VDOR RUB[Strategy] vs Deposit RUB[Benchmark]

21 Apr, 2026 - 27 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	80.0%	80.0%
Cumulative Return	0.28%	0.89%
CAGR﹪	18.51%	71.57%
Sharpe	24.04	28.4
Prob. Sharpe Ratio	98.08%	89.42%
Smart Sharpe	23.34	27.57
Sortino	-	-
Smart Sortino	-	-
Sortino/√2	-	-
Smart Sortino/√2	-	-
Omega	-	-
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	0.59%	1.58%
R^2	0.72	0.72
Information Ratio	-1.72	-1.72
Calmar	-	-
Skew	-0.69	-2.24
Kurtosis	1.17	5.0
Expected Daily	0.06%	0.18%
Expected Monthly	0.28%	0.89%
Expected Yearly	0.28%	0.89%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.0%	-0.01%
Expected Shortfall (cVaR)	-0.0%	-0.01%
Max Consecutive Wins	4	4
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	9.51	5.0
Outlier Win Ratio	2.87	0.9
Outlier Loss Ratio	-	-
MTD	0.28%	0.89%
3M	0.28%	0.89%
6M	0.28%	0.89%
YTD	0.28%	0.89%
1Y	0.28%	0.89%
3Y (ann.)	18.51%	71.57%
5Y (ann.)	18.51%	71.57%
10Y (ann.)	18.51%	71.57%
All-time (ann.)	18.51%	71.57%
Best Day	0.1%	0.22%
Worst Day	0.0%	0.0%
Best Month	0.28%	0.89%
Worst Month	0.28%	0.89%
Best Year	0.28%	0.89%
Worst Year	0.28%	0.89%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	0.28%	0.89%
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	0.31	-
Alpha	-0.0	-
Correlation	84.64%	-
Treynor Ratio	0.89%	-
Avg. Drawdown Days	-	-