SAFE RUB[Strategy] vs Deposit RUB[Benchmark]

30 Oct, 2025 - 17 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	92.0%	100.0%
Cumulative Return	6.5%	6.95%
CAGR﹪	18.13%	19.44%
Sharpe	8.81	17.91
Prob. Sharpe Ratio	100.0%	99.45%
Smart Sharpe	7.96	16.18
Sortino	19.64	-
Smart Sortino	17.75	-
Sortino/√2	13.89	-
Smart Sortino/√2	12.55	-
Omega	4.93	4.93
Max Drawdown	-0.44%	-
Longest DD Days	-	-
Volatility (ann.)	1.77%	0.93%
R^2	0.0	0.0
Information Ratio	-0.03	-0.03
Calmar	40.83	-
Skew	0.26	9.48
Kurtosis	4.08	93.85
Expected Daily	0.06%	0.07%
Expected Monthly	1.06%	1.13%
Expected Yearly	3.2%	3.42%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.12%	-0.03%
Expected Shortfall (cVaR)	-0.12%	-0.03%
Max Consecutive Wins	11	101
Max Consecutive Losses	2	0
Gain/Pain Ratio	3.93	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	4.93	-
Common Sense Ratio	11.77	-
CPC Index	-	-
Tail Ratio	2.39	1.64
Outlier Win Ratio	2.44	3.58
Outlier Loss Ratio	0.63	-
MTD	0.64%	1.16%
3M	4.02%	4.18%
6M	6.5%	6.95%
YTD	3.37%	3.58%
1Y	6.5%	6.95%
3Y (ann.)	18.13%	19.44%
5Y (ann.)	18.13%	19.44%
10Y (ann.)	18.13%	19.44%
All-time (ann.)	18.13%	19.44%
Best Day	0.48%	0.64%
Worst Day	-0.39%	0.0%
Best Month	1.74%	1.3%
Worst Month	0.12%	0.64%
Best Year	3.37%	3.58%
Worst Year	3.03%	3.25%
Avg. Drawdown	-0.09%	-
Avg. Drawdown Days	-	-
Recovery Factor	14.64	-
Ulcer Index	0.0	0.0
Serenity Index	94.4	-
Avg. Up Month	1.06%	1.13%
Avg. Down Month	-	-
Win Days	78.49%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.11	-
Alpha	0.14	-
Correlation	5.88%	-
Treynor Ratio	57.96%	-