BNDB RUB[Strategy] vs Deposit RUB[Benchmark]

22 Apr, 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	12.89%	9.42%
CAGR﹪	28.95%	20.79%
Sharpe	5.33	29.96
Prob. Sharpe Ratio	99.98%	100.0%
Smart Sharpe	3.97	22.29
Sortino	9.06	-
Smart Sortino	6.74	-
Sortino/√2	6.41	-
Smart Sortino/√2	4.77	-
Omega	2.54	2.54
Max Drawdown	-1.08%	-
Longest DD Days	-	-
Volatility (ann.)	4.5%	0.59%
R^2	0.0	0.0
Information Ratio	0.09	0.09
Calmar	26.87	-
Skew	-0.38	3.98
Kurtosis	1.66	15.37
Expected Daily	0.09%	0.07%
Expected Monthly	1.75%	1.29%
Expected Yearly	12.89%	9.42%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.37%	-0.01%
Expected Shortfall (cVaR)	-0.37%	-0.01%
Max Consecutive Wins	12	127
Max Consecutive Losses	3	0
Gain/Pain Ratio	1.54	-
Gain/Pain (1M)	141.39	-
Payoff Ratio	-	-
Profit Factor	2.54	-
Common Sense Ratio	3.19	-
CPC Index	-	-
Tail Ratio	1.26	1.3
Outlier Win Ratio	2.19	6.72
Outlier Loss Ratio	1.49	-
MTD	-0.1%	0.53%
3M	5.53%	4.02%
6M	12.89%	9.42%
YTD	12.89%	9.42%
1Y	12.89%	9.42%
3Y (ann.)	28.95%	20.79%
5Y (ann.)	28.95%	20.79%
10Y (ann.)	28.95%	20.79%
All-time (ann.)	28.95%	20.79%
Best Day	0.93%	0.23%
Worst Day	-0.85%	0.0%
Best Month	4.58%	1.62%
Worst Month	-0.1%	0.53%
Best Year	12.89%	9.42%
Worst Year	12.89%	9.42%
Avg. Drawdown	-0.24%	-
Avg. Drawdown Days	-	-
Recovery Factor	11.96	-
Ulcer Index	0.0	0.0
Serenity Index	30.42	-
Avg. Up Month	2.07%	1.42%
Avg. Down Month	-	-
Win Days	71.07%	100.0%
Win Month	85.71%	100.0%
Win Quarter	66.67%	100.0%
Win Year	100.0%	100.0%
Beta	0.29	-
Alpha	0.19	-
Correlation	3.78%	-
Treynor Ratio	44.92%	-