OFZS RUB[Strategy] vs Deposit RUB[Benchmark]

2 Jul, 2026 - 7 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	99.0%
Cumulative Return	1.89%	3.52%
CAGR﹪	7.3%	13.9%
Sharpe	0.5	140.17
Prob. Sharpe Ratio	61.84%	98.66%
Smart Sharpe	0.4	112.09
Sortino	0.75	-
Smart Sortino	0.6	-
Sortino/√2	0.53	-
Smart Sortino/√2	0.43	-
Omega	1.09	1.09
Max Drawdown	-3.59%	-
Longest DD Days	-	-
Volatility (ann.)	11.73%	0.07%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	2.03	-
Skew	0.27	-7.9
Kurtosis	0.54	69.98
Expected Daily	0.02%	0.04%
Expected Monthly	0.47%	0.87%
Expected Yearly	1.89%	3.52%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.19%	-0.03%
Expected Shortfall (cVaR)	-1.19%	-0.03%
Max Consecutive Wins	8	89
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.09	-
Gain/Pain (1M)	1.31	-
Payoff Ratio	-	-
Profit Factor	1.09	-
Common Sense Ratio	1.17	-
CPC Index	-	-
Tail Ratio	1.07	1.09
Outlier Win Ratio	1.95	25.92
Outlier Loss Ratio	1.21	-
MTD	0.17%	0.28%
3M	3.87%	3.37%
6M	1.89%	3.52%
YTD	1.89%	3.52%
1Y	1.89%	3.52%
3Y (ann.)	7.3%	13.9%
5Y (ann.)	7.3%	13.9%
10Y (ann.)	7.3%	13.9%
All-time (ann.)	7.3%	13.9%
Best Day	2.33%	0.04%
Worst Day	-1.64%	0.0%
Best Month	3.25%	1.09%
Worst Month	-1.64%	0.28%
Best Year	1.89%	3.52%
Worst Year	1.89%	3.52%
Avg. Drawdown	-2.93%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.53	-
Ulcer Index	0.02	0.0
Serenity Index	0.22	-
Avg. Up Month	1.19%	0.8%
Avg. Down Month	-	-
Win Days	56.82%	100.0%
Win Month	75.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-4.53	-
Alpha	0.5	-
Correlation	-2.67%	-
Treynor Ratio	-0.42%	-