MONY RUB[Strategy] vs Deposit RUB[Benchmark]

26 Dec, 2024 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	91.0%	100.0%
Cumulative Return	15.76%	17.07%
CAGR﹪	20.15%	21.85%
Sharpe	12.62	26.25
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	9.9	20.59
Sortino	32.4	-
Smart Sortino	25.41	-
Sortino/√2	22.91	-
Smart Sortino/√2	17.97	-
Omega	9.46	9.46
Max Drawdown	-0.27%	-
Longest DD Days	-	-
Volatility (ann.)	1.45%	0.75%
R^2	0.01	0.01
Information Ratio	-0.05	-0.05
Calmar	75.12	-
Skew	-0.03	7.26
Kurtosis	1.85	55.56
Expected Daily	0.07%	0.08%
Expected Monthly	1.34%	1.44%
Expected Yearly	7.59%	8.2%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.08%	-0.0%
Expected Shortfall (cVaR)	-0.08%	-0.0%
Max Consecutive Wins	23	201
Max Consecutive Losses	2	0
Gain/Pain Ratio	8.46	-
Gain/Pain (1M)	246.49	-
Payoff Ratio	-	-
Profit Factor	9.46	-
Common Sense Ratio	46.95	-
CPC Index	-	-
Tail Ratio	4.96	1.52
Outlier Win Ratio	4.17	4.86
Outlier Loss Ratio	0.89	-
MTD	0.95%	0.53%
3M	4.43%	4.02%
6M	10.0%	8.95%
YTD	15.83%	15.5%
1Y	15.76%	17.07%
3Y (ann.)	20.15%	21.85%
5Y (ann.)	20.15%	21.85%
10Y (ann.)	20.15%	21.85%
All-time (ann.)	20.15%	21.85%
Best Day	0.36%	0.45%
Worst Day	-0.27%	0.0%
Best Month	1.83%	1.79%
Worst Month	-0.06%	0.53%
Best Year	15.83%	15.5%
Worst Year	-0.06%	1.35%
Avg. Drawdown	-0.08%	-
Avg. Drawdown Days	-	-
Recovery Factor	58.76	-
Ulcer Index	0.0	0.0
Serenity Index	446.91	-
Avg. Up Month	1.48%	1.45%
Avg. Down Month	-	-
Win Days	87.98%	100.0%
Win Month	90.91%	100.0%
Win Quarter	80.0%	100.0%
Win Year	50.0%	100.0%
Beta	-0.21	-
Alpha	0.22	-
Correlation	-10.87%	-
Treynor Ratio	-75.03%	-