TOPS RUB[Strategy] vs Deposit RUB[Benchmark]

9 Jul, 2026 - 13 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	75.0%	0.0%
Cumulative Return	-0.39%	0.0%
CAGR﹪	-29.95%	0.0%
Sharpe	-1.08	-
Prob. Sharpe Ratio	45.09%	-
Smart Sharpe	-0.86	-
Sortino	-1.44	-
Smart Sortino	-1.15	-
Sortino/√2	-1.02	-
Smart Sortino/√2	-0.81	-
Omega	0.82	0.82
Max Drawdown	-2.0%	-
Longest DD Days	-	-
Volatility (ann.)	21.25%	0.0%
R^2	0.0	0.0
Information Ratio	-0.07	-0.07
Calmar	-15.0	-
Skew	-1.44	0.0
Kurtosis	2.06	0.0
Expected Daily	-0.1%	0.0%
Expected Monthly	-0.39%	0.0%
Expected Yearly	-0.39%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.0%	1.0%
Daily Value-at-Risk	-2.29%	-
Expected Shortfall (cVaR)	-2.29%	-
Max Consecutive Wins	2	0
Max Consecutive Losses	1	0
Gain/Pain Ratio	-0.18	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.82	-
Common Sense Ratio	0.47	-
CPC Index	-	-
Tail Ratio	0.57	-
Outlier Win Ratio	0.93	-
Outlier Loss Ratio	0.48	-
MTD	-0.39%	0.0%
3M	-0.39%	0.0%
6M	-0.39%	0.0%
YTD	-0.39%	0.0%
1Y	-0.39%	0.0%
3Y (ann.)	-29.95%	0.0%
5Y (ann.)	-29.95%	0.0%
10Y (ann.)	-29.95%	0.0%
All-time (ann.)	-29.95%	0.0%
Best Day	1.03%	0.0%
Worst Day	-2.0%	0.0%
Best Month	-0.39%	0.0%
Worst Month	-0.39%	0.0%
Best Year	-0.39%	0.0%
Worst Year	-0.39%	0.0%
Avg. Drawdown	-2.0%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.2	-
Ulcer Index	0.01	0.0
Serenity Index	-0.18	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	66.67%	0.0%
Win Month	0.0%	0.0%
Win Quarter	0.0%	0.0%
Win Year	0.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-