EQMX RUB[Strategy] vs Deposit RUB[Benchmark]

22 Jul, 2022 - 29 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	55.68%	57.32%
CAGR﹪	14.48%	14.84%
Sharpe	0.69	43.18
Prob. Sharpe Ratio	89.47%	-
Smart Sharpe	0.67	42.2
Sortino	0.99	-
Smart Sortino	0.97	-
Sortino/√2	0.7	-
Smart Sortino/√2	0.69	-
Omega	1.13	1.13
Max Drawdown	-27.32%	-
Longest DD Days	-	-
Volatility (ann.)	23.17%	0.31%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.53	-
Skew	-0.14	0.02
Kurtosis	6.98	-1.16
Expected Daily	0.05%	0.05%
Expected Monthly	1.11%	1.14%
Expected Yearly	11.7%	11.99%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.34%	-0.02%
Expected Shortfall (cVaR)	-2.34%	-0.02%
Max Consecutive Wins	9	840
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.13	-
Gain/Pain (1M)	0.7	-
Payoff Ratio	-	-
Profit Factor	1.13	-
Common Sense Ratio	1.15	-
CPC Index	-	-
Tail Ratio	1.01	3.5
Outlier Win Ratio	2.13	37.98
Outlier Loss Ratio	1.62	-
MTD	-5.44%	1.29%
3M	-7.41%	4.13%
6M	-11.05%	8.88%
YTD	-7.21%	16.38%
1Y	5.27%	20.91%
3Y (ann.)	13.32%	15.72%
5Y (ann.)	14.48%	14.84%
10Y (ann.)	14.48%	14.84%
All-time (ann.)	14.48%	14.84%
Best Day	8.58%	0.1%
Worst Day	-10.03%	0.0%
Best Month	13.54%	1.83%
Worst Month	-16.61%	0.48%
Best Year	52.2%	18.74%
Worst Year	-7.21%	3.5%
Avg. Drawdown	-3.63%	-
Avg. Drawdown Days	-	-
Recovery Factor	2.04	-
Ulcer Index	0.11	0.0
Serenity Index	0.38	-
Avg. Up Month	5.21%	1.03%
Avg. Down Month	-	-
Win Days	54.43%	100.0%
Win Month	62.5%	100.0%
Win Quarter	57.14%	100.0%
Win Year	75.0%	100.0%
Beta	-1.45	-
Alpha	0.36	-
Correlation	-1.97%	-
Treynor Ratio	-38.29%	-