GOOD RUB[Strategy] vs Deposit RUB[Benchmark]

11 Dec, 2024 - 23 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	21.15%	18.34%
CAGR﹪	24.81%	21.47%
Sharpe	7.48	72.52
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.77	55.91
Sortino	17.46	-
Smart Sortino	13.46	-
Sortino/√2	12.35	-
Smart Sortino/√2	9.52	-
Omega	3.48	3.48
Max Drawdown	-0.28%	-
Longest DD Days	-	-
Volatility (ann.)	2.85%	0.26%
R^2	0.01	0.01
Information Ratio	0.06	0.06
Calmar	88.89	-
Skew	0.41	0.77
Kurtosis	0.44	3.1
Expected Daily	0.08%	0.07%
Expected Monthly	1.76%	1.54%
Expected Yearly	10.07%	8.78%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.21%	-0.05%
Expected Shortfall (cVaR)	-0.21%	-0.05%
Max Consecutive Wins	13	226
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.48	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.48	-
Common Sense Ratio	6.34	-
CPC Index	-	-
Tail Ratio	1.82	2.04
Outlier Win Ratio	1.98	4.34
Outlier Loss Ratio	0.76	-
MTD	1.37%	1.29%
3M	4.5%	4.38%
6M	11.2%	9.2%
YTD	18.53%	16.38%
1Y	21.15%	18.34%
3Y (ann.)	24.81%	21.47%
5Y (ann.)	24.81%	21.47%
10Y (ann.)	24.81%	21.47%
All-time (ann.)	24.81%	21.47%
Best Day	0.77%	0.12%
Worst Day	-0.28%	0.0%
Best Month	3.14%	1.79%
Worst Month	1.08%	1.29%
Best Year	18.53%	16.38%
Worst Year	2.21%	1.69%
Avg. Drawdown	-0.14%	-
Avg. Drawdown Days	-	-
Recovery Factor	75.79	-
Ulcer Index	0.0	0.0
Serenity Index	241.0	-
Avg. Up Month	1.76%	1.54%
Avg. Down Month	-	-
Win Days	72.02%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.04	-
Alpha	0.02	-
Correlation	9.38%	-
Treynor Ratio	20.39%	-