SBLB RUB[Strategy] vs Deposit RUB[Benchmark]

5 Apr, 2024 - 11 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	23.95%	49.76%
CAGR﹪	9.21%	18.04%
Sharpe	0.79	56.67
Prob. Sharpe Ratio	90.81%	-
Smart Sharpe	0.64	45.65
Sortino	1.29	-
Smart Sortino	1.04	-
Sortino/√2	0.91	-
Smart Sortino/√2	0.74	-
Omega	1.15	1.15
Max Drawdown	-14.73%	-
Longest DD Days	-	-
Volatility (ann.)	10.95%	0.27%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	0.63	-
Skew	1.16	-0.15
Kurtosis	6.61	-1.03
Expected Daily	0.03%	0.06%
Expected Monthly	0.72%	1.36%
Expected Yearly	7.42%	14.41%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.1%	-0.03%
Expected Shortfall (cVaR)	-1.1%	-0.03%
Max Consecutive Wins	9	667
Max Consecutive Losses	10	0
Gain/Pain Ratio	0.15	-
Gain/Pain (1M)	0.68	-
Payoff Ratio	-	-
Profit Factor	1.15	-
Common Sense Ratio	1.24	-
CPC Index	-	-
Tail Ratio	1.07	2.4
Outlier Win Ratio	2.11	17.16
Outlier Loss Ratio	1.65	-
MTD	0.16%	0.4%
3M	-2.61%	3.26%
6M	-1.25%	6.76%
YTD	0.92%	9.68%
1Y	1.43%	14.91%
3Y (ann.)	9.21%	18.04%
5Y (ann.)	9.21%	18.04%
10Y (ann.)	9.21%	18.04%
All-time (ann.)	9.21%	18.04%
Best Day	4.91%	0.09%
Worst Day	-1.8%	0.0%
Best Month	11.99%	1.83%
Worst Month	-7.1%	0.4%
Best Year	19.62%	19.38%
Worst Year	0.92%	9.68%
Avg. Drawdown	-2.33%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.63	-
Ulcer Index	0.06	0.0
Serenity Index	0.28	-
Avg. Up Month	2.88%	1.36%
Avg. Down Month	-	-
Win Days	51.6%	100.0%
Win Month	66.67%	100.0%
Win Quarter	70.0%	100.0%
Win Year	100.0%	100.0%
Beta	2.21	-
Alpha	-0.25	-
Correlation	5.44%	-
Treynor Ratio	10.82%	-