SILA RUB[Strategy] vs Deposit RUB[Benchmark]

5 Nov, 2025 - 26 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	1.97%	2.53%
CAGR﹪	14.98%	19.56%
Sharpe	14.6	89.36
Prob. Sharpe Ratio	100.0%	98.5%
Smart Sharpe	10.09	61.78
Sortino	44.08	-
Smart Sortino	30.48	-
Sortino/√2	31.17	-
Smart Sortino/√2	21.55	-
Omega	11.95	11.95
Max Drawdown	-0.11%	-
Longest DD Days	-	-
Volatility (ann.)	0.89%	0.19%
R^2	0.02	0.02
Information Ratio	-0.26	-0.26
Calmar	137.17	-
Skew	-0.12	-5.02
Kurtosis	0.78	28.7
Expected Daily	0.05%	0.07%
Expected Monthly	0.98%	1.26%
Expected Yearly	1.97%	2.53%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.04%	-0.05%
Expected Shortfall (cVaR)	-0.04%	-0.05%
Max Consecutive Wins	8	37
Max Consecutive Losses	1	0
Gain/Pain Ratio	10.95	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	11.95	-
Common Sense Ratio	80.69	-
CPC Index	-	-
Tail Ratio	6.75	1.13
Outlier Win Ratio	1.78	1.8
Outlier Loss Ratio	0.88	-
MTD	1.03%	1.28%
3M	1.97%	2.53%
6M	1.97%	2.53%
YTD	1.97%	2.53%
1Y	1.97%	2.53%
3Y (ann.)	14.98%	19.56%
5Y (ann.)	14.98%	19.56%
10Y (ann.)	14.98%	19.56%
All-time (ann.)	14.98%	19.56%
Best Day	0.17%	0.07%
Worst Day	-0.11%	0.0%
Best Month	1.03%	1.28%
Worst Month	0.92%	1.23%
Best Year	1.97%	2.53%
Worst Year	1.97%	2.53%
Avg. Drawdown	-0.03%	-
Avg. Drawdown Days	-	-
Recovery Factor	18.04	-
Ulcer Index	0.0	0.0
Serenity Index	170.08	-
Avg. Up Month	0.98%	1.26%
Avg. Down Month	-	-
Win Days	83.78%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.72	-
Alpha	0.01	-
Correlation	15.15%	-
Treynor Ratio	2.72%	-