OLIQ RUB[Strategy] vs Deposit RUB[Benchmark]

25 Jun, 2026 - 28 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	87.0%	99.0%
Cumulative Return	3.53%	4.18%
CAGR﹪	14.25%	17.03%
Sharpe	18.11	22.5
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	15.72	19.54
Sortino	225.04	-
Smart Sortino	195.43	-
Sortino/√2	159.13	-
Smart Sortino/√2	138.19	-
Omega	51.55	51.55
Max Drawdown	-0.01%	-
Longest DD Days	-	-
Volatility (ann.)	0.54%	0.52%
R^2	0.0	0.0
Information Ratio	-0.15	-0.15
Calmar	1435.29	-
Skew	0.77	3.72
Kurtosis	0.1	12.81
Expected Daily	0.04%	0.05%
Expected Monthly	0.87%	1.03%
Expected Yearly	3.53%	4.18%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.02%	-0.01%
Expected Shortfall (cVaR)	-0.02%	-0.01%
Max Consecutive Wins	10	88
Max Consecutive Losses	1	0
Gain/Pain Ratio	50.55	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	51.55	-
Common Sense Ratio	573.06	-
CPC Index	-	-
Tail Ratio	11.12	3.58
Outlier Win Ratio	3.33	3.12
Outlier Loss Ratio	-1.03	-
MTD	1.02%	1.08%
3M	3.38%	3.81%
6M	3.53%	4.18%
YTD	3.53%	4.18%
1Y	3.53%	4.18%
3Y (ann.)	14.25%	17.03%
5Y (ann.)	14.25%	17.03%
10Y (ann.)	14.25%	17.03%
All-time (ann.)	14.25%	17.03%
Best Day	0.12%	0.18%
Worst Day	-0.01%	0.0%
Best Month	1.26%	1.08%
Worst Month	0.17%	0.89%
Best Year	3.53%	4.18%
Worst Year	3.53%	4.18%
Avg. Drawdown	-0.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	355.36	-
Ulcer Index	0.0	0.0
Serenity Index	7371.93	-
Avg. Up Month	0.87%	1.03%
Avg. Down Month	-	-
Win Days	90.91%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.02	-
Alpha	0.1	-
Correlation	-1.99%	-
Treynor Ratio	-168.42%	-