SAFE RUB[Strategy] vs Deposit RUB[Benchmark]

30 Oct, 2025 - 17 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	88.0%	100.0%
Cumulative Return	15.7%	15.27%
CAGR﹪	16.32%	15.87%
Sharpe	7.75	20.78
Prob. Sharpe Ratio	100.0%	99.28%
Smart Sharpe	7.33	19.64
Sortino	16.3	-
Smart Sortino	15.4	-
Sortino/√2	11.53	-
Smart Sortino/√2	10.89	-
Omega	3.78	3.78
Max Drawdown	-0.44%	-
Longest DD Days	-	-
Volatility (ann.)	1.57%	0.57%
R^2	0.01	0.01
Information Ratio	0.01	0.01
Calmar	36.76	-
Skew	0.1	14.88
Kurtosis	2.37	244.98
Expected Daily	0.05%	0.05%
Expected Monthly	1.13%	1.1%
Expected Yearly	7.56%	7.36%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.11%	-0.01%
Expected Shortfall (cVaR)	-0.11%	-0.01%
Max Consecutive Wins	11	301
Max Consecutive Losses	3	0
Gain/Pain Ratio	2.78	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.78	-
Common Sense Ratio	6.72	-
CPC Index	-	-
Tail Ratio	1.78	1.95
Outlier Win Ratio	2.19	3.91
Outlier Loss Ratio	0.82	-
MTD	0.75%	1.09%
3M	3.66%	3.82%
6M	7.39%	7.18%
YTD	12.29%	11.64%
1Y	15.7%	15.27%
3Y (ann.)	16.32%	15.87%
5Y (ann.)	16.32%	15.87%
10Y (ann.)	16.32%	15.87%
All-time (ann.)	16.32%	15.87%
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	12.29%	11.64%
Worst Year	3.03%	3.25%
Avg. Drawdown	-0.1%	-
Avg. Drawdown Days	-	-
Recovery Factor	35.35	-
Ulcer Index	0.0	0.0
Serenity Index	151.35	-
Avg. Up Month	1.13%	1.1%
Avg. Down Month	-	-
Win Days	74.9%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.2	-
Alpha	0.1	-
Correlation	7.37%	-
Treynor Ratio	77.39%	-