CASH RUB[Strategy] vs Deposit RUB[Benchmark]

7 Nov, 2024 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	19.65%	19.62%
CAGR﹪	21.24%	21.21%
Sharpe	8.65	84.61
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	4.89	47.83
Sortino	15.64	-
Smart Sortino	8.84	-
Sortino/√2	11.06	-
Smart Sortino/√2	6.25	-
Omega	7.7	7.7
Max Drawdown	-0.82%	-
Longest DD Days	-	-
Volatility (ann.)	2.21%	0.23%
R^2	0.0	0.0
Information Ratio	0.0	0.0
Calmar	25.99	-
Skew	0.65	-0.26
Kurtosis	20.82	2.73
Expected Daily	0.08%	0.08%
Expected Monthly	1.51%	1.5%
Expected Yearly	9.38%	9.37%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.15%	-0.05%
Expected Shortfall (cVaR)	-0.15%	-0.05%
Max Consecutive Wins	196	236
Max Consecutive Losses	2	0
Gain/Pain Ratio	6.7	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	7.7	-
Common Sense Ratio	34.93	-
CPC Index	-	-
Tail Ratio	4.54	1.83
Outlier Win Ratio	4.52	5.35
Outlier Loss Ratio	0.37	-
MTD	0.57%	0.53%
3M	4.38%	4.02%
6M	9.67%	8.95%
YTD	16.06%	15.5%
1Y	19.65%	19.62%
3Y (ann.)	21.24%	21.21%
5Y (ann.)	21.24%	21.21%
10Y (ann.)	21.24%	21.21%
All-time (ann.)	21.24%	21.21%
Best Day	0.92%	0.11%
Worst Day	-0.82%	0.0%
Best Month	1.76%	1.81%
Worst Month	0.57%	0.53%
Best Year	16.06%	15.5%
Worst Year	3.09%	3.56%
Avg. Drawdown	-0.63%	-
Avg. Drawdown Days	-	-
Recovery Factor	24.05	-
Ulcer Index	0.0	0.0
Serenity Index	90.5	-
Avg. Up Month	1.51%	1.5%
Avg. Down Month	-	-
Win Days	97.46%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.52	-
Alpha	0.09	-
Correlation	5.3%	-
Treynor Ratio	37.79%	-