VDOR[Strategy] vs RUB Inflation[Benchmark]

21 Apr, 2026 - 31 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	99.0%
Cumulative Return	3.66%	2.13%
CAGR﹪	13.87%	7.91%
Sharpe	3.44	30.22
Prob. Sharpe Ratio	94.22%	-
Smart Sharpe	3.13	27.57
Sortino	4.92	-
Smart Sortino	4.49	-
Sortino/√2	3.48	-
Smart Sortino/√2	3.17	-
Omega	1.93	1.93
Max Drawdown	-2.03%	-
Longest DD Days	-	-
Volatility (ann.)	3.68%	0.24%
R^2	0.0	0.0
Information Ratio	0.09	0.09
Calmar	6.85	-
Skew	-1.26	-0.56
Kurtosis	7.11	-1.62
Expected Daily	0.05%	0.03%
Expected Monthly	0.9%	0.53%
Expected Yearly	3.66%	2.13%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.33%	-0.0%
Expected Shortfall (cVaR)	-0.33%	-0.0%
Max Consecutive Wins	18	71
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.93	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1.93	-
Common Sense Ratio	2.16	-
CPC Index	-	-
Tail Ratio	1.12	4.86
Outlier Win Ratio	2.04	10.02
Outlier Loss Ratio	1.7	-
MTD	0.59%	0.95%
3M	2.99%	2.02%
6M	3.66%	2.13%
YTD	3.66%	2.13%
1Y	3.66%	2.13%
3Y (ann.)	13.87%	7.91%
5Y (ann.)	13.87%	7.91%
10Y (ann.)	13.87%	7.91%
All-time (ann.)	13.87%	7.91%
Best Day	0.77%	0.04%
Worst Day	-1.03%	0.0%
Best Month	1.18%	0.95%
Worst Month	0.59%	0.12%
Best Year	3.66%	2.13%
Worst Year	3.66%	2.13%
Avg. Drawdown	-1.3%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.81	-
Ulcer Index	0.0	0.0
Serenity Index	2.15	-
Avg. Up Month	0.9%	0.53%
Avg. Down Month	-	-
Win Days	71.01%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.61	-
Alpha	0.17	-
Correlation	-4.07%	-
Treynor Ratio	-5.96%	-