SBLB RUB[Strategy] vs Deposit RUB[Benchmark]

5 Apr, 2024 - 10 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	27.23%	45.04%
CAGR﹪	11.68%	18.59%
Sharpe	1.0	65.89
Prob. Sharpe Ratio	94.28%	-
Smart Sharpe	0.8	52.73
Sortino	1.65	-
Smart Sortino	1.32	-
Sortino/√2	1.17	-
Smart Sortino/√2	0.94	-
Omega	1.2	1.2
Max Drawdown	-14.73%	-
Longest DD Days	-	-
Volatility (ann.)	11.01%	0.24%
R^2	0.0	0.0
Information Ratio	-0.03	-0.03
Calmar	0.79	-
Skew	1.24	-0.39
Kurtosis	7.14	-0.44
Expected Daily	0.04%	0.06%
Expected Monthly	0.9%	1.39%
Expected Yearly	8.36%	13.2%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.1%	-0.04%
Expected Shortfall (cVaR)	-1.1%	-0.04%
Max Consecutive Wins	9	581
Max Consecutive Losses	10	0
Gain/Pain Ratio	0.2	-
Gain/Pain (1M)	0.9	-
Payoff Ratio	-	-
Profit Factor	1.2	-
Common Sense Ratio	1.29	-
CPC Index	-	-
Tail Ratio	1.08	2.34
Outlier Win Ratio	2.06	16.06
Outlier Loss Ratio	1.62	-
MTD	-0.33%	0.38%
3M	1.59%	3.43%
6M	3.66%	7.15%
YTD	3.59%	6.23%
1Y	17.7%	16.06%
3Y (ann.)	11.68%	18.59%
5Y (ann.)	11.68%	18.59%
10Y (ann.)	11.68%	18.59%
All-time (ann.)	11.68%	18.59%
Best Day	4.91%	0.09%
Worst Day	-1.8%	0.0%
Best Month	11.99%	1.83%
Worst Month	-7.1%	0.38%
Best Year	19.62%	19.38%
Worst Year	2.68%	6.23%
Avg. Drawdown	-2.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.85	-
Ulcer Index	0.06	0.0
Serenity Index	0.3	-
Avg. Up Month	3.02%	1.43%
Avg. Down Month	-	-
Win Days	52.01%	100.0%
Win Month	66.67%	100.0%
Win Quarter	77.78%	100.0%
Win Year	100.0%	100.0%
Beta	2.13	-
Alpha	-0.23	-
Correlation	4.73%	-
Treynor Ratio	12.77%	-