WILD RUB[Strategy] vs Deposit RUB[Benchmark]

22 May, 2025 - 14 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	-5.95%	7.77%
CAGR﹪	-14.31%	20.73%
Sharpe	-0.78	35.25
Prob. Sharpe Ratio	30.75%	100.0%
Smart Sharpe	-0.75	33.69
Sortino	-1.07	-
Smart Sortino	-1.02	-
Sortino/√2	-0.76	-
Smart Sortino/√2	-0.72	-
Omega	0.88	0.88
Max Drawdown	-17.23%	-
Longest DD Days	-	-
Volatility (ann.)	16.97%	0.51%
R^2	0.01	0.01
Information Ratio	-0.12	-0.12
Calmar	-0.83	-
Skew	0.02	2.75
Kurtosis	-0.03	7.2
Expected Daily	-0.06%	0.07%
Expected Monthly	-1.02%	1.25%
Expected Yearly	-5.95%	7.77%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.81%	-0.02%
Expected Shortfall (cVaR)	-1.81%	-0.02%
Max Consecutive Wins	8	104
Max Consecutive Losses	10	0
Gain/Pain Ratio	-0.12	-
Gain/Pain (1M)	-0.38	-
Payoff Ratio	-	-
Profit Factor	0.88	-
Common Sense Ratio	0.91	-
CPC Index	-	-
Tail Ratio	1.03	3.04
Outlier Win Ratio	1.68	18.5
Outlier Loss Ratio	1.2	-
MTD	-5.15%	0.59%
3M	-5.79%	4.08%
6M	-5.95%	7.77%
YTD	-5.95%	7.77%
1Y	-5.95%	7.77%
3Y (ann.)	-14.31%	20.73%
5Y (ann.)	-14.31%	20.73%
10Y (ann.)	-14.31%	20.73%
All-time (ann.)	-14.31%	20.73%
Best Day	2.52%	0.18%
Worst Day	-2.96%	0.0%
Best Month	3.26%	1.53%
Worst Month	-9.03%	0.59%
Best Year	-5.95%	7.77%
Worst Year	-5.95%	7.77%
Avg. Drawdown	-4.44%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.35	-
Ulcer Index	0.06	0.0
Serenity Index	-0.08	-
Avg. Up Month	2.18%	1.41%
Avg. Down Month	-	-
Win Days	48.0%	100.0%
Win Month	66.67%	100.0%
Win Quarter	33.33%	100.0%
Win Year	0.0%	100.0%
Beta	2.49	-
Alpha	-0.58	-
Correlation	7.47%	-
Treynor Ratio	-2.39%	-