FLOW RUB[Strategy] vs Deposit RUB[Benchmark]

10 Nov, 2025 - 22 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	0.03%	10.62%
CAGR﹪	0.04%	15.61%
Sharpe	0.03	79.65
Prob. Sharpe Ratio	50.99%	100.0%
Smart Sharpe	0.03	78.07
Sortino	0.03	-
Smart Sortino	0.03	-
Sortino/√2	0.02	-
Smart Sortino/√2	0.02	-
Omega	1.01	1.01
Max Drawdown	-1.74%	-
Longest DD Days	-	-
Volatility (ann.)	3.75%	0.18%
R^2	0.0	0.0
Information Ratio	-0.24	-0.24
Calmar	0.02	-
Skew	-4.26	0.62
Kurtosis	17.29	4.34
Expected Daily	0.0%	0.06%
Expected Monthly	0.0%	1.13%
Expected Yearly	0.01%	5.18%
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	20	175
Max Consecutive Losses	1	0
Gain/Pain Ratio	0.01	-
Gain/Pain (1M)	0.04	-
Payoff Ratio	-	-
Profit Factor	1.01	-
Common Sense Ratio	14.08	-
CPC Index	-	-
Tail Ratio	13.95	1.75
Outlier Win Ratio	2.33	2.14
Outlier Loss Ratio	0.83	-
MTD	0.82%	0.91%
3M	-0.31%	3.44%
6M	-0.48%	7.08%
YTD	0.21%	7.92%
1Y	0.03%	10.62%
3Y (ann.)	0.04%	15.61%
5Y (ann.)	0.04%	15.61%
10Y (ann.)	0.04%	15.61%
All-time (ann.)	0.04%	15.61%
Best Day	0.17%	0.09%
Worst Day	-1.26%	0.0%
Best Month	1.0%	1.28%
Worst Month	-1.05%	0.91%
Best Year	0.21%	7.92%
Worst Year	-0.18%	2.5%
Avg. Drawdown	-0.9%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.02	-
Ulcer Index	0.01	0.0
Serenity Index	0.01	-
Avg. Up Month	0.63%	1.13%
Avg. Down Month	-	-
Win Days	92.44%	100.0%
Win Month	33.33%	100.0%
Win Quarter	25.0%	100.0%
Win Year	50.0%	100.0%
Beta	-0.04	-
Alpha	0.01	-
Correlation	-0.17%	-
Treynor Ratio	-0.82%	-