SPAY RUB[Strategy] vs Deposit RUB[Benchmark]

10 Jul, 2025 - 18 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	86.0%	86.0%
Cumulative Return	0.48%	1.28%
CAGR﹪	24.34%	78.51%
Sharpe	19.6	36.0
Prob. Sharpe Ratio	-	92.62%
Smart Sharpe	11.8	21.68
Sortino	-	-
Smart Sortino	-	-
Sortino/√2	-	-
Smart Sortino/√2	-	-
Omega	-	-
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	0.88%	1.27%
R^2	0.3	0.3
Information Ratio	-1.66	-1.66
Calmar	-	-
Skew	0.72	-2.65
Kurtosis	-0.79	7.0
Expected Daily	0.07%	0.18%
Expected Monthly	0.48%	1.28%
Expected Yearly	0.48%	1.28%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.02%	-0.05%
Expected Shortfall (cVaR)	-0.02%	-0.05%
Max Consecutive Wins	6	6
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	12.26	3.33
Outlier Win Ratio	2.64	0.99
Outlier Loss Ratio	-	-
MTD	0.48%	1.28%
3M	0.48%	1.28%
6M	0.48%	1.28%
YTD	0.48%	1.28%
1Y	0.48%	1.28%
3Y (ann.)	24.34%	78.51%
5Y (ann.)	24.34%	78.51%
10Y (ann.)	24.34%	78.51%
All-time (ann.)	24.34%	78.51%
Best Day	0.15%	0.21%
Worst Day	0.0%	0.0%
Best Month	0.48%	1.28%
Worst Month	0.48%	1.28%
Best Year	0.48%	1.28%
Worst Year	0.48%	1.28%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	0.48%	1.28%
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	0.38	-
Alpha	-0.0	-
Correlation	54.45%	-
Treynor Ratio	1.27%	-
Avg. Drawdown Days	-	-