EQMX RUB[Strategy] vs Deposit RUB[Benchmark]

22 Jul, 2022 - 6 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	72.25%	63.98%
CAGR﹪	16.56%	14.96%
Sharpe	0.78	44.79
Prob. Sharpe Ratio	92.88%	-
Smart Sharpe	0.76	43.57
Sortino	1.13	-
Smart Sortino	1.1	-
Sortino/√2	0.8	-
Smart Sortino/√2	0.78	-
Omega	1.15	1.15
Max Drawdown	-27.32%	-
Longest DD Days	-	-
Volatility (ann.)	22.77%	0.31%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.61	-
Skew	-0.12	-0.06
Kurtosis	6.99	-1.1
Expected Daily	0.06%	0.05%
Expected Monthly	1.24%	1.13%
Expected Yearly	11.49%	10.4%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.29%	-0.02%
Expected Shortfall (cVaR)	-2.29%	-0.02%
Max Consecutive Wins	9	906
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.15	-
Gain/Pain (1M)	0.81	-
Payoff Ratio	-	-
Profit Factor	1.15	-
Common Sense Ratio	1.19	-
CPC Index	-	-
Tail Ratio	1.03	3.29
Outlier Win Ratio	2.07	36.67
Outlier Loss Ratio	1.66	-
MTD	-1.93%	0.36%
3M	9.24%	4.04%
6M	0.53%	8.14%
YTD	0.46%	1.61%
1Y	0.14%	18.86%
3Y (ann.)	14.3%	16.48%
5Y (ann.)	16.56%	14.96%
10Y (ann.)	16.56%	14.96%
All-time (ann.)	16.56%	14.96%
Best Day	8.58%	0.1%
Worst Day	-10.03%	0.0%
Best Month	13.54%	1.83%
Worst Month	-16.61%	0.36%
Best Year	52.2%	19.38%
Worst Year	0.4%	1.61%
Avg. Drawdown	-3.63%	-
Avg. Drawdown Days	-	-
Recovery Factor	2.64	-
Ulcer Index	0.11	0.0
Serenity Index	0.46	-
Avg. Up Month	5.09%	1.06%
Avg. Down Month	-	-
Win Days	53.99%	100.0%
Win Month	63.64%	100.0%
Win Quarter	66.67%	100.0%
Win Year	100.0%	100.0%
Beta	-1.2	-
Alpha	0.34	-
Correlation	-1.61%	-
Treynor Ratio	-60.42%	-