OLIQ RUB[Strategy] vs Deposit RUB[Benchmark]

25 Jun, 2026 - 14 Nov, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	88.0%	100.0%
Cumulative Return	5.38%	6.48%
CAGR﹪	14.41%	17.53%
Sharpe	18.31	24.92
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	17.01	23.15
Sortino	262.28	-
Smart Sortino	243.65	-
Sortino/√2	185.46	-
Smart Sortino/√2	172.29	-
Omega	68.12	68.12
Max Drawdown	-0.01%	-
Longest DD Days	-	-
Volatility (ann.)	0.55%	0.48%
R^2	0.0	0.0
Information Ratio	-0.17	-0.17
Calmar	1451.52	-
Skew	0.87	3.19
Kurtosis	0.18	10.41
Expected Daily	0.04%	0.05%
Expected Monthly	0.88%	1.05%
Expected Yearly	5.38%	6.48%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.02%	-0.0%
Expected Shortfall (cVaR)	-0.02%	-0.0%
Max Consecutive Wins	11	131
Max Consecutive Losses	1	0
Gain/Pain Ratio	67.12	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	68.12	-
Common Sense Ratio	783.28	-
CPC Index	-	-
Tail Ratio	11.5	2.68
Outlier Win Ratio	3.4	3.07
Outlier Loss Ratio	-1.25	-
MTD	0.5%	1.11%
3M	3.49%	3.98%
6M	5.38%	6.48%
YTD	5.38%	6.48%
1Y	5.38%	6.48%
3Y (ann.)	14.41%	17.53%
5Y (ann.)	14.41%	17.53%
10Y (ann.)	14.41%	17.53%
All-time (ann.)	14.41%	17.53%
Best Day	0.12%	0.18%
Worst Day	-0.01%	0.0%
Best Month	1.26%	1.11%
Worst Month	0.17%	0.89%
Best Year	5.38%	6.48%
Worst Year	5.38%	6.48%
Avg. Drawdown	-0.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	541.6	-
Ulcer Index	0.0	0.0
Serenity Index	15256.56	-
Avg. Up Month	0.88%	1.05%
Avg. Down Month	-	-
Win Days	93.04%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.01	-
Alpha	0.1	-
Correlation	-1.18%	-
Treynor Ratio	-401.59%	-