MONY RUB[Strategy] vs Deposit RUB[Benchmark]

26 Dec, 2024 - 1 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	92.0%	100.0%
Cumulative Return	25.24%	26.75%
CAGR﹪	18.21%	19.27%
Sharpe	7.57	27.05
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.59	19.97
Sortino	13.88	-
Smart Sortino	10.25	-
Sortino/√2	9.81	-
Smart Sortino/√2	7.25	-
Omega	3.8	3.8
Max Drawdown	-0.49%	-
Longest DD Days	-	-
Volatility (ann.)	2.07%	0.61%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	37.0	-
Skew	-0.27	8.23
Kurtosis	3.07	80.52
Expected Daily	0.06%	0.07%
Expected Monthly	1.26%	1.33%
Expected Yearly	7.79%	8.22%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.15%	-0.0%
Expected Shortfall (cVaR)	-0.15%	-0.0%
Max Consecutive Wins	23	361
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.8	-
Gain/Pain (1M)	75.88	-
Payoff Ratio	-	-
Profit Factor	3.8	-
Common Sense Ratio	4.94	-
CPC Index	-	-
Tail Ratio	1.3	2.4
Outlier Win Ratio	2.56	4.01
Outlier Loss Ratio	1.22	-
MTD	-0.24%	0.04%
3M	3.56%	3.5%
6M	7.45%	7.47%
YTD	4.8%	4.75%
1Y	17.71%	16.83%
3Y (ann.)	18.21%	19.27%
5Y (ann.)	18.21%	19.27%
10Y (ann.)	18.21%	19.27%
All-time (ann.)	18.21%	19.27%
Best Day	0.59%	0.45%
Worst Day	-0.43%	0.0%
Best Month	1.83%	1.79%
Worst Month	-0.24%	0.04%
Best Year	19.57%	19.38%
Worst Year	-0.06%	1.35%
Avg. Drawdown	-0.15%	-
Avg. Drawdown Days	-	-
Recovery Factor	51.28	-
Ulcer Index	0.0	0.0
Serenity Index	174.28	-
Avg. Up Month	1.44%	1.41%
Avg. Down Month	-	-
Win Days	80.78%	100.0%
Win Month	88.89%	100.0%
Win Quarter	85.71%	100.0%
Win Year	66.67%	100.0%
Beta	-0.04	-
Alpha	0.16	-
Correlation	-1.24%	-
Treynor Ratio	-598.73%	-