WUSD RUB[Strategy] vs Deposit RUB[Benchmark]

9 Oct, 2026 - 14 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	75.0%	75.0%
Cumulative Return	-1.28%	0.81%
CAGR﹪	-61.04%	80.84%
Sharpe	-10.0	23.81
Prob. Sharpe Ratio	0.04%	86.2%
Smart Sharpe	-6.18	14.73
Sortino	-9.34	-
Smart Sortino	-5.78	-
Sortino/√2	-6.6	-
Smart Sortino/√2	-4.08	-
Omega	0.02	0.02
Max Drawdown	-1.28%	-
Longest DD Days	-	-
Volatility (ann.)	8.1%	2.15%
R^2	0.18	0.18
Information Ratio	-0.9	-0.9
Calmar	-47.58	-
Skew	-1.7	-2.0
Kurtosis	2.82	4.0
Expected Daily	-0.32%	0.2%
Expected Monthly	-1.28%	0.81%
Expected Yearly	-1.28%	0.81%
Kelly Criterion	-	-
Risk of Ruin	0.06%	0.0%
Daily Value-at-Risk	-1.16%	-0.02%
Expected Shortfall (cVaR)	-1.16%	-0.02%
Max Consecutive Wins	1	3
Max Consecutive Losses	1	0
Gain/Pain Ratio	-0.98	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.02	-
Common Sense Ratio	0.0	-
CPC Index	-	-
Tail Ratio	0.02	6.67
Outlier Win Ratio	14.55	0.71
Outlier Loss Ratio	0.79	-
MTD	-1.28%	0.81%
3M	-1.28%	0.81%
6M	-1.28%	0.81%
YTD	-1.28%	0.81%
1Y	-1.28%	0.81%
3Y (ann.)	-61.04%	80.84%
5Y (ann.)	-61.04%	80.84%
10Y (ann.)	-61.04%	80.84%
All-time (ann.)	-61.04%	80.84%
Best Day	0.02%	0.27%
Worst Day	-1.07%	0.0%
Best Month	-1.28%	0.81%
Worst Month	-1.28%	0.81%
Best Year	-1.28%	0.81%
Worst Year	-1.28%	0.81%
Avg. Drawdown	-1.28%	-
Avg. Drawdown Days	-	-
Recovery Factor	-1.0	-
Ulcer Index	0.01	0.0
Serenity Index	-0.32	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	33.33%	100.0%
Win Month	0.0%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	-1.58	-
Alpha	-0.0	-
Correlation	-41.99%	-
Treynor Ratio	0.81%	-