GOOD RUB[Strategy] vs Deposit RUB[Benchmark]

11 Dec, 2024 - 6 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	27.66%	23.35%
CAGR﹪	23.52%	19.9%
Sharpe	7.63	71.93
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.95	56.07
Sortino	17.9	-
Smart Sortino	13.96	-
Sortino/√2	12.66	-
Smart Sortino/√2	9.87	-
Omega	3.68	3.68
Max Drawdown	-0.28%	-
Longest DD Days	-	-
Volatility (ann.)	2.72%	0.25%
R^2	0.01	0.01
Information Ratio	0.07	0.07
Calmar	84.27	-
Skew	0.49	1.11
Kurtosis	0.83	3.42
Expected Daily	0.08%	0.07%
Expected Monthly	1.64%	1.41%
Expected Yearly	8.48%	7.25%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.2%	-0.05%
Expected Shortfall (cVaR)	-0.2%	-0.05%
Max Consecutive Wins	13	296
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.68	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.68	-
Common Sense Ratio	7.09	-
CPC Index	-	-
Tail Ratio	1.93	1.6
Outlier Win Ratio	2.27	4.84
Outlier Loss Ratio	0.81	-
MTD	0.45%	0.36%
3M	4.37%	4.04%
6M	8.93%	8.14%
YTD	1.74%	1.61%
1Y	22.88%	18.86%
3Y (ann.)	23.52%	19.9%
5Y (ann.)	23.52%	19.9%
10Y (ann.)	23.52%	19.9%
All-time (ann.)	23.52%	19.9%
Best Day	0.77%	0.12%
Worst Day	-0.28%	0.0%
Best Month	3.14%	1.79%
Worst Month	0.45%	0.36%
Best Year	22.76%	19.38%
Worst Year	1.74%	1.61%
Avg. Drawdown	-0.14%	-
Avg. Drawdown Days	-	-
Recovery Factor	99.11	-
Ulcer Index	0.0	0.0
Serenity Index	330.84	-
Avg. Up Month	1.64%	1.41%
Avg. Down Month	-	-
Win Days	74.22%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.94	-
Alpha	0.04	-
Correlation	8.53%	-
Treynor Ratio	29.48%	-