CORP RUB[Strategy] vs [Benchmark] RUCBTRNS RUB

19 Jul, 2026 - 21 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	67.0%	34.0%
Cumulative Return	0.96%	0.15%
CAGR﹪	467.32%	30.74%
Sharpe	14.35	4.14
Prob. Sharpe Ratio	-	-
Smart Sharpe	8.28	2.39
Sortino	298.0	16.03
Smart Sortino	172.05	9.26
Sortino/√2	210.72	11.34
Smart Sortino/√2	121.66	6.55
Omega	33.51	33.51
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	5.11%	1.35%
R^2	0.77	0.77
Information Ratio	1.07	1.07
Calmar	-	-
Skew	0.11	1.73
Kurtosis	-	-
Expected Daily	0.32%	0.05%
Expected Monthly	0.96%	0.15%
Expected Yearly	0.96%	0.15%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.21%	-0.09%
Expected Shortfall (cVaR)	-0.21%	-0.09%
Max Consecutive Wins	2	1
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	19.7	-
Outlier Win Ratio	1.23	7.97
Outlier Loss Ratio	-	-
MTD	0.96%	0.15%
3M	0.96%	0.15%
6M	0.96%	0.15%
YTD	0.96%	0.15%
1Y	0.96%	0.15%
3Y (ann.)	467.32%	30.74%
5Y (ann.)	467.32%	30.74%
10Y (ann.)	467.32%	30.74%
All-time (ann.)	467.32%	30.74%
Best Day	0.64%	0.15%
Worst Day	0.0%	0.0%
Best Month	0.96%	0.15%
Worst Month	0.96%	0.15%
Best Year	0.96%	0.15%
Worst Year	0.96%	0.15%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	0.96%	0.15%
Avg. Down Month	-	-
Win Days	100.0%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	3.33	-
Alpha	0.39	-
Correlation	87.66%	-
Treynor Ratio	-1.82%	-
Avg. Drawdown Days	-	-