SILA RUB[Strategy] vs Deposit RUB[Benchmark]

5 Nov, 2025 - 25 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	12.26%	13.22%
CAGR﹪	13.92%	15.01%
Sharpe	17.69	101.49
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	12.69	72.83
Sortino	100.42	-
Smart Sortino	72.06	-
Sortino/√2	71.01	-
Smart Sortino/√2	50.96	-
Omega	40.71	40.71
Max Drawdown	-0.11%	-
Longest DD Days	-	-
Volatility (ann.)	0.74%	0.14%
R^2	0.01	0.01
Information Ratio	-0.08	-0.08
Calmar	127.47	-
Skew	0.94	-0.39
Kurtosis	1.85	6.68
Expected Daily	0.05%	0.06%
Expected Monthly	1.06%	1.13%
Expected Yearly	5.95%	6.4%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.02%	-0.04%
Expected Shortfall (cVaR)	-0.02%	-0.04%
Max Consecutive Wins	77	223
Max Consecutive Losses	1	0
Gain/Pain Ratio	39.71	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	40.71	-
Common Sense Ratio	600.68	-
CPC Index	-	-
Tail Ratio	14.75	1.55
Outlier Win Ratio	2.12	2.16
Outlier Loss Ratio	-0.64	-
MTD	1.0%	1.08%
3M	3.46%	3.47%
6M	6.78%	6.91%
YTD	9.81%	10.44%
1Y	12.26%	13.22%
3Y (ann.)	13.92%	15.01%
5Y (ann.)	13.92%	15.01%
10Y (ann.)	13.92%	15.01%
All-time (ann.)	13.92%	15.01%
Best Day	0.25%	0.07%
Worst Day	-0.11%	0.0%
Best Month	1.3%	1.28%
Worst Month	0.92%	1.06%
Best Year	9.81%	10.44%
Worst Year	2.24%	2.52%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	112.31	-
Ulcer Index	0.0	0.0
Serenity Index	4760.71	-
Avg. Up Month	1.06%	1.13%
Avg. Down Month	-	-
Win Days	93.55%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.39	-
Alpha	0.08	-
Correlation	7.35%	-
Treynor Ratio	31.21%	-