MONY RUB[Strategy] vs Deposit RUB[Benchmark]

26 Dec, 2024 - 17 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	27.84%	28.88%
CAGR﹪	18.13%	18.78%
Sharpe	6.7	26.6
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	4.54	18.03
Sortino	12.47	-
Smart Sortino	8.45	-
Sortino/√2	8.81	-
Smart Sortino/√2	5.98	-
Omega	3.26	3.26
Max Drawdown	-0.49%	-
Longest DD Days	-	-
Volatility (ann.)	2.28%	0.59%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	36.84	-
Skew	-0.02	8.22
Kurtosis	2.38	83.48
Expected Daily	0.06%	0.06%
Expected Monthly	1.3%	1.34%
Expected Yearly	8.53%	8.82%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.18%	-0.0%
Expected Shortfall (cVaR)	-0.18%	-0.0%
Max Consecutive Wins	23	405
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.26	-
Gain/Pain (1M)	414.0	-
Payoff Ratio	-	-
Profit Factor	3.26	-
Common Sense Ratio	4.44	-
CPC Index	-	-
Tail Ratio	1.36	2.46
Outlier Win Ratio	2.46	4.34
Outlier Loss Ratio	1.32	-
MTD	0.52%	0.65%
3M	3.72%	3.41%
6M	7.67%	7.13%
YTD	6.97%	6.51%
1Y	17.01%	16.02%
3Y (ann.)	18.13%	18.78%
5Y (ann.)	18.13%	18.78%
10Y (ann.)	18.13%	18.78%
All-time (ann.)	18.13%	18.78%
Best Day	0.59%	0.45%
Worst Day	-0.43%	0.0%
Best Month	1.83%	1.79%
Worst Month	-0.06%	0.65%
Best Year	19.57%	19.38%
Worst Year	-0.06%	1.35%
Avg. Drawdown	-0.16%	-
Avg. Drawdown Days	-	-
Recovery Factor	56.56	-
Ulcer Index	0.0	0.0
Serenity Index	177.93	-
Avg. Up Month	1.38%	1.34%
Avg. Down Month	-	-
Win Days	77.39%	100.0%
Win Month	94.74%	100.0%
Win Quarter	85.71%	100.0%
Win Year	66.67%	100.0%
Beta	-0.01	-
Alpha	0.15	-
Correlation	-0.28%	-
Treynor Ratio	-2588.85%	-