OLIQ RUB[Strategy] vs Deposit RUB[Benchmark]

25 Jun, 2026 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	83.0%	98.0%
Cumulative Return	1.75%	2.28%
CAGR﹪	14.41%	19.14%
Sharpe	17.12	17.21
Prob. Sharpe Ratio	-	-
Smart Sharpe	14.69	14.77
Sortino	236.73	-
Smart Sortino	203.2	-
Sortino/√2	167.39	-
Smart Sortino/√2	143.68	-
Omega	59.39	59.39
Max Drawdown	-0.01%	-
Longest DD Days	-	-
Volatility (ann.)	0.56%	0.72%
R^2	0.0	0.0
Information Ratio	-0.2	-0.2
Calmar	1451.87	-
Skew	0.86	2.53
Kurtosis	0.23	4.8
Expected Daily	0.04%	0.05%
Expected Monthly	0.58%	0.75%
Expected Yearly	1.75%	2.28%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.02%	-0.03%
Expected Shortfall (cVaR)	-0.02%	-0.03%
Max Consecutive Wins	10	45
Max Consecutive Losses	1	0
Gain/Pain Ratio	58.39	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	59.39	-
Common Sense Ratio	877.63	-
CPC Index	-	-
Tail Ratio	14.78	5.14
Outlier Win Ratio	3.55	2.97
Outlier Loss Ratio	-0.28	-
MTD	0.32%	0.31%
3M	1.75%	2.28%
6M	1.75%	2.28%
YTD	1.75%	2.28%
1Y	1.75%	2.28%
3Y (ann.)	14.41%	19.14%
5Y (ann.)	14.41%	19.14%
10Y (ann.)	14.41%	19.14%
All-time (ann.)	14.41%	19.14%
Best Day	0.12%	0.18%
Worst Day	-0.01%	0.0%
Best Month	1.26%	1.07%
Worst Month	0.17%	0.31%
Best Year	1.75%	2.28%
Worst Year	1.75%	2.28%
Avg. Drawdown	-0.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	176.17	-
Ulcer Index	0.0	0.0
Serenity Index	3766.78	-
Avg. Up Month	0.58%	0.75%
Avg. Down Month	-	-
Win Days	92.11%	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	-1.91%	-
Treynor Ratio	-118.29%	-