SCLI[Strategy] vs RUB Inflation[Benchmark]

22 Jul, 2024 - 27 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	23.13%	10.4%
CAGR﹪	20.85%	9.42%
Sharpe	14.28	22.24
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	10.12	15.76
Sortino	27.27	-
Smart Sortino	19.33	-
Sortino/√2	19.29	-
Smart Sortino/√2	13.67	-
Omega	28.8	28.8
Max Drawdown	-0.72%	-
Longest DD Days	-	-
Volatility (ann.)	1.3%	0.4%
R^2	0.0	0.0
Information Ratio	0.45	0.45
Calmar	28.9	-
Skew	-0.59	2.03
Kurtosis	51.36	5.94
Expected Daily	0.07%	0.04%
Expected Monthly	1.5%	0.71%
Expected Yearly	10.96%	5.07%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.06%	-0.01%
Expected Shortfall (cVaR)	-0.06%	-0.01%
Max Consecutive Wins	213	281
Max Consecutive Losses	1	0
Gain/Pain Ratio	27.8	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	28.8	-
Common Sense Ratio	604.08	-
CPC Index	-	-
Tail Ratio	20.98	7.45
Outlier Win Ratio	2.25	4.96
Outlier Loss Ratio	-0.02	-
MTD	1.31%	0.47%
3M	4.86%	1.33%
6M	10.29%	2.83%
YTD	13.58%	4.86%
1Y	21.17%	9.13%
3Y (ann.)	20.85%	9.42%
5Y (ann.)	20.85%	9.42%
10Y (ann.)	20.85%	9.42%
All-time (ann.)	20.85%	9.42%
Best Day	0.8%	0.14%
Worst Day	-0.72%	0.0%
Best Month	1.8%	1.43%
Worst Month	0.43%	0.2%
Best Year	13.58%	5.28%
Worst Year	8.4%	4.86%
Avg. Drawdown	-0.25%	-
Avg. Drawdown Days	-	-
Recovery Factor	32.06	-
Ulcer Index	0.0	0.0
Serenity Index	133.71	-
Avg. Up Month	1.5%	0.71%
Avg. Down Month	-	-
Win Days	98.91%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.03	-
Alpha	0.18	-
Correlation	1.04%	-
Treynor Ratio	680.65%	-