SBLB RUB[Strategy] vs Deposit RUB[Benchmark]

5 Apr, 2024 - 10 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	26.71%	41.99%
CAGR﹪	12.47%	19.02%
Sharpe	1.05	80.95
Prob. Sharpe Ratio	94.11%	-
Smart Sharpe	0.84	64.75
Sortino	1.73	-
Smart Sortino	1.38	-
Sortino/√2	1.22	-
Smart Sortino/√2	0.98	-
Omega	1.2	1.2
Max Drawdown	-14.73%	-
Longest DD Days	-	-
Volatility (ann.)	11.52%	0.21%
R^2	0.0	0.0
Information Ratio	-0.03	-0.03
Calmar	0.85	-
Skew	1.19	-0.42
Kurtosis	6.39	0.43
Expected Daily	0.05%	0.07%
Expected Monthly	0.95%	1.41%
Expected Yearly	8.21%	12.4%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.15%	-0.05%
Expected Shortfall (cVaR)	-1.15%	-0.05%
Max Consecutive Wins	9	523
Max Consecutive Losses	10	0
Gain/Pain Ratio	0.2	-
Gain/Pain (1M)	0.91	-
Payoff Ratio	-	-
Profit Factor	1.2	-
Common Sense Ratio	1.33	-
CPC Index	-	-
Tail Ratio	1.1	2.08
Outlier Win Ratio	2.0	16.02
Outlier Loss Ratio	1.55	-
MTD	-0.03%	0.42%
3M	2.93%	3.77%
6M	10.6%	7.63%
YTD	3.16%	3.99%
1Y	26.45%	17.28%
3Y (ann.)	12.47%	19.02%
5Y (ann.)	12.47%	19.02%
10Y (ann.)	12.47%	19.02%
All-time (ann.)	12.47%	19.02%
Best Day	4.91%	0.09%
Worst Day	-1.8%	0.0%
Best Month	11.99%	1.83%
Worst Month	-7.1%	0.42%
Best Year	19.62%	19.38%
Worst Year	2.68%	3.99%
Avg. Drawdown	-2.12%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.81	-
Ulcer Index	0.06	0.0
Serenity Index	0.28	-
Avg. Up Month	3.12%	1.45%
Avg. Down Month	-	-
Win Days	51.56%	100.0%
Win Month	68.0%	100.0%
Win Quarter	66.67%	100.0%
Win Year	100.0%	100.0%
Beta	2.57	-
Alpha	-0.31	-
Correlation	4.65%	-
Treynor Ratio	10.38%	-