VDOR RUB[Strategy] vs Deposit RUB[Benchmark]

21 Apr, 2026 - 18 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	5.52%	6.49%
CAGR﹪	13.95%	16.53%
Sharpe	3.06	40.63
Prob. Sharpe Ratio	97.31%	100.0%
Smart Sharpe	2.92	38.79
Sortino	4.87	-
Smart Sortino	4.65	-
Sortino/√2	3.45	-
Smart Sortino/√2	3.29	-
Omega	1.76	1.76
Max Drawdown	-2.03%	-
Longest DD Days	-	-
Volatility (ann.)	4.16%	0.36%
R^2	0.0	0.0
Information Ratio	-0.03	-0.03
Calmar	6.89	-
Skew	-0.17	2.35
Kurtosis	3.95	6.08
Expected Daily	0.05%	0.06%
Expected Monthly	0.9%	1.05%
Expected Yearly	5.52%	6.49%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.38%	-0.02%
Expected Shortfall (cVaR)	-0.38%	-0.02%
Max Consecutive Wins	18	106
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.76	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1.76	-
Common Sense Ratio	2.18	-
CPC Index	-	-
Tail Ratio	1.24	2.92
Outlier Win Ratio	2.54	7.71
Outlier Loss Ratio	1.47	-
MTD	0.39%	1.08%
3M	2.09%	3.73%
6M	5.52%	6.49%
YTD	5.52%	6.49%
1Y	5.52%	6.49%
3Y (ann.)	13.95%	16.53%
5Y (ann.)	13.95%	16.53%
10Y (ann.)	13.95%	16.53%
All-time (ann.)	13.95%	16.53%
Best Day	0.97%	0.14%
Worst Day	-1.03%	0.0%
Best Month	1.39%	1.08%
Worst Month	0.39%	0.95%
Best Year	5.52%	6.49%
Worst Year	5.52%	6.49%
Avg. Drawdown	-0.88%	-
Avg. Drawdown Days	-	-
Recovery Factor	2.72	-
Ulcer Index	0.0	0.0
Serenity Index	4.29	-
Avg. Up Month	0.9%	1.05%
Avg. Down Month	-	-
Win Days	64.42%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.52	-
Alpha	0.05	-
Correlation	4.6%	-
Treynor Ratio	10.51%	-