OLIQ RUB[Strategy] vs Deposit RUB[Benchmark]

25 Jun, 2026 - 27 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	67.0%	67.0%
Cumulative Return	0.14%	0.71%
CAGR﹪	29.07%	265.66%
Sharpe	13.02	18.33
Prob. Sharpe Ratio	-	-
Smart Sharpe	7.52	10.58
Sortino	-	-
Smart Sortino	-	-
Sortino/√2	-	-
Smart Sortino/√2	-	-
Omega	-	-
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	0.9%	3.26%
R^2	0.5	0.5
Information Ratio	-1.12	-1.12
Calmar	-	-
Skew	1.21	-1.73
Kurtosis	-	-
Expected Daily	0.05%	0.24%
Expected Monthly	0.14%	0.71%
Expected Yearly	0.14%	0.71%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.05%	-0.1%
Expected Shortfall (cVaR)	-0.05%	-0.1%
Max Consecutive Wins	2	2
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	34.04	10.0
Outlier Win Ratio	4.98	0.98
Outlier Loss Ratio	-	-
MTD	0.14%	0.71%
3M	0.14%	0.71%
6M	0.14%	0.71%
YTD	0.14%	0.71%
1Y	0.14%	0.71%
3Y (ann.)	29.07%	265.66%
5Y (ann.)	29.07%	265.66%
10Y (ann.)	29.07%	265.66%
All-time (ann.)	29.07%	265.66%
Best Day	0.11%	0.36%
Worst Day	0.0%	0.0%
Best Month	0.14%	0.71%
Worst Month	0.14%	0.71%
Best Year	0.14%	0.71%
Worst Year	0.14%	0.71%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	0.14%	0.71%
Avg. Down Month	-	-
Win Days	100.0%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.2	-
Alpha	0.0	-
Correlation	71.05%	-
Treynor Ratio	0.71%	-
Avg. Drawdown Days	-	-