OFZS RUB[Strategy] vs Deposit RUB[Benchmark]

2 Jul, 2026 - 22 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	2.98%	2.12%
CAGR﹪	23.42%	16.18%
Sharpe	1.23	54.93
Prob. Sharpe Ratio	70.22%	100.0%
Smart Sharpe	1.12	50.03
Sortino	1.96	-
Smart Sortino	1.79	-
Sortino/√2	1.39	-
Smart Sortino/√2	1.27	-
Omega	1.22	1.22
Max Drawdown	-3.59%	-
Longest DD Days	-	-
Volatility (ann.)	13.61%	0.2%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	6.52	-
Skew	0.34	-0.47
Kurtosis	0.28	1.21
Expected Daily	0.06%	0.04%
Expected Monthly	1.48%	1.05%
Expected Yearly	2.98%	2.12%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.34%	-0.02%
Expected Shortfall (cVaR)	-1.34%	-0.02%
Max Consecutive Wins	8	46
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.22	-
Gain/Pain (1M)	13.09	-
Payoff Ratio	-	-
Profit Factor	1.22	-
Common Sense Ratio	1.37	-
CPC Index	-	-
Tail Ratio	1.12	1.62
Outlier Win Ratio	1.68	24.61
Outlier Loss Ratio	1.2	-
MTD	-0.26%	1.07%
3M	2.98%	2.12%
6M	2.98%	2.12%
YTD	2.98%	2.12%
1Y	2.98%	2.12%
3Y (ann.)	23.42%	16.18%
5Y (ann.)	23.42%	16.18%
10Y (ann.)	23.42%	16.18%
All-time (ann.)	23.42%	16.18%
Best Day	2.33%	0.06%
Worst Day	-1.64%	0.0%
Best Month	3.25%	1.07%
Worst Month	-0.26%	1.03%
Best Year	2.98%	2.12%
Worst Year	2.98%	2.12%
Avg. Drawdown	-2.84%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.83	-
Ulcer Index	0.02	0.0
Serenity Index	0.53	-
Avg. Up Month	3.25%	1.03%
Avg. Down Month	-	-
Win Days	54.35%	100.0%
Win Month	50.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-3.91	-
Alpha	0.61	-
Correlation	-5.88%	-
Treynor Ratio	-0.76%	-