WILD RUB[Strategy] vs Deposit RUB[Benchmark]

22 May, 2025 - 28 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	-0.47%	9.91%
CAGR﹪	-0.9%	19.91%
Sharpe	0.06	38.16
Prob. Sharpe Ratio	51.7%	100.0%
Smart Sharpe	0.05	33.53
Sortino	0.09	-
Smart Sortino	0.07	-
Sortino/√2	0.06	-
Smart Sortino/√2	0.05	-
Omega	1.01	1.01
Max Drawdown	-17.98%	-
Longest DD Days	-	-
Volatility (ann.)	20.25%	0.45%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	-0.05	-
Skew	0.59	3.24
Kurtosis	3.62	10.57
Expected Daily	-0.0%	0.07%
Expected Monthly	-0.07%	1.36%
Expected Yearly	-0.47%	9.91%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.09%	-0.02%
Expected Shortfall (cVaR)	-2.09%	-0.02%
Max Consecutive Wins	8	137
Max Consecutive Losses	10	0
Gain/Pain Ratio	0.01	-
Gain/Pain (1M)	0.05	-
Payoff Ratio	-	-
Profit Factor	1.01	-
Common Sense Ratio	1.0	-
CPC Index	-	-
Tail Ratio	0.99	3.22
Outlier Win Ratio	1.44	19.55
Outlier Loss Ratio	1.44	-
MTD	5.38%	1.29%
3M	-9.55%	4.05%
6M	0.96%	8.94%
YTD	-0.47%	9.91%
1Y	-0.47%	9.91%
3Y (ann.)	-0.9%	19.91%
5Y (ann.)	-0.9%	19.91%
10Y (ann.)	-0.9%	19.91%
All-time (ann.)	-0.9%	19.91%
Best Day	6.26%	0.18%
Worst Day	-3.8%	0.0%
Best Month	5.38%	1.53%
Worst Month	-9.03%	1.28%
Best Year	-0.47%	9.91%
Worst Year	-0.47%	9.91%
Avg. Drawdown	-4.54%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.03	-
Ulcer Index	0.09	0.0
Serenity Index	-0.0	-
Avg. Up Month	2.82%	1.39%
Avg. Down Month	-	-
Win Days	49.62%	100.0%
Win Month	71.43%	100.0%
Win Quarter	66.67%	100.0%
Win Year	0.0%	100.0%
Beta	2.09	-
Alpha	-0.35	-
Correlation	4.68%	-
Treynor Ratio	-0.22%	-