BNDB RUB[Strategy] vs Deposit RUB[Benchmark]

22 Apr, 2025 - 3 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	78.0%	89.0%
Cumulative Return	1.01%	1.91%
CAGR﹪	39.7%	87.38%
Sharpe	6.69	42.33
Prob. Sharpe Ratio	92.18%	94.12%
Smart Sharpe	5.57	35.27
Sortino	18.98	-
Smart Sortino	15.81	-
Sortino/√2	13.42	-
Smart Sortino/√2	11.18	-
Omega	3.37	3.37
Max Drawdown	-0.37%	-
Longest DD Days	-	-
Volatility (ann.)	4.23%	1.25%
R^2	0.02	0.02
Information Ratio	-0.37	-0.37
Calmar	108.08	-
Skew	0.55	-3.0
Kurtosis	-0.42	9.0
Expected Daily	0.11%	0.21%
Expected Monthly	0.51%	0.95%
Expected Yearly	1.01%	1.91%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.33%	-0.08%
Expected Shortfall (cVaR)	-0.33%	-0.08%
Max Consecutive Wins	3	8
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.37	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.37	-
Common Sense Ratio	8.68	-
CPC Index	-	-
Tail Ratio	2.58	2.5
Outlier Win Ratio	1.69	1.92
Outlier Loss Ratio	0.77	-
MTD	0.25%	0.47%
3M	1.01%	1.91%
6M	1.01%	1.91%
YTD	1.01%	1.91%
1Y	1.01%	1.91%
3Y (ann.)	39.7%	87.38%
5Y (ann.)	39.7%	87.38%
10Y (ann.)	39.7%	87.38%
All-time (ann.)	39.7%	87.38%
Best Day	0.59%	0.24%
Worst Day	-0.25%	0.0%
Best Month	0.76%	1.43%
Worst Month	0.25%	0.47%
Best Year	1.01%	1.91%
Worst Year	1.01%	1.91%
Avg. Drawdown	-0.21%	-
Avg. Drawdown Days	-	-
Recovery Factor	2.76	-
Ulcer Index	0.0	0.0
Serenity Index	7.47	-
Avg. Up Month	0.51%	0.95%
Avg. Down Month	-	-
Win Days	57.14%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.53	-
Alpha	0.0	-
Correlation	15.8%	-
Treynor Ratio	1.9%	-