CASH RUB[Strategy] vs Deposit RUB[Benchmark]

7 Nov, 2024 - 27 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	21.99%	22.07%
CAGR﹪	20.74%	20.81%
Sharpe	8.93	82.23
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.09	46.83
Sortino	16.23	-
Smart Sortino	9.25	-
Sortino/√2	11.48	-
Smart Sortino/√2	6.54	-
Omega	8.42	8.42
Max Drawdown	-0.82%	-
Longest DD Days	-	-
Volatility (ann.)	2.08%	0.23%
R^2	0.0	0.0
Information Ratio	-0.0	-0.0
Calmar	25.38	-
Skew	0.73	-0.06
Kurtosis	23.58	2.07
Expected Daily	0.07%	0.07%
Expected Monthly	1.54%	1.55%
Expected Yearly	10.45%	10.49%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.14%	-0.05%
Expected Shortfall (cVaR)	-0.14%	-0.05%
Max Consecutive Wins	229	269
Max Consecutive Losses	2	0
Gain/Pain Ratio	7.42	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	8.42	-
Common Sense Ratio	41.31	-
CPC Index	-	-
Tail Ratio	4.9	1.93
Outlier Win Ratio	4.46	5.16
Outlier Loss Ratio	0.36	-
MTD	1.18%	1.29%
3M	4.19%	4.11%
6M	9.19%	8.71%
YTD	18.33%	17.87%
1Y	20.73%	20.39%
3Y (ann.)	20.74%	20.81%
5Y (ann.)	20.74%	20.81%
10Y (ann.)	20.74%	20.81%
All-time (ann.)	20.74%	20.81%
Best Day	0.92%	0.11%
Worst Day	-0.82%	0.0%
Best Month	1.76%	1.81%
Worst Month	1.18%	1.28%
Best Year	18.33%	17.87%
Worst Year	3.09%	3.56%
Avg. Drawdown	-0.63%	-
Avg. Drawdown Days	-	-
Recovery Factor	26.91	-
Ulcer Index	0.0	0.0
Serenity Index	109.2	-
Avg. Up Month	1.54%	1.55%
Avg. Down Month	-	-
Win Days	97.77%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.59	-
Alpha	0.08	-
Correlation	6.42%	-
Treynor Ratio	37.31%	-