WOFZ RUB[Strategy] vs Deposit RUB[Benchmark]

9 Oct, 2026 - 13 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	67.0%	67.0%
Cumulative Return	0.3%	0.72%
CAGR﹪	31.46%	93.14%
Sharpe	9.64	18.33
Prob. Sharpe Ratio	-	-
Smart Sharpe	5.57	10.58
Sortino	-	-
Smart Sortino	-	-
Sortino/√2	-	-
Smart Sortino/√2	-	-
Omega	-	-
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	2.62%	3.31%
R^2	0.28	0.28
Information Ratio	-0.76	-0.76
Calmar	-	-
Skew	1.72	-1.73
Kurtosis	-	-
Expected Daily	0.1%	0.24%
Expected Monthly	0.3%	0.72%
Expected Yearly	0.3%	0.72%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.17%	-0.1%
Expected Shortfall (cVaR)	-0.17%	-0.1%
Max Consecutive Wins	2	2
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	262.76	10.0
Outlier Win Ratio	3.23	1.34
Outlier Loss Ratio	-	-
MTD	0.3%	0.72%
3M	0.3%	0.72%
6M	0.3%	0.72%
YTD	0.3%	0.72%
1Y	0.3%	0.72%
3Y (ann.)	31.46%	93.14%
5Y (ann.)	31.46%	93.14%
10Y (ann.)	31.46%	93.14%
All-time (ann.)	31.46%	93.14%
Best Day	0.29%	0.36%
Worst Day	0.0%	0.0%
Best Month	0.3%	0.72%
Worst Month	0.3%	0.72%
Best Year	0.3%	0.72%
Worst Year	0.3%	0.72%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	0.3%	0.72%
Avg. Down Month	-	-
Win Days	100.0%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.42	-
Alpha	0.0	-
Correlation	52.6%	-
Treynor Ratio	0.72%	-
Avg. Drawdown Days	-	-