SBBC[Strategy] vs RUB Inflation[Benchmark]

24 Apr, 2025 - 20 Jun, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	-4.27%	1.05%
CAGR﹪	-24.38%	6.95%
Sharpe	-0.99	23.12
Prob. Sharpe Ratio	34.87%	-
Smart Sharpe	-0.81	19.03
Sortino	-1.28	-
Smart Sortino	-1.06	-
Sortino/√2	-0.91	-
Smart Sortino/√2	-0.75	-
Omega	0.85	0.85
Max Drawdown	-11.51%	-
Longest DD Days	-	-
Volatility (ann.)	25.3%	0.29%
R^2	0.0	0.0
Information Ratio	-0.08	-0.08
Calmar	-2.12	-
Skew	-0.34	2.51
Kurtosis	-0.29	5.25
Expected Daily	-0.11%	0.03%
Expected Monthly	-1.44%	0.35%
Expected Yearly	-4.27%	1.05%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.72%	-0.0%
Expected Shortfall (cVaR)	-2.72%	-0.0%
Max Consecutive Wins	8	38
Max Consecutive Losses	5	0
Gain/Pain Ratio	-0.15	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.85	-
Common Sense Ratio	0.66	-
CPC Index	-	-
Tail Ratio	0.77	3.72
Outlier Win Ratio	1.43	52.97
Outlier Loss Ratio	1.1	-
MTD	-0.39%	0.3%
3M	-4.27%	1.05%
6M	-4.27%	1.05%
YTD	-4.27%	1.05%
1Y	-4.27%	1.05%
3Y (ann.)	-24.38%	6.95%
5Y (ann.)	-24.38%	6.95%
10Y (ann.)	-24.38%	6.95%
All-time (ann.)	-24.38%	6.95%
Best Day	2.77%	0.08%
Worst Day	-3.53%	0.0%
Best Month	-0.18%	0.43%
Worst Month	-3.71%	0.3%
Best Year	-4.27%	1.05%
Worst Year	-4.27%	1.05%
Avg. Drawdown	-11.51%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.37	-
Ulcer Index	0.07	0.0
Serenity Index	-0.08	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	55.26%	100.0%
Win Month	0.0%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	1.12	-
Alpha	-0.33	-
Correlation	1.3%	-
Treynor Ratio	-3.81%	-