SAFE[Strategy] vs RUB Inflation[Benchmark]

30 Oct, 2025 - 26 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	87.0%	100.0%
Cumulative Return	13.16%	6.2%
CAGR﹪	16.23%	7.6%
Sharpe	7.93	15.22
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	7.61	14.6
Sortino	16.73	-
Smart Sortino	16.04	-
Sortino/√2	11.83	-
Smart Sortino/√2	11.34	-
Omega	3.99	3.99
Max Drawdown	-0.44%	-
Longest DD Days	-	-
Volatility (ann.)	1.55%	0.39%
R^2	0.01	0.01
Information Ratio	0.26	0.26
Calmar	36.55	-
Skew	0.14	4.24
Kurtosis	3.11	28.54
Expected Daily	0.05%	0.02%
Expected Monthly	1.13%	0.55%
Expected Yearly	6.38%	3.05%
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	252
Max Consecutive Losses	3	0
Gain/Pain Ratio	2.99	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.99	-
Common Sense Ratio	6.8	-
CPC Index	-	-
Tail Ratio	1.7	19.15
Outlier Win Ratio	2.55	8.81
Outlier Loss Ratio	0.95	-
MTD	0.74%	0.38%
3M	3.6%	1.84%
6M	7.06%	2.82%
YTD	9.83%	5.16%
1Y	13.16%	6.2%
3Y (ann.)	16.23%	7.6%
5Y (ann.)	16.23%	7.6%
10Y (ann.)	16.23%	7.6%
All-time (ann.)	16.23%	7.6%
Best Day	0.48%	0.25%
Worst Day	-0.39%	0.0%
Best Month	1.74%	1.62%
Worst Month	0.12%	0.14%
Best Year	9.83%	5.16%
Worst Year	3.03%	0.99%
Avg. Drawdown	-0.1%	-
Avg. Drawdown Days	-	-
Recovery Factor	29.63	-
Ulcer Index	0.0	0.0
Serenity Index	121.72	-
Avg. Up Month	1.13%	0.55%
Avg. Down Month	-	-
Win Days	76.36%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.4	-
Alpha	0.1	-
Correlation	10.15%	-
Treynor Ratio	32.84%	-