WILD RUB[Strategy] vs Deposit RUB[Benchmark]

22 May, 2025 - 24 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	8.15%	16.57%
CAGR﹪	8.86%	18.07%
Sharpe	0.57	45.75
Prob. Sharpe Ratio	70.96%	100.0%
Smart Sharpe	0.5	40.08
Sortino	0.84	-
Smart Sortino	0.74	-
Sortino/√2	0.6	-
Smart Sortino/√2	0.52	-
Omega	1.1	1.1
Max Drawdown	-17.98%	-
Longest DD Days	-	-
Volatility (ann.)	17.4%	0.36%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	0.49	-
Skew	0.46	4.21
Kurtosis	4.25	19.44
Expected Daily	0.03%	0.07%
Expected Monthly	0.66%	1.29%
Expected Yearly	4.0%	7.97%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.76%	-0.03%
Expected Shortfall (cVaR)	-1.76%	-0.03%
Max Consecutive Wins	8	235
Max Consecutive Losses	10	0
Gain/Pain Ratio	0.1	-
Gain/Pain (1M)	0.59	-
Payoff Ratio	-	-
Profit Factor	1.1	-
Common Sense Ratio	1.14	-
CPC Index	-	-
Tail Ratio	1.03	1.48
Outlier Win Ratio	1.64	20.13
Outlier Loss Ratio	1.56	-
MTD	1.42%	1.12%
3M	0.98%	3.75%
6M	12.75%	7.79%
YTD	3.59%	4.71%
1Y	8.15%	16.57%
3Y (ann.)	8.86%	18.07%
5Y (ann.)	8.86%	18.07%
10Y (ann.)	8.86%	18.07%
All-time (ann.)	8.86%	18.07%
Best Day	6.26%	0.18%
Worst Day	-3.8%	0.0%
Best Month	6.07%	1.53%
Worst Month	-9.03%	1.12%
Best Year	4.41%	11.33%
Worst Year	3.59%	4.71%
Avg. Drawdown	-4.54%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.45	-
Ulcer Index	0.08	0.0
Serenity Index	0.07	-
Avg. Up Month	2.73%	1.3%
Avg. Down Month	-	-
Win Days	51.11%	100.0%
Win Month	75.0%	100.0%
Win Quarter	80.0%	100.0%
Win Year	100.0%	100.0%
Beta	2.11	-
Alpha	-0.25	-
Correlation	4.34%	-
Treynor Ratio	3.87%	-