SBBC RUB[Strategy] vs Deposit RUB[Benchmark]

24 Apr, 2025 - 18 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	1.39%	18.32%
CAGR﹪	1.41%	18.66%
Sharpe	0.17	30.5
Prob. Sharpe Ratio	56.73%	100.0%
Smart Sharpe	0.17	29.96
Sortino	0.24	-
Smart Sortino	0.24	-
Sortino/√2	0.17	-
Smart Sortino/√2	0.17	-
Omega	1.03	1.03
Max Drawdown	-16.59%	-
Longest DD Days	-	-
Volatility (ann.)	20.57%	0.55%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	0.09	-
Skew	0.02	6.9
Kurtosis	1.23	50.49
Expected Daily	0.01%	0.07%
Expected Monthly	0.11%	1.3%
Expected Yearly	0.69%	8.78%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.12%	-0.01%
Expected Shortfall (cVaR)	-2.12%	-0.01%
Max Consecutive Wins	8	253
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.03	-
Gain/Pain (1M)	0.18	-
Payoff Ratio	-	-
Profit Factor	1.03	-
Common Sense Ratio	1.06	-
CPC Index	-	-
Tail Ratio	1.03	1.71
Outlier Win Ratio	2.0	28.52
Outlier Loss Ratio	1.65	-
MTD	-1.87%	1.12%
3M	0.37%	4.12%
6M	2.7%	8.03%
YTD	0.22%	4.72%
1Y	1.39%	18.32%
3Y (ann.)	1.41%	18.66%
5Y (ann.)	1.41%	18.66%
10Y (ann.)	1.41%	18.66%
All-time (ann.)	1.41%	18.66%
Best Day	4.27%	0.33%
Worst Day	-4.2%	0.0%
Best Month	6.77%	1.62%
Worst Month	-6.42%	1.12%
Best Year	1.17%	12.99%
Worst Year	0.22%	4.72%
Avg. Drawdown	-9.79%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.08	-
Ulcer Index	0.08	0.0
Serenity Index	0.02	-
Avg. Up Month	4.49%	1.33%
Avg. Down Month	-	-
Win Days	51.38%	100.0%
Win Month	38.46%	100.0%
Win Quarter	40.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.01	-
Alpha	0.04	-
Correlation	-0.03%	-
Treynor Ratio	-111.4%	-