WILD RUB[Strategy] vs Deposit RUB[Benchmark]

22 May, 2025 - 14 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	-14.04%	19.66%
CAGR﹪	-12.38%	16.97%
Sharpe	-0.6	46.13
Prob. Sharpe Ratio	26.01%	100.0%
Smart Sharpe	-0.55	42.09
Sortino	-0.81	-
Smart Sortino	-0.74	-
Sortino/√2	-0.57	-
Smart Sortino/√2	-0.52	-
Omega	0.9	0.9
Max Drawdown	-24.93%	-
Longest DD Days	-	-
Volatility (ann.)	18.89%	0.34%
R^2	0.0	0.0
Information Ratio	-0.09	-0.09
Calmar	-0.5	-
Skew	-0.05	4.48
Kurtosis	3.54	22.8
Expected Daily	-0.05%	0.06%
Expected Monthly	-1.0%	1.2%
Expected Yearly	-7.29%	9.39%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.0%	-0.03%
Expected Shortfall (cVaR)	-2.0%	-0.03%
Max Consecutive Wins	8	290
Max Consecutive Losses	10	0
Gain/Pain Ratio	-0.1	-
Gain/Pain (1M)	-0.36	-
Payoff Ratio	-	-
Profit Factor	0.9	-
Common Sense Ratio	0.8	-
CPC Index	-	-
Tail Ratio	0.89	1.54
Outlier Win Ratio	1.59	21.45
Outlier Loss Ratio	1.64	-
MTD	-6.42%	0.5%
3M	-18.51%	3.33%
6M	-16.41%	7.1%
YTD	-17.67%	7.49%
1Y	-13.89%	15.57%
3Y (ann.)	-12.38%	16.97%
5Y (ann.)	-12.38%	16.97%
10Y (ann.)	-12.38%	16.97%
All-time (ann.)	-12.38%	16.97%
Best Day	6.26%	0.18%
Worst Day	-5.38%	0.0%
Best Month	6.07%	1.53%
Worst Month	-9.03%	0.5%
Best Year	4.41%	11.33%
Worst Year	-17.67%	7.49%
Avg. Drawdown	-5.54%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.56	-
Ulcer Index	0.1	0.0
Serenity Index	-0.09	-
Avg. Up Month	2.89%	1.33%
Avg. Down Month	-	-
Win Days	48.21%	100.0%
Win Month	53.33%	100.0%
Win Quarter	50.0%	100.0%
Win Year	50.0%	100.0%
Beta	3.93	-
Alpha	-0.72	-
Correlation	7.02%	-
Treynor Ratio	-3.57%	-