OFZS RUB[Strategy] vs [Benchmark] RGBITR RUB

5 Jul, 2026 - 6 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	50.0%	0.0%
Cumulative Return	-0.27%	0.0%
CAGR﹪	-62.63%	0.0%
Sharpe	-13.46	-
Prob. Sharpe Ratio	-	-
Smart Sharpe	-	-
Sortino	-12.19	-15.87
Smart Sortino	-	-
Sortino/√2	-8.62	-11.22
Smart Sortino/√2	-	-
Omega	0.0	0.0
Max Drawdown	-0.27%	-
Longest DD Days	-	-
Volatility (ann.)	3.02%	0.0%
R^2	0.0	0.0
Information Ratio	-0.71	-0.71
Calmar	-232.56	-
Skew	-	-
Kurtosis	-	-
Expected Daily	-0.13%	0.0%
Expected Monthly	-0.27%	0.0%
Expected Yearly	-0.27%	0.0%
Kelly Criterion	-	-
Risk of Ruin	1.0%	1.0%
Daily Value-at-Risk	-0.45%	-
Expected Shortfall (cVaR)	-0.45%	-
Max Consecutive Wins	0	0
Max Consecutive Losses	1	0
Gain/Pain Ratio	-1.0	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.0	-
Common Sense Ratio	0.0	-
CPC Index	-	-
Tail Ratio	0.05	-
Outlier Win Ratio	-	-
Outlier Loss Ratio	0.5	-
MTD	-0.27%	0.0%
3M	-0.27%	0.0%
6M	-0.27%	0.0%
YTD	-0.27%	0.0%
1Y	-0.27%	0.0%
3Y (ann.)	-62.63%	0.0%
5Y (ann.)	-62.63%	0.0%
10Y (ann.)	-62.63%	0.0%
All-time (ann.)	-62.63%	0.0%
Best Day	0.0%	0.0%
Worst Day	-0.27%	0.0%
Best Month	-0.27%	0.0%
Worst Month	-0.27%	0.0%
Best Year	-0.27%	0.0%
Worst Year	-0.27%	0.0%
Avg. Drawdown	-0.27%	-
Avg. Drawdown Days	-	-
Recovery Factor	-1.0	-
Ulcer Index	0.0	0.0
Serenity Index	-11.48	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	0.0%	0.0%
Win Month	0.0%	0.0%
Win Quarter	0.0%	0.0%
Win Year	0.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-