CORP RUB[Strategy] vs Deposit RUB[Benchmark]

16 Jul, 2026 - 21 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	84.0%	0.0%
Cumulative Return	0.37%	0.0%
CAGR﹪	30.95%	0.0%
Sharpe	2.72	-
Prob. Sharpe Ratio	65.84%	-
Smart Sharpe	2.62	-
Sortino	5.77	-
Smart Sortino	5.57	-
Sortino/√2	4.08	-
Smart Sortino/√2	3.94	-
Omega	1.65	1.65
Max Drawdown	-0.57%	-
Longest DD Days	-	-
Volatility (ann.)	5.75%	0.0%
R^2	0.0	0.0
Information Ratio	0.17	0.17
Calmar	54.29	-
Skew	0.66	0.0
Kurtosis	0.43	0.0
Expected Daily	0.06%	0.0%
Expected Monthly	0.37%	0.0%
Expected Yearly	0.37%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.01%	1.0%
Daily Value-at-Risk	-0.53%	-
Expected Shortfall (cVaR)	-0.53%	-
Max Consecutive Wins	2	0
Max Consecutive Losses	3	0
Gain/Pain Ratio	0.65	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1.65	-
Common Sense Ratio	2.85	-
CPC Index	-	-
Tail Ratio	1.73	-
Outlier Win Ratio	1.0	-
Outlier Loss Ratio	1.01	-
MTD	0.37%	0.0%
3M	0.37%	0.0%
6M	0.37%	0.0%
YTD	0.37%	0.0%
1Y	0.37%	0.0%
3Y (ann.)	30.95%	0.0%
5Y (ann.)	30.95%	0.0%
10Y (ann.)	30.95%	0.0%
All-time (ann.)	30.95%	0.0%
Best Day	0.64%	0.0%
Worst Day	-0.4%	0.0%
Best Month	0.37%	0.0%
Worst Month	0.37%	0.0%
Best Year	0.37%	0.0%
Worst Year	0.37%	0.0%
Avg. Drawdown	-0.57%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.65	-
Ulcer Index	0.0	0.0
Serenity Index	0.99	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	40.0%	0.0%
Win Month	100.0%	0.0%
Win Quarter	100.0%	0.0%
Win Year	100.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-