SAFE RUB[Strategy] vs Deposit RUB[Benchmark]

30 Oct, 2025 - 11 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	89.0%	100.0%
Cumulative Return	11.55%	10.88%
CAGR﹪	17.0%	16.0%
Sharpe	8.16	18.35
Prob. Sharpe Ratio	100.0%	99.32%
Smart Sharpe	7.71	17.32
Sortino	17.12	-
Smart Sortino	16.17	-
Sortino/√2	12.11	-
Smart Sortino/√2	11.43	-
Omega	4.1	4.1
Max Drawdown	-0.44%	-
Longest DD Days	-	-
Volatility (ann.)	1.6%	0.67%
R^2	0.01	0.01
Information Ratio	0.03	0.03
Calmar	38.29	-
Skew	0.08	12.95
Kurtosis	3.19	180.73
Expected Daily	0.05%	0.05%
Expected Monthly	1.1%	1.04%
Expected Yearly	5.62%	5.3%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.11%	-0.02%
Expected Shortfall (cVaR)	-0.11%	-0.02%
Max Consecutive Wins	11	210
Max Consecutive Losses	3	0
Gain/Pain Ratio	3.1	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	4.1	-
Common Sense Ratio	7.02	-
CPC Index	-	-
Tail Ratio	1.71	1.86
Outlier Win Ratio	2.45	4.31
Outlier Loss Ratio	0.68	-
MTD	0.73%	0.42%
3M	3.53%	3.32%
6M	7.87%	7.17%
YTD	8.26%	7.39%
1Y	11.55%	10.88%
3Y (ann.)	17.0%	16.0%
5Y (ann.)	17.0%	16.0%
10Y (ann.)	17.0%	16.0%
All-time (ann.)	17.0%	16.0%
Best Day	0.48%	0.64%
Worst Day	-0.39%	0.0%
Best Month	1.74%	1.3%
Worst Month	0.12%	0.42%
Best Year	8.26%	7.39%
Worst Year	3.03%	3.25%
Avg. Drawdown	-0.11%	-
Avg. Drawdown Days	-	-
Recovery Factor	26.01	-
Ulcer Index	0.0	0.0
Serenity Index	123.91	-
Avg. Up Month	1.1%	1.04%
Avg. Down Month	-	-
Win Days	76.88%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.19	-
Alpha	0.11	-
Correlation	8.12%	-
Treynor Ratio	59.72%	-