SAFE[Strategy] vs RUB Inflation[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%	6.32%
CAGR﹪	16.32%	6.56%
Sharpe	7.75	13.36
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	7.33	12.62
Sortino	16.3	363.32
Smart Sortino	15.4	343.34
Sortino/√2	11.53	256.91
Smart Sortino/√2	10.89	242.78
Omega	3.78	3.78
Max Drawdown	-0.44%	-0.08%
Longest DD Days	12	36
Volatility (ann.)	1.57%	0.38%
R^2	0.01	0.01
Information Ratio	0.28	0.28
Calmar	36.76	81.96
Skew	0.1	4.17
Kurtosis	2.37	28.96
Expected Daily	0.05%	0.02%
Expected Monthly	1.13%	0.47%
Expected Yearly	7.56%	3.11%
Kelly Criterion	58.59%	89.89%
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	230
Max Consecutive Losses	3	27
Gain/Pain Ratio	2.78	76.54
Gain/Pain (1M)	-	76.54
Payoff Ratio	1.54	7.84
Profit Factor	3.78	77.54
Common Sense Ratio	6.72	2336.69
CPC Index	4.36	553.22
Tail Ratio	1.78	30.13
Outlier Win Ratio	2.32	8.65
Outlier Loss Ratio	1.06	28.36
MTD	0.75%	0.22%
3M	3.66%	0.75%
6M	7.39%	2.15%
YTD	12.29%	5.27%
1Y	15.7%	6.32%
3Y (ann.)	16.32%	6.56%
5Y (ann.)	16.32%	6.56%
10Y (ann.)	16.32%	6.56%
All-time (ann.)	16.32%	6.56%
Best Day	0.48%	0.25%
Worst Day	-0.39%	-0.0%
Best Month	1.74%	1.62%
Worst Month	0.12%	-0.08%
Best Year	12.29%	5.27%
Worst Year	3.03%	0.99%
Avg. Drawdown	-0.1%	-0.08%
Avg. Drawdown Days	3	36
Recovery Factor	35.35	78.95
Ulcer Index	0.0	0.0
Serenity Index	151.35	346.61
Avg. Up Month	1.15%	0.52%
Avg. Down Month	-	-
Win Days	74.9%	91.03%
Win Month	100.0%	92.31%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.42	-
Alpha	0.1	-
Correlation	10.14%	-
Treynor Ratio	37.73%	-