FLOW RUB[Strategy] vs Deposit RUB[Benchmark]

10 Nov, 2025 - 5 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-0.35%	8.76%
CAGR﹪	-0.62%	15.96%
Sharpe	-0.14	77.71
Prob. Sharpe Ratio	45.65%	100.0%
Smart Sharpe	-0.14	75.85
Sortino	-0.15	-
Smart Sortino	-0.15	-
Sortino/√2	-0.11	-
Smart Sortino/√2	-0.1	-
Omega	0.96	0.96
Max Drawdown	-1.54%	-
Longest DD Days	-	-
Volatility (ann.)	3.85%	0.19%
R^2	0.0	0.0
Information Ratio	-0.25	-0.25
Calmar	-0.4	-
Skew	-4.09	0.26
Kurtosis	15.81	4.03
Expected Daily	-0.0%	0.06%
Expected Monthly	-0.04%	1.06%
Expected Yearly	-0.18%	4.29%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.4%	-0.04%
Expected Shortfall (cVaR)	-0.4%	-0.04%
Max Consecutive Wins	17	141
Max Consecutive Losses	1	0
Gain/Pain Ratio	-0.04	-
Gain/Pain (1M)	-0.19	-
Payoff Ratio	-	-
Profit Factor	0.96	-
Common Sense Ratio	13.37	-
CPC Index	-	-
Tail Ratio	13.96	1.75
Outlier Win Ratio	2.31	2.1
Outlier Loss Ratio	0.78	-
MTD	0.24%	0.27%
3M	-0.21%	3.46%
6M	-0.27%	7.21%
YTD	-0.18%	6.1%
1Y	-0.35%	8.76%
3Y (ann.)	-0.62%	15.96%
5Y (ann.)	-0.62%	15.96%
10Y (ann.)	-0.62%	15.96%
All-time (ann.)	-0.62%	15.96%
Best Day	0.17%	0.09%
Worst Day	-1.26%	0.0%
Best Month	1.0%	1.28%
Worst Month	-1.05%	0.27%
Best Year	-0.18%	6.1%
Worst Year	-0.18%	2.5%
Avg. Drawdown	-0.83%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.23	-
Ulcer Index	0.01	0.0
Serenity Index	-0.08	-
Avg. Up Month	0.44%	0.92%
Avg. Down Month	-	-
Win Days	92.03%	100.0%
Win Month	37.5%	100.0%
Win Quarter	33.33%	100.0%
Win Year	0.0%	100.0%
Beta	0.16	-
Alpha	-0.03	-
Correlation	0.78%	-
Treynor Ratio	-2.24%	-