NFKL RUB[Strategy] vs Deposit RUB[Benchmark]

23 Jun, 2026 - 27 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	60.0%	80.0%
Cumulative Return	0.15%	0.86%
CAGR﹪	14.64%	117.69%
Sharpe	12.73	28.4
Prob. Sharpe Ratio	100.0%	89.42%
Smart Sharpe	11.69	26.08
Sortino	-	-
Smart Sortino	-	-
Sortino/√2	-	-
Smart Sortino/√2	-	-
Omega	-	-
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	0.59%	1.51%
R^2	0.2	0.2
Information Ratio	-1.65	-1.65
Calmar	-	-
Skew	1.29	-2.24
Kurtosis	1.32	5.0
Expected Daily	0.03%	0.17%
Expected Monthly	0.15%	0.86%
Expected Yearly	0.15%	0.86%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.01%
Expected Shortfall (cVaR)	-0.03%	-0.01%
Max Consecutive Wins	2	4
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	-	5.0
Outlier Win Ratio	5.03	0.88
Outlier Loss Ratio	-	-
MTD	0.15%	0.86%
3M	0.15%	0.86%
6M	0.15%	0.86%
YTD	0.15%	0.86%
1Y	0.15%	0.86%
3Y (ann.)	14.64%	117.69%
5Y (ann.)	14.64%	117.69%
10Y (ann.)	14.64%	117.69%
All-time (ann.)	14.64%	117.69%
Best Day	0.09%	0.21%
Worst Day	0.0%	0.0%
Best Month	0.15%	0.86%
Worst Month	0.15%	0.86%
Best Year	0.15%	0.86%
Worst Year	0.15%	0.86%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	0.15%	0.86%
Avg. Down Month	-	-
Win Days	100.0%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.18	-
Alpha	0.0	-
Correlation	44.81%	-
Treynor Ratio	0.85%	-
Avg. Drawdown Days	-	-