SBLB RUB[Strategy] vs Deposit RUB[Benchmark]

5 Apr, 2024 - 5 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	18.59%	33.32%
CAGR﹪	11.35%	19.88%
Sharpe	0.9	103.51
Prob. Sharpe Ratio	88.2%	100.0%
Smart Sharpe	0.71	81.44
Sortino	1.5	-
Smart Sortino	1.18	-
Sortino/√2	1.06	-
Smart Sortino/√2	0.83	-
Omega	1.17	1.17
Max Drawdown	-14.73%	-
Longest DD Days	-	-
Volatility (ann.)	12.57%	0.17%
R^2	0.01	0.01
Information Ratio	-0.03	-0.03
Calmar	0.77	-
Skew	1.18	-0.52
Kurtosis	5.47	2.92
Expected Daily	0.04%	0.07%
Expected Monthly	0.86%	1.45%
Expected Yearly	8.9%	15.46%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.26%	-0.05%
Expected Shortfall (cVaR)	-1.26%	-0.05%
Max Consecutive Wins	9	405
Max Consecutive Losses	10	0
Gain/Pain Ratio	0.17	-
Gain/Pain (1M)	0.68	-
Payoff Ratio	-	-
Profit Factor	1.17	-
Common Sense Ratio	1.44	-
CPC Index	-	-
Tail Ratio	1.23	1.55
Outlier Win Ratio	2.22	18.53
Outlier Loss Ratio	1.41	-
MTD	0.82%	0.17%
3M	0.19%	3.99%
6M	14.57%	8.81%
YTD	15.5%	16.57%
1Y	34.28%	20.64%
3Y (ann.)	11.35%	19.88%
5Y (ann.)	11.35%	19.88%
10Y (ann.)	11.35%	19.88%
All-time (ann.)	11.35%	19.88%
Best Day	4.91%	0.09%
Worst Day	-1.8%	0.0%
Best Month	11.99%	1.83%
Worst Month	-7.1%	0.17%
Best Year	15.5%	16.57%
Worst Year	2.68%	14.37%
Avg. Drawdown	-2.68%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.26	-
Ulcer Index	0.07	0.0
Serenity Index	0.17	-
Avg. Up Month	3.25%	1.42%
Avg. Down Month	-	-
Win Days	51.38%	100.0%
Win Month	70.0%	100.0%
Win Quarter	71.43%	100.0%
Win Year	100.0%	100.0%
Beta	5.67	-
Alpha	-0.9	-
Correlation	7.79%	-
Treynor Ratio	3.28%	-