TMON RUB[Strategy] vs Deposit RUB[Benchmark]

12 Jul, 2023 - 14 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	55.37%	56.06%
CAGR﹪	17.32%	17.51%
Sharpe	10.3	75.67
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	6.63	48.69
Sortino	25.12	-
Smart Sortino	16.17	-
Sortino/√2	17.76	-
Smart Sortino/√2	11.43	-
Omega	5.86	5.86
Max Drawdown	-0.28%	-
Longest DD Days	-	-
Volatility (ann.)	1.54%	0.21%
R^2	0.01	0.01
Information Ratio	-0.01	-0.01
Calmar	61.82	-
Skew	0.1	-0.11
Kurtosis	0.98	0.15
Expected Daily	0.06%	0.06%
Expected Monthly	1.3%	1.32%
Expected Yearly	11.65%	11.77%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.1%	-0.04%
Expected Shortfall (cVaR)	-0.1%	-0.04%
Max Consecutive Wins	35	700
Max Consecutive Losses	2	0
Gain/Pain Ratio	4.86	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	5.86	-
Common Sense Ratio	14.57	-
CPC Index	-	-
Tail Ratio	2.49	2.15
Outlier Win Ratio	2.15	3.15
Outlier Loss Ratio	1.04	-
MTD	0.52%	0.51%
3M	3.61%	3.72%
6M	7.44%	7.62%
YTD	3.93%	4.09%
1Y	17.57%	17.21%
3Y (ann.)	17.32%	17.51%
5Y (ann.)	17.32%	17.51%
10Y (ann.)	17.32%	17.51%
All-time (ann.)	17.32%	17.51%
Best Day	0.38%	0.09%
Worst Day	-0.28%	0.0%
Best Month	1.85%	1.83%
Worst Month	0.29%	0.51%
Best Year	19.38%	19.38%
Worst Year	3.93%	4.09%
Avg. Drawdown	-0.08%	-
Avg. Drawdown Days	-	-
Recovery Factor	197.66	-
Ulcer Index	0.0	0.0
Serenity Index	1437.55	-
Avg. Up Month	1.31%	1.32%
Avg. Down Month	-	-
Win Days	80.62%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.84	-
Alpha	0.02	-
Correlation	11.52%	-
Treynor Ratio	66.0%	-