BNDC RUB[Strategy] vs Deposit RUB[Benchmark]

29 Apr, 2025 - 30 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	27.97%	24.17%
CAGR﹪	18.94%	16.45%
Sharpe	3.38	23.12
Prob. Sharpe Ratio	100.0%	98.78%
Smart Sharpe	2.67	18.26
Sortino	5.59	-
Smart Sortino	4.42	-
Sortino/√2	3.95	-
Smart Sortino/√2	3.12	-
Omega	1.79	1.79
Max Drawdown	-1.88%	-
Longest DD Days	-	-
Volatility (ann.)	5.09%	0.65%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	10.08	-
Skew	-0.04	17.94
Kurtosis	0.62	335.25
Expected Daily	0.07%	0.06%
Expected Monthly	1.38%	1.21%
Expected Yearly	13.12%	11.43%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.46%	-0.01%
Expected Shortfall (cVaR)	-0.46%	-0.01%
Max Consecutive Wins	12	363
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.79	-
Gain/Pain (1M)	33.76	-
Payoff Ratio	-	-
Profit Factor	1.79	-
Common Sense Ratio	2.18	-
CPC Index	-	-
Tail Ratio	1.22	1.57
Outlier Win Ratio	1.84	7.35
Outlier Loss Ratio	1.26	-
MTD	-0.59%	1.08%
3M	2.3%	3.32%
6M	4.99%	6.75%
YTD	9.41%	10.44%
1Y	14.03%	14.82%
3Y (ann.)	18.94%	16.45%
5Y (ann.)	18.94%	16.45%
10Y (ann.)	18.94%	16.45%
All-time (ann.)	18.94%	16.45%
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%	12.44%
Worst Year	9.41%	10.44%
Avg. Drawdown	-0.41%	-
Avg. Drawdown Days	-	-
Recovery Factor	14.89	-
Ulcer Index	0.0	0.0
Serenity Index	19.81	-
Avg. Up Month	1.61%	1.23%
Avg. Down Month	-	-
Win Days	63.11%	100.0%
Win Month	88.89%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.13	-
Alpha	0.15	-
Correlation	1.63%	-
Treynor Ratio	218.77%	-