SBRS[Strategy] vs RUB Inflation[Benchmark]

9 Jun, 2021 - 14 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	31.4%	22.87%
CAGR﹪	6.74%	5.05%
Sharpe	0.87	21.11
Prob. Sharpe Ratio	90.72%	100.0%
Smart Sharpe	0.69	16.83
Sortino	1.38	-
Smart Sortino	1.1	-
Sortino/√2	0.97	-
Smart Sortino/√2	0.78	-
Omega	1.31	1.31
Max Drawdown	-13.87%	-
Longest DD Days	-	-
Volatility (ann.)	14.4%	0.41%
R^2	0.01	0.01
Information Ratio	0.02	0.02
Calmar	0.49	-
Skew	1.16	6.96
Kurtosis	118.79	86.29
Expected Daily	0.05%	0.03%
Expected Monthly	0.91%	0.69%
Expected Yearly	5.61%	4.21%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.44%	-0.01%
Expected Shortfall (cVaR)	-1.44%	-0.01%
Max Consecutive Wins	8	597
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.31	-
Gain/Pain (1M)	2.0	-
Payoff Ratio	-	-
Profit Factor	1.31	-
Common Sense Ratio	1.52	-
CPC Index	-	-
Tail Ratio	1.16	7.12
Outlier Win Ratio	3.41	37.59
Outlier Loss Ratio	1.34	-
MTD	1.54%	0.1%
3M	8.2%	0.81%
6M	11.96%	2.48%
YTD	14.68%	4.12%
1Y	18.76%	8.45%
3Y (ann.)	18.57%	8.87%
5Y (ann.)	6.74%	5.05%
10Y (ann.)	6.74%	5.05%
All-time (ann.)	6.74%	5.05%
Best Day	12.35%	0.36%
Worst Day	-12.19%	0.0%
Best Month	7.85%	1.43%
Worst Month	-4.32%	0.1%
Best Year	14.68%	9.51%
Worst Year	-2.54%	0.73%
Avg. Drawdown	-0.83%	-
Avg. Drawdown Days	-	-
Recovery Factor	2.26	-
Ulcer Index	0.03	0.0
Serenity Index	1.47	-
Avg. Up Month	2.14%	0.63%
Avg. Down Month	-	-
Win Days	52.46%	100.0%
Win Month	70.0%	100.0%
Win Quarter	75.0%	100.0%
Win Year	80.0%	100.0%
Beta	2.55	-
Alpha	-0.1	-
Correlation	7.27%	-
Treynor Ratio	12.33%	-