VDOR[Strategy] vs RUB Inflation[Benchmark]

21 Apr, 2026 - 17 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	98.0%
Cumulative Return	3.35%	0.39%
CAGR﹪	23.49%	2.56%
Sharpe	10.72	41.12
Prob. Sharpe Ratio	99.7%	-
Smart Sharpe	8.75	33.58
Sortino	19.53	-
Smart Sortino	15.95	-
Sortino/√2	13.81	-
Smart Sortino/√2	11.28	-
Omega	5.99	5.99
Max Drawdown	-0.58%	-
Longest DD Days	-	-
Volatility (ann.)	1.94%	0.06%
R^2	0.01	0.01
Information Ratio	0.6	0.6
Calmar	40.75	-
Skew	-1.38	1.02
Kurtosis	4.69	1.51
Expected Daily	0.08%	0.01%
Expected Monthly	1.1%	0.13%
Expected Yearly	3.35%	0.39%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.12%	-0.0%
Expected Shortfall (cVaR)	-0.12%	-0.0%
Max Consecutive Wins	16	39
Max Consecutive Losses	2	0
Gain/Pain Ratio	4.99	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	5.99	-
Common Sense Ratio	28.44	-
CPC Index	-	-
Tail Ratio	4.75	2.06
Outlier Win Ratio	1.34	15.42
Outlier Loss Ratio	1.11	-
MTD	1.47%	0.1%
3M	3.35%	0.39%
6M	3.35%	0.39%
YTD	3.35%	0.39%
1Y	3.35%	0.39%
3Y (ann.)	23.49%	2.56%
5Y (ann.)	23.49%	2.56%
10Y (ann.)	23.49%	2.56%
All-time (ann.)	23.49%	2.56%
Best Day	0.3%	0.02%
Worst Day	-0.39%	0.0%
Best Month	1.47%	0.17%
Worst Month	0.73%	0.1%
Best Year	3.35%	0.39%
Worst Year	3.35%	0.39%
Avg. Drawdown	-0.58%	-
Avg. Drawdown Days	-	-
Recovery Factor	5.81	-
Ulcer Index	0.0	0.0
Serenity Index	9.09	-
Avg. Up Month	1.1%	0.13%
Avg. Down Month	-	-
Win Days	86.84%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	3.7	-
Alpha	0.12	-
Correlation	11.53%	-
Treynor Ratio	0.9%	-