BNDC RUB[Strategy] vs Deposit RUB[Benchmark]

29 Apr, 2025 - 13 Nov, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	30.15%	26.93%
CAGR﹪	18.63%	16.72%
Sharpe	3.28	23.5
Prob. Sharpe Ratio	100.0%	99.28%
Smart Sharpe	2.57	18.37
Sortino	5.38	-
Smart Sortino	4.2	-
Sortino/√2	3.8	-
Smart Sortino/√2	2.97	-
Omega	1.77	1.77
Max Drawdown	-1.88%	-
Longest DD Days	-	-
Volatility (ann.)	5.18%	0.65%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	9.92	-
Skew	-0.07	16.59
Kurtosis	0.63	306.77
Expected Daily	0.07%	0.06%
Expected Monthly	1.33%	1.2%
Expected Yearly	14.09%	12.66%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.47%	-0.01%
Expected Shortfall (cVaR)	-0.47%	-0.01%
Max Consecutive Wins	12	393
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.77	-
Gain/Pain (1M)	36.09	-
Payoff Ratio	-	-
Profit Factor	1.77	-
Common Sense Ratio	2.15	-
CPC Index	-	-
Tail Ratio	1.21	1.57
Outlier Win Ratio	1.94	7.71
Outlier Loss Ratio	1.52	-
MTD	0.92%	1.11%
3M	1.57%	4.01%
6M	4.41%	7.42%
YTD	11.28%	12.88%
1Y	13.86%	15.21%
3Y (ann.)	18.63%	16.72%
5Y (ann.)	18.63%	16.72%
10Y (ann.)	18.63%	16.72%
All-time (ann.)	18.63%	16.72%
Best Day	1.07%	0.82%
Worst Day	-0.99%	0.0%
Best Month	4.72%	1.62%
Worst Month	-0.59%	0.82%
Best Year	16.96%	12.88%
Worst Year	11.28%	12.44%
Avg. Drawdown	-0.41%	-
Avg. Drawdown Days	-	-
Recovery Factor	16.05	-
Ulcer Index	0.01	0.0
Serenity Index	20.47	-
Avg. Up Month	1.52%	1.21%
Avg. Down Month	-	-
Win Days	62.86%	100.0%
Win Month	90.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.17	-
Alpha	0.14	-
Correlation	2.18%	-
Treynor Ratio	173.76%	-