SAFE[Strategy] vs RUB Inflation[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%	0.9%
CAGR﹪	23.18%	7.39%
Sharpe	10.83	10.79
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	7.06	7.04
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%	0.64%
R^2	0.01	0.01
Information Ratio	0.44	0.44
Calmar	252.54	-
Skew	1.77	5.66
Kurtosis	4.62	32.41
Expected Daily	0.08%	0.03%
Expected Monthly	0.88%	0.3%
Expected Yearly	2.66%	0.9%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.11%	-0.04%
Expected Shortfall (cVaR)	-0.11%	-0.04%
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	1.0
Outlier Win Ratio	3.05	11.61
Outlier Loss Ratio	0.68	-
MTD	1.38%	0.23%
3M	2.66%	0.9%
6M	2.66%	0.9%
YTD	2.66%	0.9%
1Y	2.66%	0.9%
3Y (ann.)	23.18%	7.39%
5Y (ann.)	23.18%	7.39%
10Y (ann.)	23.18%	7.39%
All-time (ann.)	23.18%	7.39%
Best Day	0.48%	0.25%
Worst Day	-0.09%	0.0%
Best Month	1.38%	0.42%
Worst Month	0.12%	0.23%
Best Year	2.66%	0.9%
Worst Year	2.66%	0.9%
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%	0.3%
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	0.23	-
Alpha	0.19	-
Correlation	7.84%	-
Treynor Ratio	11.65%	-