VDOR RUB[Strategy] vs Deposit RUB[Benchmark]

21 Apr, 2026 - 17 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	98.0%
Cumulative Return	3.35%	2.7%
CAGR﹪	23.49%	18.62%
Sharpe	10.71	31.94
Prob. Sharpe Ratio	99.7%	-
Smart Sharpe	8.75	26.08
Sortino	19.52	-
Smart Sortino	15.94	-
Sortino/√2	13.8	-
Smart Sortino/√2	11.27	-
Omega	5.98	5.98
Max Drawdown	-0.58%	-
Longest DD Days	-	-
Volatility (ann.)	1.94%	0.53%
R^2	0.01	0.01
Information Ratio	0.13	0.13
Calmar	40.74	-
Skew	-1.37	1.41
Kurtosis	4.68	1.13
Expected Daily	0.08%	0.07%
Expected Monthly	1.1%	0.89%
Expected Yearly	3.35%	2.7%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.12%	-0.01%
Expected Shortfall (cVaR)	-0.12%	-0.01%
Max Consecutive Wins	15	39
Max Consecutive Losses	2	0
Gain/Pain Ratio	4.98	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	5.98	-
Common Sense Ratio	28.43	-
CPC Index	-	-
Tail Ratio	4.75	2.52
Outlier Win Ratio	1.86	3.16
Outlier Loss Ratio	1.04	-
MTD	1.47%	0.65%
3M	3.35%	2.7%
6M	3.35%	2.7%
YTD	3.35%	2.7%
1Y	3.35%	2.7%
3Y (ann.)	23.49%	18.62%
5Y (ann.)	23.49%	18.62%
10Y (ann.)	23.49%	18.62%
All-time (ann.)	23.49%	18.62%
Best Day	0.3%	0.14%
Worst Day	-0.39%	0.0%
Best Month	1.47%	1.08%
Worst Month	0.73%	0.65%
Best Year	3.35%	2.7%
Worst Year	3.35%	2.7%
Avg. Drawdown	-0.58%	-
Avg. Drawdown Days	-	-
Recovery Factor	5.81	-
Ulcer Index	0.0	0.0
Serenity Index	9.08	-
Avg. Up Month	1.1%	0.89%
Avg. Down Month	-	-
Win Days	86.49%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.4	-
Alpha	0.14	-
Correlation	10.8%	-
Treynor Ratio	8.41%	-