SAFE RUB[Strategy] vs Deposit RUB[Benchmark]

30 Oct, 2025 - 13 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	88.0%	100.0%
Cumulative Return	8.67%	8.52%
CAGR﹪	16.84%	16.53%
Sharpe	8.3	17.13
Prob. Sharpe Ratio	100.0%	99.43%
Smart Sharpe	7.73	15.94
Sortino	17.29	-
Smart Sortino	16.09	-
Sortino/√2	12.23	-
Smart Sortino/√2	11.38	-
Omega	4.5	4.5
Max Drawdown	-0.44%	-
Longest DD Days	-	-
Volatility (ann.)	1.63%	0.78%
R^2	0.01	0.01
Information Ratio	0.01	0.01
Calmar	37.92	-
Skew	0.14	11.28
Kurtosis	4.32	135.76
Expected Daily	0.05%	0.05%
Expected Monthly	1.04%	1.03%
Expected Yearly	4.24%	4.17%
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	154
Max Consecutive Losses	2	0
Gain/Pain Ratio	3.5	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	4.5	-
Common Sense Ratio	9.71	-
CPC Index	-	-
Tail Ratio	2.16	1.86
Outlier Win Ratio	2.63	4.2
Outlier Loss Ratio	0.95	-
MTD	0.26%	0.4%
3M	3.36%	3.31%
6M	7.9%	7.27%
YTD	5.47%	5.1%
1Y	8.67%	8.52%
3Y (ann.)	16.84%	16.53%
5Y (ann.)	16.84%	16.53%
10Y (ann.)	16.84%	16.53%
All-time (ann.)	16.84%	16.53%
Best Day	0.48%	0.64%
Worst Day	-0.39%	0.0%
Best Month	1.74%	1.3%
Worst Month	0.12%	0.4%
Best Year	5.47%	5.1%
Worst Year	3.03%	3.25%
Avg. Drawdown	-0.1%	-
Avg. Drawdown Days	-	-
Recovery Factor	19.52	-
Ulcer Index	0.0	0.0
Serenity Index	92.36	-
Avg. Up Month	1.05%	1.03%
Avg. Down Month	-	-
Win Days	79.26%	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	8.98%	-
Treynor Ratio	46.0%	-