FLOW RUB[Strategy] vs Deposit RUB[Benchmark]

10 Nov, 2025 - 16 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	98.0%
Cumulative Return	0.4%	3.79%
CAGR﹪	2.21%	22.5%
Sharpe	0.62	34.37
Prob. Sharpe Ratio	59.48%	-
Smart Sharpe	0.6	33.24
Sortino	0.66	-
Smart Sortino	0.64	-
Sortino/√2	0.47	-
Smart Sortino/√2	0.45	-
Omega	1.2	1.2
Max Drawdown	-1.14%	-
Longest DD Days	-	-
Volatility (ann.)	3.71%	0.61%
R^2	0.01	0.01
Information Ratio	-0.32	-0.32
Calmar	1.94	-
Skew	-4.35	0.97
Kurtosis	18.91	0.33
Expected Daily	0.01%	0.08%
Expected Monthly	0.13%	1.25%
Expected Yearly	0.2%	1.88%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.38%	-0.02%
Expected Shortfall (cVaR)	-0.38%	-0.02%
Max Consecutive Wins	10	44
Max Consecutive Losses	1	0
Gain/Pain Ratio	0.2	-
Gain/Pain (1M)	1.72	-
Payoff Ratio	-	-
Profit Factor	1.2	-
Common Sense Ratio	18.68	-
CPC Index	-	-
Tail Ratio	15.61	2.72
Outlier Win Ratio	2.6	1.92
Outlier Loss Ratio	0.98	-
MTD	0.58%	1.26%
3M	0.4%	3.79%
6M	0.4%	3.79%
YTD	0.58%	1.26%
1Y	0.4%	3.79%
3Y (ann.)	2.21%	22.5%
5Y (ann.)	2.21%	22.5%
10Y (ann.)	2.21%	22.5%
All-time (ann.)	2.21%	22.5%
Best Day	0.17%	0.16%
Worst Day	-1.14%	0.0%
Best Month	0.58%	1.28%
Worst Month	-0.24%	1.21%
Best Year	0.58%	2.5%
Worst Year	-0.18%	1.26%
Avg. Drawdown	-0.7%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.35	-
Ulcer Index	0.01	0.0
Serenity Index	0.17	-
Avg. Up Month	0.32%	1.27%
Avg. Down Month	-	-
Win Days	90.7%	100.0%
Win Month	66.67%	100.0%
Win Quarter	50.0%	100.0%
Win Year	50.0%	100.0%
Beta	0.62	-
Alpha	-0.11	-
Correlation	10.13%	-
Treynor Ratio	0.65%	-