WILD RUB[Strategy] vs Deposit RUB[Benchmark]

22 May, 2025 - 3 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	8.59%	14.16%
CAGR﹪	11.14%	18.48%
Sharpe	0.67	44.09
Prob. Sharpe Ratio	72.39%	100.0%
Smart Sharpe	0.58	38.7
Sortino	1.0	-
Smart Sortino	0.87	-
Sortino/√2	0.7	-
Smart Sortino/√2	0.62	-
Omega	1.12	1.12
Max Drawdown	-17.98%	-
Longest DD Days	-	-
Volatility (ann.)	18.23%	0.38%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	0.62	-
Skew	0.49	3.91
Kurtosis	4.04	16.36
Expected Daily	0.04%	0.07%
Expected Monthly	0.75%	1.21%
Expected Yearly	4.21%	6.85%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.84%	-0.03%
Expected Shortfall (cVaR)	-1.84%	-0.03%
Max Consecutive Wins	8	197
Max Consecutive Losses	10	0
Gain/Pain Ratio	0.12	-
Gain/Pain (1M)	0.69	-
Payoff Ratio	-	-
Profit Factor	1.12	-
Common Sense Ratio	1.17	-
CPC Index	-	-
Tail Ratio	1.04	1.37
Outlier Win Ratio	1.61	19.75
Outlier Loss Ratio	1.49	-
MTD	-0.09%	0.12%
3M	7.58%	3.73%
6M	1.68%	7.8%
YTD	4.01%	2.54%
1Y	8.59%	14.16%
3Y (ann.)	11.14%	18.48%
5Y (ann.)	11.14%	18.48%
10Y (ann.)	11.14%	18.48%
All-time (ann.)	11.14%	18.48%
Best Day	6.26%	0.18%
Worst Day	-3.8%	0.0%
Best Month	6.07%	1.53%
Worst Month	-9.03%	0.12%
Best Year	4.41%	11.33%
Worst Year	4.01%	2.54%
Avg. Drawdown	-4.54%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.48	-
Ulcer Index	0.09	0.0
Serenity Index	0.07	-
Avg. Up Month	2.89%	1.33%
Avg. Down Month	-	-
Win Days	52.91%	100.0%
Win Month	72.73%	100.0%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.87	-
Alpha	-0.19	-
Correlation	3.92%	-
Treynor Ratio	4.59%	-