FLOW RUB[Strategy] vs Deposit RUB[Benchmark]

10 Nov, 2025 - 4 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	99.0%
Cumulative Return	-0.14%	5.18%
CAGR﹪	-0.44%	17.54%
Sharpe	-0.1	82.12
Prob. Sharpe Ratio	47.83%	100.0%
Smart Sharpe	-0.1	79.7
Sortino	-0.1	-
Smart Sortino	-0.1	-
Sortino/√2	-0.07	-
Smart Sortino/√2	-0.07	-
Omega	0.97	0.97
Max Drawdown	-1.19%	-
Longest DD Days	-	-
Volatility (ann.)	3.87%	0.2%
R^2	0.0	0.0
Information Ratio	-0.28	-0.28
Calmar	-0.37	-
Skew	-3.92	-1.29
Kurtosis	14.52	8.44
Expected Daily	-0.0%	0.07%
Expected Monthly	-0.03%	1.01%
Expected Yearly	-0.07%	2.56%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.4%	-0.05%
Expected Shortfall (cVaR)	-0.4%	-0.05%
Max Consecutive Wins	17	75
Max Consecutive Losses	1	0
Gain/Pain Ratio	-0.03	-
Gain/Pain (1M)	-0.09	-
Payoff Ratio	-	-
Profit Factor	0.97	-
Common Sense Ratio	0.63	-
CPC Index	-	-
Tail Ratio	0.65	1.5
Outlier Win Ratio	2.24	1.9
Outlier Loss Ratio	0.75	-
MTD	0.1%	0.19%
3M	-0.0%	3.74%
6M	-0.14%	5.18%
YTD	0.04%	2.61%
1Y	-0.14%	5.18%
3Y (ann.)	-0.44%	17.54%
5Y (ann.)	-0.44%	17.54%
10Y (ann.)	-0.44%	17.54%
All-time (ann.)	-0.44%	17.54%
Best Day	0.17%	0.09%
Worst Day	-1.14%	0.0%
Best Month	1.0%	1.28%
Worst Month	-1.05%	0.19%
Best Year	0.04%	2.61%
Worst Year	-0.18%	2.5%
Avg. Drawdown	-0.72%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.11	-
Ulcer Index	0.01	0.0
Serenity Index	-0.05	-
Avg. Up Month	0.39%	0.89%
Avg. Down Month	-	-
Win Days	91.78%	100.0%
Win Month	60.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	50.0%	100.0%
Beta	0.26	-
Alpha	-0.05	-
Correlation	1.37%	-
Treynor Ratio	-0.53%	-