BNDC RUB[Strategy] vs Deposit RUB[Benchmark]

29 Apr, 2025 - 27 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	15.84%	11.02%
CAGR﹪	28.81%	19.71%
Sharpe	5.08	17.36
Prob. Sharpe Ratio	100.0%	99.16%
Smart Sharpe	4.26	14.55
Sortino	9.44	-
Smart Sortino	7.91	-
Sortino/√2	6.68	-
Smart Sortino/√2	5.6	-
Omega	2.36	2.36
Max Drawdown	-1.88%	-
Longest DD Days	-	-
Volatility (ann.)	4.7%	0.97%
R^2	0.0	0.0
Information Ratio	0.09	0.09
Calmar	15.33	-
Skew	0.12	12.17
Kurtosis	0.66	150.77
Expected Daily	0.09%	0.07%
Expected Monthly	1.86%	1.31%
Expected Yearly	15.84%	11.02%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.39%	-0.03%
Expected Shortfall (cVaR)	-0.39%	-0.03%
Max Consecutive Wins	12	155
Max Consecutive Losses	5	0
Gain/Pain Ratio	1.36	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.36	-
Common Sense Ratio	3.43	-
CPC Index	-	-
Tail Ratio	1.45	1.37
Outlier Win Ratio	1.78	6.42
Outlier Loss Ratio	1.2	-
MTD	1.65%	1.29%
3M	3.05%	4.11%
6M	14.62%	8.63%
YTD	15.84%	11.02%
1Y	15.84%	11.02%
3Y (ann.)	28.81%	19.71%
5Y (ann.)	28.81%	19.71%
10Y (ann.)	28.81%	19.71%
All-time (ann.)	28.81%	19.71%
Best Day	1.07%	0.82%
Worst Day	-0.71%	0.0%
Best Month	4.72%	1.62%
Worst Month	0.07%	0.82%
Best Year	15.84%	11.02%
Worst Year	15.84%	11.02%
Avg. Drawdown	-0.39%	-
Avg. Drawdown Days	-	-
Recovery Factor	8.43	-
Ulcer Index	0.01	0.0
Serenity Index	9.06	-
Avg. Up Month	1.87%	1.32%
Avg. Down Month	-	-
Win Days	65.99%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.03	-
Alpha	0.23	-
Correlation	0.58%	-
Treynor Ratio	569.16%	-