BNDC RUB[Strategy] vs Deposit RUB[Benchmark]

29 Apr, 2025 - 29 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	23.77%	17.74%
CAGR﹪	23.77%	17.74%
Sharpe	4.52	21.0
Prob. Sharpe Ratio	100.0%	98.84%
Smart Sharpe	3.83	17.79
Sortino	8.13	-
Smart Sortino	6.89	-
Sortino/√2	5.75	-
Smart Sortino/√2	4.87	-
Omega	2.18	2.18
Max Drawdown	-1.88%	-
Longest DD Days	-	-
Volatility (ann.)	4.65%	0.76%
R^2	0.0	0.0
Information Ratio	0.07	0.07
Calmar	12.65	-
Skew	0.12	15.41
Kurtosis	0.59	243.93
Expected Daily	0.08%	0.06%
Expected Monthly	1.65%	1.26%
Expected Yearly	11.25%	8.51%
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	256
Max Consecutive Losses	5	0
Gain/Pain Ratio	1.18	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.18	-
Common Sense Ratio	2.91	-
CPC Index	-	-
Tail Ratio	1.33	1.48
Outlier Win Ratio	1.85	6.68
Outlier Loss Ratio	1.21	-
MTD	1.27%	1.12%
3M	4.94%	3.53%
6M	9.16%	7.61%
YTD	5.82%	4.71%
1Y	23.77%	17.74%
3Y (ann.)	23.77%	17.74%
5Y (ann.)	23.77%	17.74%
10Y (ann.)	23.77%	17.74%
All-time (ann.)	23.77%	17.74%
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	16.96%	12.44%
Worst Year	5.82%	4.71%
Avg. Drawdown	-0.37%	-
Avg. Drawdown Days	-	-
Recovery Factor	12.65	-
Ulcer Index	0.0	0.0
Serenity Index	18.73	-
Avg. Up Month	1.66%	1.26%
Avg. Down Month	-	-
Win Days	65.16%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.04	-
Alpha	0.2	-
Correlation	0.72%	-
Treynor Ratio	543.38%	-