VDOR RUB[Strategy] vs [Benchmark] RUCBHYTR RUB

28 Apr, 2026 - 18 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	95.0%	98.0%
Cumulative Return	3.08%	1.83%
CAGR﹪	24.24%	13.89%
Sharpe	7.09	2.38
Prob. Sharpe Ratio	98.98%	93.78%
Smart Sharpe	5.98	2.01
Sortino	11.62	3.98
Smart Sortino	9.81	3.35
Sortino/√2	8.22	2.81
Smart Sortino/√2	6.94	2.37
Omega	3.24	3.24
Max Drawdown	-0.58%	-0.38%
Longest DD Days	18	11
Volatility (ann.)	2.04%	2.52%
R^2	0.0	0.0
Information Ratio	0.16	0.16
Calmar	42.04	36.31
Skew	-1.36	0.16
Kurtosis	4.12	-0.06
Expected Daily	0.08%	0.05%
Expected Monthly	1.02%	0.61%
Expected Yearly	3.08%	1.83%
Kelly Criterion	50.49%	36.98%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.13%	-0.21%
Expected Shortfall (cVaR)	-0.13%	-0.21%
Max Consecutive Wins	17	6
Max Consecutive Losses	2	3
Gain/Pain Ratio	4.59	1.27
Gain/Pain (1M)	-	-
Payoff Ratio	0.42	1.44
Profit Factor	5.59	2.27
Common Sense Ratio	19.21	4.43
CPC Index	2.01	2.05
Tail Ratio	3.44	1.95
Outlier Win Ratio	2.78	2.34
Outlier Loss Ratio	2.16	2.59
MTD	1.56%	0.83%
3M	3.08%	1.83%
6M	3.08%	1.83%
YTD	3.08%	1.83%
1Y	3.08%	1.83%
3Y (ann.)	24.24%	13.89%
5Y (ann.)	24.24%	13.89%
10Y (ann.)	24.24%	13.89%
All-time (ann.)	24.24%	13.89%
Best Day	0.3%	0.38%
Worst Day	-0.39%	-0.3%
Best Month	1.56%	0.83%
Worst Month	0.38%	0.22%
Best Year	3.08%	1.83%
Worst Year	3.08%	1.83%
Avg. Drawdown	-0.58%	-0.22%
Avg. Drawdown Days	18	4
Recovery Factor	5.34	4.79
Ulcer Index	0.0	0.0
Serenity Index	-10.04	-20.95
Avg. Up Month	1.02%	0.61%
Avg. Down Month	-	-
Win Days	85.29%	62.86%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.01	-
Alpha	0.21	-
Correlation	-1.55%	-
Treynor Ratio	311.11%	-