.07	-
Ulcer Index	0.0	0.0
Serenity Index	51.22	-
Avg. Up Month	1.71%	1.31%
Avg. Down Month	-	-
Win Days	69.29%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.31	-
Alpha	0.16	-
Correlation	2.83%	-
Treynor Ratio	78.73%	-