SBLB[Strategy] vs RUB Inflation[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%	12.47%
CAGR﹪	11.35%	7.69%
Sharpe	0.9	22.73
Prob. Sharpe Ratio	88.2%	100.0%
Smart Sharpe	0.71	17.89
Sortino	1.5	105.89
Smart Sortino	1.18	83.32
Sortino/√2	1.06	74.88
Smart Sortino/√2	0.83	58.91
Omega	1.17	1.17
Max Drawdown	-14.73%	-0.4%
Longest DD Days	320	66
Volatility (ann.)	12.57%	0.32%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.77	19.22
Skew	1.18	-0.02
Kurtosis	5.47	0.17
Expected Daily	0.04%	0.03%
Expected Monthly	0.86%	0.59%
Expected Yearly	8.9%	6.05%
Kelly Criterion	23.34%	91.59%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.26%	-0.0%
Expected Shortfall (cVaR)	-1.26%	-0.0%
Max Consecutive Wins	9	336
Max Consecutive Losses	10	21
Gain/Pain Ratio	0.17	29.33
Gain/Pain (1M)	0.68	29.33
Payoff Ratio	1.73	1.61
Profit Factor	1.17	30.33
Common Sense Ratio	1.44	139.88
CPC Index	1.04	46.22
Tail Ratio	1.23	4.61
Outlier Win Ratio	2.21	41.26
Outlier Loss Ratio	1.48	42.64
MTD	0.82%	0.05%
3M	0.19%	0.38%
6M	14.57%	1.53%
YTD	15.5%	4.72%
1Y	34.28%	7.48%
3Y (ann.)	11.35%	7.69%
5Y (ann.)	11.35%	7.69%
10Y (ann.)	11.35%	7.69%
All-time (ann.)	11.35%	7.69%
Best Day	4.91%	0.07%
Worst Day	-1.8%	-0.02%
Best Month	11.99%	1.43%
Worst Month	-7.1%	-0.4%
Best Year	15.5%	7.4%
Worst Year	2.68%	4.72%
Avg. Drawdown	-2.68%	-0.4%
Avg. Drawdown Days	40	66
Recovery Factor	1.26	31.18
Ulcer Index	0.07	0.0
Serenity Index	0.17	21.8
Avg. Up Month	3.41%	0.59%
Avg. Down Month	-	-
Win Days	51.38%	94.81%
Win Month	70.0%	95.0%
Win Quarter	71.43%	100.0%
Win Year	100.0%	100.0%
Beta	0.13	-
Alpha	0.1	-
Correlation	0.34%	-
Treynor Ratio	139.02%	-