INFL RUB[Strategy] vs Deposit RUB[Benchmark]

20 Dec, 2021 - 13 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	43.33%	81.49%
CAGR﹪	8.21%	13.95%
Sharpe	0.7	45.26
Prob. Sharpe Ratio	95.15%	-
Smart Sharpe	0.7	45.15
Sortino	1.2	-
Smart Sortino	1.2	-
Sortino/√2	0.85	-
Smart Sortino/√2	0.85	-
Omega	1.21	1.21
Max Drawdown	-26.1%	-
Longest DD Days	-	-
Volatility (ann.)	12.53%	0.3%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	0.31	-
Skew	6.49	0.07
Kurtosis	186.66	-1.08
Expected Daily	0.03%	0.05%
Expected Monthly	0.66%	1.09%
Expected Yearly	6.18%	10.44%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.26%	-0.02%
Expected Shortfall (cVaR)	-1.26%	-0.02%
Max Consecutive Wins	8	1124
Max Consecutive Losses	10	0
Gain/Pain Ratio	0.21	-
Gain/Pain (1M)	1.05	-
Payoff Ratio	-	-
Profit Factor	1.21	-
Common Sense Ratio	1.19	-
CPC Index	-	-
Tail Ratio	0.99	3.18
Outlier Win Ratio	2.71	18.59
Outlier Loss Ratio	1.98	-
MTD	0.38%	0.45%
3M	2.46%	3.33%
6M	11.53%	7.13%
YTD	11.61%	7.43%
1Y	21.11%	15.51%
3Y (ann.)	5.03%	17.39%
5Y (ann.)	8.21%	13.95%
10Y (ann.)	8.21%	13.95%
All-time (ann.)	8.21%	13.95%
Best Day	16.44%	0.09%
Worst Day	-9.67%	0.0%
Best Month	19.35%	1.83%
Worst Month	-7.89%	0.45%
Best Year	22.34%	19.38%
Worst Year	-11.97%	0.57%
Avg. Drawdown	-0.86%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.66	-
Ulcer Index	0.08	0.0
Serenity Index	0.29	-
Avg. Up Month	1.98%	1.07%
Avg. Down Month	-	-
Win Days	54.86%	100.0%
Win Month	70.91%	100.0%
Win Quarter	70.0%	100.0%
Win Year	83.33%	100.0%
Beta	1.87	-
Alpha	-0.16	-
Correlation	4.41%	-
Treynor Ratio	23.11%	-