FLOW RUB[Strategy] vs Deposit RUB[Benchmark]

10 Nov, 2025 - 17 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	0.24%	7.34%
CAGR﹪	0.54%	17.78%
Sharpe	0.16	72.07
Prob. Sharpe Ratio	54.13%	100.0%
Smart Sharpe	0.16	70.32
Sortino	0.17	-
Smart Sortino	0.17	-
Sortino/√2	0.12	-
Smart Sortino/√2	0.12	-
Omega	1.05	1.05
Max Drawdown	-1.39%	-
Longest DD Days	-	-
Volatility (ann.)	3.82%	0.23%
R^2	0.0	0.0
Information Ratio	-0.26	-0.26
Calmar	0.39	-
Skew	-4.25	-0.42
Kurtosis	17.44	2.41
Expected Daily	0.0%	0.07%
Expected Monthly	0.04%	1.19%
Expected Yearly	0.12%	3.61%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.39%	-0.04%
Expected Shortfall (cVaR)	-0.39%	-0.04%
Max Consecutive Wins	17	107
Max Consecutive Losses	1	0
Gain/Pain Ratio	0.05	-
Gain/Pain (1M)	0.18	-
Payoff Ratio	-	-
Profit Factor	1.05	-
Common Sense Ratio	14.68	-
CPC Index	-	-
Tail Ratio	13.98	1.69
Outlier Win Ratio	2.27	1.92
Outlier Loss Ratio	0.71	-
MTD	0.67%	1.12%
3M	-0.17%	4.12%
6M	0.24%	7.34%
YTD	0.41%	4.72%
1Y	0.24%	7.34%
3Y (ann.)	0.54%	17.78%
5Y (ann.)	0.54%	17.78%
10Y (ann.)	0.54%	17.78%
All-time (ann.)	0.54%	17.78%
Best Day	0.17%	0.09%
Worst Day	-1.26%	0.0%
Best Month	1.0%	1.28%
Worst Month	-1.05%	1.12%
Best Year	0.41%	4.72%
Worst Year	-0.18%	2.5%
Avg. Drawdown	-0.78%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.17	-
Ulcer Index	0.01	0.0
Serenity Index	0.06	-
Avg. Up Month	0.58%	1.2%
Avg. Down Month	-	-
Win Days	93.27%	100.0%
Win Month	50.0%	100.0%
Win Quarter	33.33%	100.0%
Win Year	50.0%	100.0%
Beta	0.88	-
Alpha	-0.14	-
Correlation	5.26%	-
Treynor Ratio	0.27%	-