VDOR[Strategy] vs RUB Inflation[Benchmark]

21 Apr, 2026 - 21 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	5.1%	1.57%
CAGR﹪	12.6%	3.79%
Sharpe	2.79	13.71
Prob. Sharpe Ratio	96.2%	100.0%
Smart Sharpe	2.7	13.25
Sortino	4.38	104.22
Smart Sortino	4.23	100.75
Sortino/√2	3.1	73.7
Smart Sortino/√2	2.99	71.24
Omega	1.67	1.67
Max Drawdown	-2.03%	-0.14%
Longest DD Days	38	49
Volatility (ann.)	4.19%	0.27%
R^2	0.0	0.0
Information Ratio	0.12	0.12
Calmar	6.22	27.65
Skew	-0.16	0.4
Kurtosis	3.72	-1.18
Expected Daily	0.05%	0.01%
Expected Monthly	0.83%	0.26%
Expected Yearly	5.1%	1.57%
Kelly Criterion	16.49%	61.04%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.39%	-0.01%
Expected Shortfall (cVaR)	-0.39%	-0.01%
Max Consecutive Wins	18	71
Max Consecutive Losses	4	36
Gain/Pain Ratio	0.67	11.37
Gain/Pain (1M)	-	11.37
Payoff Ratio	0.76	6.33
Profit Factor	1.67	12.37
Common Sense Ratio	1.89	133.94
CPC Index	0.82	51.98
Tail Ratio	1.13	10.83
Outlier Win Ratio	2.28	17.22
Outlier Loss Ratio	1.56	80.45
MTD	-0.0%	-0.06%
3M	1.54%	0.69%
6M	5.1%	1.57%
YTD	5.1%	1.57%
1Y	5.1%	1.57%
3Y (ann.)	12.6%	3.79%
5Y (ann.)	12.6%	3.79%
10Y (ann.)	12.6%	3.79%
All-time (ann.)	12.6%	3.79%
Best Day	0.97%	0.04%
Worst Day	-1.03%	-0.0%
Best Month	1.39%	0.87%
Worst Month	-0.0%	-0.08%
Best Year	5.1%	1.57%
Worst Year	5.1%	1.57%
Avg. Drawdown	-0.88%	-0.14%
Avg. Drawdown Days	19	49
Recovery Factor	2.52	11.47
Ulcer Index	0.0	0.0
Serenity Index	3.94	6.22
Avg. Up Month	0.9%	0.43%
Avg. Down Month	-0.0%	-0.06%
Win Days	63.81%	66.36%
Win Month	83.33%	66.67%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.23	-
Alpha	0.11	-
Correlation	1.49%	-
Treynor Ratio	21.71%	-