TPAY RUB[Strategy] vs Deposit RUB[Benchmark]

12 Aug, 2024 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	-0.13%	25.32%
CAGR﹪	-0.11%	21.28%
Sharpe	0.01	97.15
Prob. Sharpe Ratio	50.5%	100.0%
Smart Sharpe	0.01	90.45
Sortino	0.01	-
Smart Sortino	0.01	-
Sortino/√2	0.01	-
Smart Sortino/√2	0.01	-
Omega	1.0	1.0
Max Drawdown	-8.5%	-
Longest DD Days	-	-
Volatility (ann.)	5.89%	0.19%
R^2	0.0	0.0
Information Ratio	-0.2	-0.2
Calmar	-0.01	-
Skew	-2.78	-0.63
Kurtosis	9.64	3.15
Expected Daily	-0.0%	0.07%
Expected Monthly	-0.01%	1.52%
Expected Yearly	-0.06%	11.95%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.61%	-0.05%
Expected Shortfall (cVaR)	-0.61%	-0.05%
Max Consecutive Wins	14	305
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.0	-
Gain/Pain (1M)	0.01	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	0.63	-
CPC Index	-	-
Tail Ratio	0.63	1.52
Outlier Win Ratio	2.2	4.6
Outlier Loss Ratio	2.3	-
MTD	0.39%	0.53%
3M	1.68%	4.02%
6M	5.35%	8.95%
YTD	4.82%	15.5%
1Y	-0.83%	20.96%
3Y (ann.)	-0.11%	21.28%
5Y (ann.)	-0.11%	21.28%
10Y (ann.)	-0.11%	21.28%
All-time (ann.)	-0.11%	21.28%
Best Day	0.74%	0.1%
Worst Day	-1.92%	0.0%
Best Month	2.17%	1.83%
Worst Month	-3.01%	0.53%
Best Year	4.82%	15.5%
Worst Year	-4.73%	8.5%
Avg. Drawdown	-1.77%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.02	-
Ulcer Index	0.05	0.0
Serenity Index	-0.0	-
Avg. Up Month	0.76%	1.44%
Avg. Down Month	-	-
Win Days	66.44%	100.0%
Win Month	60.0%	100.0%
Win Quarter	66.67%	100.0%
Win Year	50.0%	100.0%
Beta	-1.46	-
Alpha	0.27	-
Correlation	-4.74%	-
Treynor Ratio	0.09%	-