TPAY RUB[Strategy] vs Deposit RUB[Benchmark]

12 Aug, 2024 - 3 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	-0.43%	32.83%
CAGR﹪	-0.28%	20.01%
Sharpe	-0.02	94.01
Prob. Sharpe Ratio	48.92%	100.0%
Smart Sharpe	-0.02	88.97
Sortino	-0.02	-
Smart Sortino	-0.02	-
Sortino/√2	-0.02	-
Smart Sortino/√2	-0.02	-
Omega	1.0	1.0
Max Drawdown	-8.5%	-
Longest DD Days	-	-
Volatility (ann.)	5.51%	0.19%
R^2	0.0	0.0
Information Ratio	-0.21	-0.21
Calmar	-0.03	-
Skew	-2.81	-0.15
Kurtosis	10.27	1.83
Expected Daily	-0.0%	0.07%
Expected Monthly	-0.02%	1.43%
Expected Yearly	-0.14%	9.93%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.57%	-0.05%
Expected Shortfall (cVaR)	-0.57%	-0.05%
Max Consecutive Wins	14	399
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.0	-
Gain/Pain (1M)	-0.02	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	0.6	-
CPC Index	-	-
Tail Ratio	0.6	1.6
Outlier Win Ratio	2.18	4.51
Outlier Loss Ratio	2.59	-
MTD	-0.06%	0.12%
3M	-0.21%	3.73%
6M	-0.41%	7.8%
YTD	-0.11%	2.54%
1Y	4.7%	18.22%
3Y (ann.)	-0.28%	20.01%
5Y (ann.)	-0.28%	20.01%
10Y (ann.)	-0.28%	20.01%
All-time (ann.)	-0.28%	20.01%
Best Day	0.74%	0.1%
Worst Day	-1.92%	0.0%
Best Month	2.17%	1.83%
Worst Month	-3.01%	0.12%
Best Year	4.63%	19.38%
Worst Year	-4.73%	2.54%
Avg. Drawdown	-1.77%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.05	-
Ulcer Index	0.04	0.0
Serenity Index	-0.01	-
Avg. Up Month	0.72%	1.48%
Avg. Down Month	-	-
Win Days	64.68%	100.0%
Win Month	55.0%	100.0%
Win Quarter	57.14%	100.0%
Win Year	33.33%	100.0%
Beta	-0.87	-
Alpha	0.16	-
Correlation	-3.02%	-
Treynor Ratio	0.49%	-