RUFO RUB[Strategy] vs Deposit RUB[Benchmark]

9 Jul, 2026 - 14 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	9.11%	4.33%
CAGR﹪	38.84%	17.27%
Sharpe	1.67	45.1
Prob. Sharpe Ratio	80.8%	-
Smart Sharpe	1.61	43.52
Sortino	2.55	-
Smart Sortino	2.46	-
Sortino/√2	1.8	-
Smart Sortino/√2	1.74	-
Omega	1.31	1.31
Max Drawdown	-5.23%	-
Longest DD Days	-	-
Volatility (ann.)	20.05%	0.34%
R^2	0.0	0.0
Information Ratio	0.06	0.06
Calmar	7.42	-
Skew	-0.04	1.26
Kurtosis	0.37	1.93
Expected Daily	0.12%	0.06%
Expected Monthly	2.2%	1.06%
Expected Yearly	9.11%	4.33%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.94%	-0.03%
Expected Shortfall (cVaR)	-1.94%	-0.03%
Max Consecutive Wins	4	69
Max Consecutive Losses	3	0
Gain/Pain Ratio	0.31	-
Gain/Pain (1M)	2.4	-
Payoff Ratio	-	-
Profit Factor	1.31	-
Common Sense Ratio	1.4	-
CPC Index	-	-
Tail Ratio	1.07	2.2
Outlier Win Ratio	1.47	23.12
Outlier Loss Ratio	1.33	-
MTD	0.54%	1.09%
3M	8.77%	4.19%
6M	9.11%	4.33%
YTD	9.11%	4.33%
1Y	9.11%	4.33%
3Y (ann.)	38.84%	17.27%
5Y (ann.)	38.84%	17.27%
10Y (ann.)	38.84%	17.27%
All-time (ann.)	38.84%	17.27%
Best Day	3.76%	0.11%
Worst Day	-3.24%	0.0%
Best Month	8.52%	1.09%
Worst Month	-3.92%	1.01%
Best Year	9.11%	4.33%
Worst Year	9.11%	4.33%
Avg. Drawdown	-2.04%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.74	-
Ulcer Index	0.02	0.0
Serenity Index	1.28	-
Avg. Up Month	4.38%	1.06%
Avg. Down Month	-	-
Win Days	57.97%	100.0%
Win Month	75.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.08	-
Alpha	0.32	-
Correlation	0.14%	-
Treynor Ratio	108.42%	-