WILD RUB[Strategy] vs Deposit RUB[Benchmark]

4 Jun, 2025 - 13 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	2.88%	10.17%
CAGR﹪	4.75%	17.17%
Sharpe	0.41	102.72
Prob. Sharpe Ratio	62.4%	100.0%
Smart Sharpe	0.4	99.61
Sortino	0.55	-
Smart Sortino	0.54	-
Sortino/√2	0.39	-
Smart Sortino/√2	0.38	-
Omega	1.07	1.07
Max Drawdown	-50.37%	-
Longest DD Days	-	-
Volatility (ann.)	67.24%	0.15%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.09	-
Skew	-0.47	-0.69
Kurtosis	0.45	11.62
Expected Daily	0.02%	0.06%
Expected Monthly	0.36%	1.22%
Expected Yearly	1.43%	4.96%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-6.86%	-0.05%
Expected Shortfall (cVaR)	-6.86%	-0.05%
Max Consecutive Wins	8	153
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.07	-
Gain/Pain (1M)	0.31	-
Payoff Ratio	-	-
Profit Factor	1.07	-
Common Sense Ratio	0.79	-
CPC Index	-	-
Tail Ratio	0.74	1.52
Outlier Win Ratio	1.43	70.43
Outlier Loss Ratio	1.52	-
MTD	5.96%	0.46%
3M	-40.01%	3.93%
6M	-2.78%	8.06%
YTD	5.96%	0.46%
1Y	2.88%	10.17%
3Y (ann.)	4.75%	17.17%
5Y (ann.)	4.75%	17.17%
10Y (ann.)	4.75%	17.17%
All-time (ann.)	4.75%	17.17%
Best Day	10.74%	0.08%
Worst Day	-12.92%	0.0%
Best Month	48.13%	1.44%
Worst Month	-37.0%	0.46%
Best Year	5.96%	9.66%
Worst Year	-2.91%	0.46%
Avg. Drawdown	-9.6%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.06	-
Ulcer Index	0.25	0.0
Serenity Index	0.01	-
Avg. Up Month	19.2%	1.14%
Avg. Down Month	-	-
Win Days	52.94%	100.0%
Win Month	50.0%	100.0%
Win Quarter	75.0%	100.0%
Win Year	50.0%	100.0%
Beta	-7.23	-
Alpha	1.42	-
Correlation	-1.66%	-
Treynor Ratio	-0.4%	-