SBBC[Strategy] vs RUB Inflation[Benchmark]

24 Apr, 2025 - 31 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	-1.17%	8.31%
CAGR﹪	-0.77%	5.39%
Sharpe	0.08	14.14
Prob. Sharpe Ratio	54.01%	100.0%
Smart Sharpe	0.07	13.56
Sortino	0.11	68.37
Smart Sortino	0.1	65.55
Sortino/√2	0.07	48.35
Smart Sortino/√2	0.07	46.35
Omega	1.01	1.01
Max Drawdown	-31.19%	-0.4%
Longest DD Days	439	63
Volatility (ann.)	21.6%	0.33%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	-0.02	13.48
Skew	-0.25	1.91
Kurtosis	1.21	5.91
Expected Daily	-0.0%	0.02%
Expected Monthly	-0.06%	0.42%
Expected Yearly	-0.59%	4.07%
Kelly Criterion	-11.75%	83.63%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.23%	-0.02%
Expected Shortfall (cVaR)	-2.23%	-0.02%
Max Consecutive Wins	9	264
Max Consecutive Losses	5	27
Gain/Pain Ratio	0.01	16.61
Gain/Pain (1M)	0.08	16.61
Payoff Ratio	0.72	2.07
Profit Factor	1.01	17.61
Common Sense Ratio	0.89	227.48
CPC Index	0.39	32.38
Tail Ratio	0.88	12.92
Outlier Win Ratio	1.87	80.55
Outlier Loss Ratio	1.84	195.26
MTD	12.2%	0.38%
3M	16.3%	0.66%
6M	0.77%	2.25%
YTD	-2.31%	5.43%
1Y	6.58%	6.24%
3Y (ann.)	-0.77%	5.39%
5Y (ann.)	-0.77%	5.39%
10Y (ann.)	-0.77%	5.39%
All-time (ann.)	-0.77%	5.39%
Best Day	4.27%	0.09%
Worst Day	-4.61%	-0.02%
Best Month	12.2%	1.62%
Worst Month	-9.03%	-0.4%
Best Year	1.17%	5.43%
Worst Year	-2.31%	2.73%
Avg. Drawdown	-14.65%	-0.24%
Avg. Drawdown Days	181	50
Recovery Factor	-0.04	20.78
Ulcer Index	0.13	0.0
Serenity Index	-0.01	15.35
Avg. Up Month	5.61%	0.55%
Avg. Down Month	-2.23%	-0.08%
Win Days	53.12%	88.97%
Win Month	36.84%	89.47%
Win Quarter	57.14%	100.0%
Win Year	50.0%	100.0%
Beta	-0.69	-
Alpha	0.05	-
Correlation	-1.04%	-
Treynor Ratio	1.69%	-