SAFE RUB[Strategy] vs Deposit RUB[Benchmark]

30 Oct, 2025 - 15 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	88.0%	97.0%
Cumulative Return	2.66%	2.67%
CAGR﹪	23.18%	23.3%
Sharpe	10.83	12.6
Prob. Sharpe Ratio	100.0%	99.99%
Smart Sharpe	7.06	8.22
Sortino	54.46	-
Smart Sortino	35.52	-
Sortino/√2	38.51	-
Smart Sortino/√2	25.12	-
Omega	10.54	10.54
Max Drawdown	-0.09%	-
Longest DD Days	-	-
Volatility (ann.)	1.86%	1.6%
R^2	0.01	0.01
Information Ratio	-0.0	-0.0
Calmar	252.54	-
Skew	1.77	5.62
Kurtosis	4.62	32.12
Expected Daily	0.08%	0.08%
Expected Monthly	0.88%	0.88%
Expected Yearly	2.66%	2.67%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.11%	-0.09%
Expected Shortfall (cVaR)	-0.11%	-0.09%
Max Consecutive Wins	6	32
Max Consecutive Losses	1	0
Gain/Pain Ratio	9.54	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	10.54	-
Common Sense Ratio	46.34	-
CPC Index	-	-
Tail Ratio	4.39	1.01
Outlier Win Ratio	4.39	5.69
Outlier Loss Ratio	0.56	-
MTD	1.38%	0.71%
3M	2.66%	2.67%
6M	2.66%	2.67%
YTD	2.66%	2.67%
1Y	2.66%	2.67%
3Y (ann.)	23.18%	23.3%
5Y (ann.)	23.18%	23.3%
10Y (ann.)	23.18%	23.3%
All-time (ann.)	23.18%	23.3%
Best Day	0.48%	0.64%
Worst Day	-0.09%	0.0%
Best Month	1.38%	1.3%
Worst Month	0.12%	0.64%
Best Year	2.66%	2.67%
Worst Year	2.66%	2.67%
Avg. Drawdown	-0.06%	-
Avg. Drawdown Days	-	-
Recovery Factor	29.0	-
Ulcer Index	0.0	0.0
Serenity Index	295.84	-
Avg. Up Month	0.88%	0.88%
Avg. Down Month	-	-
Win Days	82.76%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.09	-
Alpha	0.18	-
Correlation	8.06%	-
Treynor Ratio	28.5%	-