GOOD RUB[Strategy] vs Deposit RUB[Benchmark]

11 Dec, 2024 - 22 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	32.32%	27.12%
CAGR﹪	22.83%	19.27%
Sharpe	7.81	71.66
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	6.1	55.93
Sortino	18.23	-
Smart Sortino	14.23	-
Sortino/√2	12.89	-
Smart Sortino/√2	10.06	-
Omega	3.82	3.82
Max Drawdown	-0.28%	-
Longest DD Days	-	-
Volatility (ann.)	2.59%	0.24%
R^2	0.01	0.01
Information Ratio	0.07	0.07
Calmar	81.81	-
Skew	0.49	1.25
Kurtosis	1.1	3.7
Expected Daily	0.08%	0.07%
Expected Monthly	1.66%	1.42%
Expected Yearly	9.78%	8.33%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.19%	-0.04%
Expected Shortfall (cVaR)	-0.19%	-0.04%
Max Consecutive Wins	13	348
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.82	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.82	-
Common Sense Ratio	7.53	-
CPC Index	-	-
Tail Ratio	1.97	1.74
Outlier Win Ratio	2.34	4.83
Outlier Loss Ratio	0.82	-
MTD	0.87%	1.12%
3M	4.82%	3.9%
6M	9.13%	7.9%
YTD	5.45%	4.71%
1Y	21.52%	17.39%
3Y (ann.)	22.83%	19.27%
5Y (ann.)	22.83%	19.27%
10Y (ann.)	22.83%	19.27%
All-time (ann.)	22.83%	19.27%
Best Day	0.77%	0.12%
Worst Day	-0.28%	0.0%
Best Month	3.14%	1.79%
Worst Month	0.87%	1.12%
Best Year	22.76%	19.38%
Worst Year	2.21%	1.69%
Avg. Drawdown	-0.14%	-
Avg. Drawdown Days	-	-
Recovery Factor	115.79	-
Ulcer Index	0.0	0.0
Serenity Index	407.56	-
Avg. Up Month	1.66%	1.42%
Avg. Down Month	-	-
Win Days	75.89%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.85	-
Alpha	0.06	-
Correlation	7.9%	-
Treynor Ratio	38.14%	-