SILA RUB[Strategy] vs Deposit RUB[Benchmark]

5 Nov, 2025 - 12 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	6.91%	7.7%
CAGR﹪	13.86%	15.48%
Sharpe	15.9	91.43
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	10.71	61.59
Sortino	77.91	-
Smart Sortino	52.47	-
Sortino/√2	55.09	-
Smart Sortino/√2	37.11	-
Omega	25.45	25.45
Max Drawdown	-0.11%	-
Longest DD Days	-	-
Volatility (ann.)	0.83%	0.16%
R^2	0.01	0.01
Information Ratio	-0.11	-0.11
Calmar	126.9	-
Skew	0.74	-1.19
Kurtosis	1.34	7.08
Expected Daily	0.05%	0.06%
Expected Monthly	0.96%	1.06%
Expected Yearly	3.4%	3.78%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.04%
Expected Shortfall (cVaR)	-0.03%	-0.04%
Max Consecutive Wins	16	126
Max Consecutive Losses	1	0
Gain/Pain Ratio	24.45	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	25.45	-
Common Sense Ratio	394.59	-
CPC Index	-	-
Tail Ratio	15.5	1.46
Outlier Win Ratio	1.96	2.05
Outlier Loss Ratio	-0.55	-
MTD	0.27%	0.35%
3M	3.15%	3.28%
6M	6.68%	7.39%
YTD	4.57%	5.05%
1Y	6.91%	7.7%
3Y (ann.)	13.86%	15.48%
5Y (ann.)	13.86%	15.48%
10Y (ann.)	13.86%	15.48%
All-time (ann.)	13.86%	15.48%
Best Day	0.25%	0.07%
Worst Day	-0.11%	0.0%
Best Month	1.3%	1.28%
Worst Month	0.27%	0.35%
Best Year	4.57%	5.05%
Worst Year	2.24%	2.52%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	63.31	-
Ulcer Index	0.0	0.0
Serenity Index	1729.33	-
Avg. Up Month	0.96%	1.07%
Avg. Down Month	-	-
Win Days	89.17%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.44	-
Alpha	0.07	-
Correlation	8.43%	-
Treynor Ratio	15.81%	-