VDOR[Strategy] vs RUB Inflation[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%	0.0%
Cumulative Return	0.28%	0.0%
CAGR﹪	18.51%	0.0%
Sharpe	24.04	-
Prob. Sharpe Ratio	98.08%	-
Smart Sharpe	23.34	-
Sortino	-	-
Smart Sortino	-	-
Sortino/√2	-	-
Smart Sortino/√2	-	-
Omega	-	-
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	0.59%	0.0%
R^2	0.0	0.0
Information Ratio	1.51	1.51
Calmar	-	-
Skew	-0.69	0.0
Kurtosis	1.17	0.0
Expected Daily	0.06%	0.0%
Expected Monthly	0.28%	0.0%
Expected Yearly	0.28%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.0%	1.0%
Daily Value-at-Risk	-0.0%	-
Expected Shortfall (cVaR)	-0.0%	-
Max Consecutive Wins	4	0
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	9.51	-
Outlier Win Ratio	0.88	-
Outlier Loss Ratio	-	-
MTD	0.28%	0.0%
3M	0.28%	0.0%
6M	0.28%	0.0%
YTD	0.28%	0.0%
1Y	0.28%	0.0%
3Y (ann.)	18.51%	0.0%
5Y (ann.)	18.51%	0.0%
10Y (ann.)	18.51%	0.0%
All-time (ann.)	18.51%	0.0%
Best Day	0.1%	0.0%
Worst Day	0.0%	0.0%
Best Month	0.28%	0.0%
Worst Month	0.28%	0.0%
Best Year	0.28%	0.0%
Worst Year	0.28%	0.0%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	100.0%	0.0%
Win Month	100.0%	0.0%
Win Quarter	100.0%	0.0%
Win Year	100.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-
Avg. Drawdown Days	-	-