INFL RUB[Strategy] vs Deposit RUB[Benchmark]

20 Dec, 2021 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	24.82%	63.44%
CAGR﹪	5.98%	13.74%
Sharpe	0.51	41.42
Prob. Sharpe Ratio	85.68%	-
Smart Sharpe	0.5	41.05
Sortino	0.86	-
Smart Sortino	0.86	-
Sortino/√2	0.61	-
Smart Sortino/√2	0.61	-
Omega	1.15	1.15
Max Drawdown	-26.1%	-
Longest DD Days	-	-
Volatility (ann.)	13.47%	0.32%
R^2	0.0	0.0
Information Ratio	-0.03	-0.03
Calmar	0.23	-
Skew	6.28	0.14
Kurtosis	167.43	-1.31
Expected Daily	0.02%	0.05%
Expected Monthly	0.48%	1.07%
Expected Yearly	4.53%	10.32%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.37%	-0.02%
Expected Shortfall (cVaR)	-1.37%	-0.02%
Max Consecutive Wins	8	938
Max Consecutive Losses	10	0
Gain/Pain Ratio	0.15	-
Gain/Pain (1M)	0.66	-
Payoff Ratio	-	-
Profit Factor	1.15	-
Common Sense Ratio	1.12	-
CPC Index	-	-
Tail Ratio	0.98	3.18
Outlier Win Ratio	2.81	20.34
Outlier Loss Ratio	1.93	-
MTD	-0.64%	0.53%
3M	5.47%	4.02%
6M	11.5%	8.95%
YTD	18.91%	15.5%
1Y	22.5%	20.96%
3Y (ann.)	2.53%	15.56%
5Y (ann.)	5.98%	13.74%
10Y (ann.)	5.98%	13.74%
All-time (ann.)	5.98%	13.74%
Best Day	16.44%	0.09%
Worst Day	-9.67%	0.0%
Best Month	19.35%	1.83%
Worst Month	-7.89%	0.53%
Best Year	18.91%	18.74%
Worst Year	-11.97%	0.57%
Avg. Drawdown	-0.99%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.95	-
Ulcer Index	0.09	0.0
Serenity Index	0.15	-
Avg. Up Month	2.2%	1.06%
Avg. Down Month	-	-
Win Days	53.74%	100.0%
Win Month	63.04%	100.0%
Win Quarter	58.82%	100.0%
Win Year	80.0%	100.0%
Beta	1.88	-
Alpha	-0.18	-
Correlation	4.44%	-
Treynor Ratio	13.2%	-