NFKL RUB[Strategy] vs Deposit RUB[Benchmark]

23 Jun, 2026 - 27 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	88.0%	99.0%
Cumulative Return	3.34%	4.22%
CAGR﹪	13.29%	17.03%
Sharpe	9.41	28.97
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	7.64	23.52
Sortino	21.25	-
Smart Sortino	17.26	-
Sortino/√2	15.03	-
Smart Sortino/√2	12.2	-
Omega	4.55	4.55
Max Drawdown	-0.1%	-
Longest DD Days	-	-
Volatility (ann.)	1.0%	0.41%
R^2	0.01	0.01
Information Ratio	-0.14	-0.14
Calmar	133.25	-
Skew	-0.17	2.88
Kurtosis	-0.29	7.37
Expected Daily	0.04%	0.05%
Expected Monthly	0.82%	1.04%
Expected Yearly	3.34%	4.22%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.07%	-0.0%
Expected Shortfall (cVaR)	-0.07%	-0.0%
Max Consecutive Wins	9	87
Max Consecutive Losses	1	0
Gain/Pain Ratio	3.55	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	4.55	-
Common Sense Ratio	8.14	-
CPC Index	-	-
Tail Ratio	1.79	3.6
Outlier Win Ratio	2.48	3.09
Outlier Loss Ratio	0.58	-
MTD	0.97%	1.08%
3M	3.22%	3.81%
6M	3.34%	4.22%
YTD	3.34%	4.22%
1Y	3.34%	4.22%
3Y (ann.)	13.29%	17.03%
5Y (ann.)	13.29%	17.03%
10Y (ann.)	13.29%	17.03%
All-time (ann.)	13.29%	17.03%
Best Day	0.17%	0.13%
Worst Day	-0.1%	0.0%
Best Month	1.28%	1.08%
Worst Month	0.09%	0.93%
Best Year	3.34%	4.22%
Worst Year	3.34%	4.22%
Avg. Drawdown	-0.06%	-
Avg. Drawdown Days	-	-
Recovery Factor	33.45	-
Ulcer Index	0.0	0.0
Serenity Index	112.96	-
Avg. Up Month	0.82%	1.04%
Avg. Down Month	-	-
Win Days	79.22%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.25	-
Alpha	0.12	-
Correlation	-10.34%	-
Treynor Ratio	-13.2%	-