TRND RUB[Strategy] vs Deposit RUB[Benchmark]

24 Mar, 2025 - 10 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	-0.4%	19.54%
CAGR﹪	-0.39%	18.59%
Sharpe	0.08	34.3
Prob. Sharpe Ratio	53.23%	100.0%
Smart Sharpe	0.07	31.59
Sortino	0.11	-
Smart Sortino	0.1	-
Sortino/√2	0.08	-
Smart Sortino/√2	0.07	-
Omega	1.01	1.01
Max Drawdown	-14.76%	-
Longest DD Days	-	-
Volatility (ann.)	19.62%	0.49%
R^2	0.01	0.01
Information Ratio	-0.05	-0.05
Calmar	-0.03	-
Skew	0.06	6.31
Kurtosis	1.93	42.15
Expected Daily	-0.0%	0.07%
Expected Monthly	-0.03%	1.28%
Expected Yearly	-0.2%	9.33%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.03%	-0.02%
Expected Shortfall (cVaR)	-2.03%	-0.02%
Max Consecutive Wins	6	269
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.01	-
Gain/Pain (1M)	0.06	-
Payoff Ratio	-	-
Profit Factor	1.01	-
Common Sense Ratio	0.91	-
CPC Index	-	-
Tail Ratio	0.9	1.48
Outlier Win Ratio	1.84	24.12
Outlier Loss Ratio	1.6	-
MTD	-0.7%	0.41%
3M	-0.3%	3.75%
6M	7.99%	7.63%
YTD	-1.1%	3.98%
1Y	11.15%	17.27%
3Y (ann.)	-0.39%	18.59%
5Y (ann.)	-0.39%	18.59%
10Y (ann.)	-0.39%	18.59%
All-time (ann.)	-0.39%	18.59%
Best Day	5.47%	0.28%
Worst Day	-4.47%	0.0%
Best Month	6.51%	1.65%
Worst Month	-5.51%	0.41%
Best Year	0.71%	14.96%
Worst Year	-1.1%	3.98%
Avg. Drawdown	-3.76%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.03	-
Ulcer Index	0.08	0.0
Serenity Index	-0.0	-
Avg. Up Month	3.97%	1.31%
Avg. Down Month	-	-
Win Days	49.21%	100.0%
Win Month	50.0%	100.0%
Win Quarter	33.33%	100.0%
Win Year	50.0%	100.0%
Beta	-2.86	-
Alpha	0.49	-
Correlation	-7.09%	-
Treynor Ratio	0.14%	-