INGO RUB[Strategy] vs Deposit RUB[Benchmark]

28 Jul, 2021 - 10 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	50.37%	76.36%
CAGR﹪	9.4%	13.3%
Sharpe	1.13	38.75
Prob. Sharpe Ratio	97.26%	-
Smart Sharpe	0.86	29.39
Sortino	1.53	-
Smart Sortino	1.16	-
Sortino/√2	1.08	-
Smart Sortino/√2	0.82	-
Omega	1.35	1.35
Max Drawdown	-13.61%	-
Longest DD Days	-	-
Volatility (ann.)	8.44%	0.33%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	0.69	-
Skew	-4.69	0.39
Kurtosis	163.01	-0.36
Expected Daily	0.04%	0.05%
Expected Monthly	0.74%	1.04%
Expected Yearly	7.03%	9.92%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.84%	-0.02%
Expected Shortfall (cVaR)	-0.84%	-0.02%
Max Consecutive Wins	14	1119
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.35	-
Gain/Pain (1M)	2.44	-
Payoff Ratio	-	-
Profit Factor	1.35	-
Common Sense Ratio	1.65	-
CPC Index	-	-
Tail Ratio	1.22	3.49
Outlier Win Ratio	3.31	16.03
Outlier Loss Ratio	1.9	-
MTD	0.46%	0.53%
3M	3.96%	4.05%
6M	6.96%	8.09%
YTD	1.19%	1.75%
1Y	23.18%	18.83%
3Y (ann.)	11.14%	16.5%
5Y (ann.)	9.4%	13.3%
10Y (ann.)	9.4%	13.3%
All-time (ann.)	9.4%	13.3%
Best Day	7.09%	0.15%
Worst Day	-10.42%	0.0%
Best Month	5.42%	1.83%
Worst Month	-5.9%	0.31%
Best Year	23.82%	19.38%
Worst Year	-0.64%	1.75%
Avg. Drawdown	-0.57%	-
Avg. Drawdown Days	-	-
Recovery Factor	3.7	-
Ulcer Index	0.01	0.0
Serenity Index	8.08	-
Avg. Up Month	1.5%	1.08%
Avg. Down Month	-	-
Win Days	56.84%	100.0%
Win Month	72.73%	100.0%
Win Quarter	78.95%	100.0%
Win Year	83.33%	100.0%
Beta	0.76	-
Alpha	-0.0	-
Correlation	2.98%	-
Treynor Ratio	66.01%	-