DIVD RUB[Strategy] vs Deposit RUB[Benchmark]

19 Jan, 2021 - 18 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	2.11%	97.14%
CAGR﹪	0.38%	12.93%
Sharpe	0.13	22.67
Prob. Sharpe Ratio	61.91%	100.0%
Smart Sharpe	0.12	21.66
Sortino	0.17	-
Smart Sortino	0.17	-
Sortino/√2	0.12	-
Smart Sortino/√2	0.12	-
Omega	1.02	1.02
Max Drawdown	-48.48%	-
Longest DD Days	-	-
Volatility (ann.)	22.26%	0.54%
R^2	0.01	0.01
Information Ratio	-0.03	-0.03
Calmar	0.01	-
Skew	-0.68	13.83
Kurtosis	7.77	292.11
Expected Daily	0.0%	0.05%
Expected Monthly	0.03%	1.0%
Expected Yearly	0.35%	11.98%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.3%	-0.01%
Expected Shortfall (cVaR)	-2.3%	-0.01%
Max Consecutive Wins	9	1400
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.02	-
Gain/Pain (1M)	0.1	-
Payoff Ratio	-	-
Profit Factor	1.02	-
Common Sense Ratio	0.91	-
CPC Index	-	-
Tail Ratio	0.89	4.34
Outlier Win Ratio	2.01	38.38
Outlier Loss Ratio	1.9	-
MTD	-3.12%	1.07%
3M	-10.95%	3.8%
6M	-11.2%	7.15%
YTD	-10.01%	9.25%
1Y	-18.16%	15.7%
3Y (ann.)	-5.88%	17.67%
5Y (ann.)	-2.49%	13.98%
10Y (ann.)	0.38%	12.93%
All-time (ann.)	0.38%	12.93%
Best Day	7.98%	0.77%
Worst Day	-10.29%	0.0%
Best Month	15.57%	1.83%
Worst Month	-24.16%	0.33%
Best Year	55.98%	19.38%
Worst Year	-32.19%	5.77%
Avg. Drawdown	-3.89%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.04	-
Ulcer Index	0.2	0.0
Serenity Index	0.0	-
Avg. Up Month	4.48%	0.97%
Avg. Down Month	-	-
Win Days	52.75%	100.0%
Win Month	58.82%	100.0%
Win Quarter	52.17%	100.0%
Win Year	33.33%	100.0%
Beta	4.4	-
Alpha	-0.51	-
Correlation	10.64%	-
Treynor Ratio	0.48%	-