TOPS RUB[Strategy] vs Deposit RUB[Benchmark]

9 Jul, 2026 - 27 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	-0.64%	2.11%
CAGR﹪	-4.66%	16.8%
Sharpe	0.06	103.17
Prob. Sharpe Ratio	51.08%	97.43%
Smart Sharpe	0.05	82.68
Sortino	0.09	-
Smart Sortino	0.08	-
Sortino/√2	0.07	-
Smart Sortino/√2	0.05	-
Omega	1.01	1.01
Max Drawdown	-11.79%	-
Longest DD Days	-	-
Volatility (ann.)	34.6%	0.11%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	-0.4	-
Skew	0.38	-6.52
Kurtosis	1.82	43.26
Expected Daily	-0.01%	0.05%
Expected Monthly	-0.32%	1.05%
Expected Yearly	-0.64%	2.11%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.58%	-0.03%
Expected Shortfall (cVaR)	-3.58%	-0.03%
Max Consecutive Wins	7	44
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.01	-
Gain/Pain (1M)	0.07	-
Payoff Ratio	-	-
Profit Factor	1.01	-
Common Sense Ratio	0.84	-
CPC Index	-	-
Tail Ratio	0.83	1.04
Outlier Win Ratio	1.79	59.12
Outlier Loss Ratio	1.28	-
MTD	-6.18%	1.07%
3M	-0.64%	2.11%
6M	-0.64%	2.11%
YTD	-0.64%	2.11%
1Y	-0.64%	2.11%
3Y (ann.)	-4.66%	16.8%
5Y (ann.)	-4.66%	16.8%
10Y (ann.)	-4.66%	16.8%
All-time (ann.)	-4.66%	16.8%
Best Day	7.29%	0.05%
Worst Day	-4.85%	0.0%
Best Month	5.91%	1.07%
Worst Month	-6.18%	1.02%
Best Year	-0.64%	2.11%
Worst Year	-0.64%	2.11%
Avg. Drawdown	-3.82%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.05	-
Ulcer Index	0.06	0.0
Serenity Index	-0.02	-
Avg. Up Month	5.91%	1.02%
Avg. Down Month	-	-
Win Days	52.27%	100.0%
Win Month	50.0%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	5.5	-
Alpha	-0.62	-
Correlation	1.8%	-
Treynor Ratio	-0.12%	-