GOOD RUB[Strategy] vs Deposit RUB[Benchmark]

11 Dec, 2024 - 9 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	23.94%	20.41%
CAGR﹪	24.09%	20.54%
Sharpe	7.57	69.87
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.82	53.76
Sortino	18.0	-
Smart Sortino	13.85	-
Sortino/√2	12.73	-
Smart Sortino/√2	9.79	-
Omega	3.64	3.64
Max Drawdown	-0.28%	-
Longest DD Days	-	-
Volatility (ann.)	2.76%	0.26%
R^2	0.01	0.01
Information Ratio	0.07	0.07
Calmar	86.31	-
Skew	0.51	1.03
Kurtosis	0.76	3.01
Expected Daily	0.08%	0.07%
Expected Monthly	1.66%	1.44%
Expected Yearly	11.33%	9.73%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.2%	-0.04%
Expected Shortfall (cVaR)	-0.2%	-0.04%
Max Consecutive Wins	13	259
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.64	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.64	-
Common Sense Ratio	7.16	-
CPC Index	-	-
Tail Ratio	1.97	2.16
Outlier Win Ratio	2.14	4.65
Outlier Loss Ratio	0.84	-
MTD	0.36%	0.45%
3M	4.18%	4.03%
6M	10.66%	8.45%
YTD	21.26%	18.42%
1Y	23.94%	20.41%
3Y (ann.)	24.09%	20.54%
5Y (ann.)	24.09%	20.54%
10Y (ann.)	24.09%	20.54%
All-time (ann.)	24.09%	20.54%
Best Day	0.77%	0.12%
Worst Day	-0.28%	0.0%
Best Month	3.14%	1.79%
Worst Month	0.36%	0.45%
Best Year	21.26%	18.42%
Worst Year	2.21%	1.69%
Avg. Drawdown	-0.13%	-
Avg. Drawdown Days	-	-
Recovery Factor	85.79	-
Ulcer Index	0.0	0.0
Serenity Index	287.93	-
Avg. Up Month	1.67%	1.44%
Avg. Down Month	-	-
Win Days	72.4%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.97	-
Alpha	0.03	-
Correlation	9.05%	-
Treynor Ratio	24.76%	-