TOPS RUB[Strategy] vs Deposit RUB[Benchmark]

9 Jul, 2026 - 11 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	13.46%	3.67%
CAGR﹪	63.27%	15.04%
Sharpe	1.45	113.38
Prob. Sharpe Ratio	80.31%	99.96%
Smart Sharpe	1.23	96.63
Sortino	2.19	-
Smart Sortino	1.87	-
Sortino/√2	1.55	-
Smart Sortino/√2	1.32	-
Omega	1.29	1.29
Max Drawdown	-11.79%	-
Longest DD Days	-	-
Volatility (ann.)	27.97%	0.09%
R^2	0.0	0.0
Information Ratio	0.07	0.07
Calmar	5.37	-
Skew	0.24	-3.93
Kurtosis	2.75	29.87
Expected Daily	0.15%	0.04%
Expected Monthly	3.21%	0.91%
Expected Yearly	13.46%	3.67%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.74%	-0.03%
Expected Shortfall (cVaR)	-2.74%	-0.03%
Max Consecutive Wins	7	86
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.29	-
Gain/Pain (1M)	5.51	-
Payoff Ratio	-	-
Profit Factor	1.29	-
Common Sense Ratio	1.24	-
CPC Index	-	-
Tail Ratio	0.96	1.22
Outlier Win Ratio	1.51	44.66
Outlier Loss Ratio	1.49	-
MTD	6.38%	0.44%
3M	15.77%	3.62%
6M	13.46%	3.67%
YTD	13.46%	3.67%
1Y	13.46%	3.67%
3Y (ann.)	63.27%	15.04%
5Y (ann.)	63.27%	15.04%
10Y (ann.)	63.27%	15.04%
All-time (ann.)	63.27%	15.04%
Best Day	7.29%	0.05%
Worst Day	-4.85%	0.0%
Best Month	6.38%	1.09%
Worst Month	-2.95%	0.44%
Best Year	13.46%	3.67%
Worst Year	13.46%	3.67%
Avg. Drawdown	-3.82%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.14	-
Ulcer Index	0.05	0.0
Serenity Index	0.48	-
Avg. Up Month	5.35%	0.85%
Avg. Down Month	-	-
Win Days	58.14%	100.0%
Win Month	75.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	12.07	-
Alpha	-0.86	-
Correlation	3.98%	-
Treynor Ratio	1.11%	-