VDOR RUB[Strategy] vs Deposit RUB[Benchmark]

21 Apr, 2026 - 3 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	99.0%
Cumulative Return	3.6%	4.28%
CAGR﹪	13.21%	15.85%
Sharpe	3.35	34.55
Prob. Sharpe Ratio	93.98%	100.0%
Smart Sharpe	3.06	31.49
Sortino	4.8	-
Smart Sortino	4.38	-
Sortino/√2	3.4	-
Smart Sortino/√2	3.09	-
Omega	1.9	1.9
Max Drawdown	-2.03%	-
Longest DD Days	-	-
Volatility (ann.)	3.66%	0.42%
R^2	0.01	0.01
Information Ratio	-0.04	-0.04
Calmar	6.53	-
Skew	-1.24	2.4
Kurtosis	7.15	5.28
Expected Daily	0.05%	0.06%
Expected Monthly	0.71%	0.84%
Expected Yearly	3.6%	4.28%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.33%	-0.01%
Expected Shortfall (cVaR)	-0.33%	-0.01%
Max Consecutive Wins	18	72
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.9	-
Gain/Pain (1M)	61.53	-
Payoff Ratio	-	-
Profit Factor	1.9	-
Common Sense Ratio	2.12	-
CPC Index	-	-
Tail Ratio	1.11	2.92
Outlier Win Ratio	2.35	5.9
Outlier Loss Ratio	1.68	-
MTD	-0.06%	0.05%
3M	2.84%	3.3%
6M	3.6%	4.28%
YTD	3.6%	4.28%
1Y	3.6%	4.28%
3Y (ann.)	13.21%	15.85%
5Y (ann.)	13.21%	15.85%
10Y (ann.)	13.21%	15.85%
All-time (ann.)	13.21%	15.85%
Best Day	0.77%	0.14%
Worst Day	-1.03%	0.0%
Best Month	1.18%	1.08%
Worst Month	-0.06%	0.05%
Best Year	3.6%	4.28%
Worst Year	3.6%	4.28%
Avg. Drawdown	-0.89%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.78	-
Ulcer Index	0.0	0.0
Serenity Index	2.13	-
Avg. Up Month	0.9%	1.04%
Avg. Down Month	-	-
Win Days	70.0%	100.0%
Win Month	80.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.77	-
Alpha	0.01	-
Correlation	8.84%	-
Treynor Ratio	4.66%	-