BNDC RUB[Strategy] vs Deposit RUB[Benchmark]

29 Apr, 2025 - 5 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	20.18%	15.44%
CAGR﹪	24.17%	18.42%
Sharpe	4.55	20.16
Prob. Sharpe Ratio	100.0%	98.89%
Smart Sharpe	3.89	17.27
Sortino	8.24	-
Smart Sortino	7.06	-
Sortino/√2	5.83	-
Smart Sortino/√2	4.99	-
Omega	2.16	2.16
Max Drawdown	-1.88%	-
Longest DD Days	-	-
Volatility (ann.)	4.7%	0.82%
R^2	0.0	0.0
Information Ratio	0.06	0.06
Calmar	12.86	-
Skew	0.12	14.33
Kurtosis	0.47	209.64
Expected Daily	0.08%	0.07%
Expected Monthly	1.54%	1.2%
Expected Yearly	9.63%	7.44%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.4%	-0.02%
Expected Shortfall (cVaR)	-0.4%	-0.02%
Max Consecutive Wins	12	217
Max Consecutive Losses	5	0
Gain/Pain Ratio	1.16	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.16	-
Common Sense Ratio	3.01	-
CPC Index	-	-
Tail Ratio	1.39	1.37
Outlier Win Ratio	1.75	6.34
Outlier Loss Ratio	1.2	-
MTD	0.46%	0.26%
3M	3.15%	3.73%
6M	6.43%	7.81%
YTD	2.75%	2.67%
1Y	20.18%	15.44%
3Y (ann.)	24.17%	18.42%
5Y (ann.)	24.17%	18.42%
10Y (ann.)	24.17%	18.42%
All-time (ann.)	24.17%	18.42%
Best Day	1.07%	0.82%
Worst Day	-0.71%	0.0%
Best Month	4.72%	1.62%
Worst Month	0.07%	0.26%
Best Year	16.96%	12.44%
Worst Year	2.75%	2.67%
Avg. Drawdown	-0.41%	-
Avg. Drawdown Days	-	-
Recovery Factor	10.74	-
Ulcer Index	0.0	0.0
Serenity Index	14.12	-
Avg. Up Month	1.55%	1.2%
Avg. Down Month	-	-
Win Days	64.08%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.04	-
Alpha	0.21	-
Correlation	0.72%	-
Treynor Ratio	493.5%	-