WILD RUB[Strategy] vs Deposit RUB[Benchmark]

22 May, 2025 - 11 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	98.0%
Cumulative Return	-0.17%	3.69%
CAGR﹪	-1.26%	30.26%
Sharpe	0.0	33.6
Prob. Sharpe Ratio	50.04%	-
Smart Sharpe	0.0	30.74
Sortino	0.0	-
Smart Sortino	0.0	-
Sortino/√2	0.0	-
Smart Sortino/√2	0.0	-
Omega	1.0	1.0
Max Drawdown	-4.85%	-
Longest DD Days	-	-
Volatility (ann.)	15.62%	0.72%
R^2	0.0	0.0
Information Ratio	-0.1	-0.1
Calmar	-0.26	-
Skew	-0.47	1.08
Kurtosis	-0.3	0.32
Expected Daily	-0.0%	0.1%
Expected Monthly	-0.06%	1.21%
Expected Yearly	-0.17%	3.69%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.62%	-0.02%
Expected Shortfall (cVaR)	-1.62%	-0.02%
Max Consecutive Wins	8	37
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.0	-
Gain/Pain (1M)	0.0	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	0.87	-
CPC Index	-	-
Tail Ratio	0.87	2.35
Outlier Win Ratio	1.31	9.37
Outlier Loss Ratio	1.17	-
MTD	-4.31%	0.68%
3M	-0.17%	3.69%
6M	-0.17%	3.69%
YTD	-0.17%	3.69%
1Y	-0.17%	3.69%
3Y (ann.)	-1.26%	30.26%
5Y (ann.)	-1.26%	30.26%
10Y (ann.)	-1.26%	30.26%
All-time (ann.)	-1.26%	30.26%
Best Day	1.63%	0.18%
Worst Day	-2.23%	0.0%
Best Month	3.26%	1.53%
Worst Month	-4.31%	0.68%
Best Year	-0.17%	3.69%
Worst Year	-0.17%	3.69%
Avg. Drawdown	-3.86%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.04	-
Ulcer Index	0.02	0.0
Serenity Index	-0.02	-
Avg. Up Month	2.15%	1.48%
Avg. Down Month	-	-
Win Days	54.29%	100.0%
Win Month	66.67%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	1.46	-
Alpha	-0.35	-
Correlation	6.71%	-
Treynor Ratio	-0.12%	-