VDOR RUB[Strategy] vs [Benchmark] RUCBHYTR RUB

24 Apr, 2026 - 27 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	50.0%	50.0%
Cumulative Return	0.07%	0.4%
CAGR﹪	9.52%	62.56%
Sharpe	3.16	9.72
Prob. Sharpe Ratio	-	-
Smart Sharpe	-	-
Sortino	8.79	144.81
Smart Sortino	-	-
Sortino/√2	6.22	102.4
Smart Sortino/√2	-	-
Omega	1.78	1.78
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	0.84%	4.49%
R^2	1.0	1.0
Information Ratio	-0.71	-0.71
Calmar	-	-
Skew	-	-
Kurtosis	-	-
Expected Daily	0.04%	0.2%
Expected Monthly	0.07%	0.4%
Expected Yearly	0.07%	0.4%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.05%	-0.27%
Expected Shortfall (cVaR)	-0.05%	-0.27%
Max Consecutive Wins	1	1
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	19.0	19.0
Outlier Win Ratio	6.29	1.17
Outlier Loss Ratio	-	-
MTD	0.07%	0.4%
3M	0.07%	0.4%
6M	0.07%	0.4%
YTD	0.07%	0.4%
1Y	0.07%	0.4%
3Y (ann.)	9.52%	62.56%
5Y (ann.)	9.52%	62.56%
10Y (ann.)	9.52%	62.56%
All-time (ann.)	9.52%	62.56%
Best Day	0.07%	0.4%
Worst Day	0.0%	0.0%
Best Month	0.07%	0.4%
Worst Month	0.07%	0.4%
Best Year	0.07%	0.4%
Worst Year	0.07%	0.4%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	0.07%	0.4%
Avg. Down Month	-	-
Win Days	100.0%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.19	-
Alpha	0.0	-
Correlation	100.0%	-
Treynor Ratio	-37.08%	-
Avg. Drawdown Days	-	-