SILA RUB[Strategy] vs Deposit RUB[Benchmark]

5 Nov, 2025 - 26 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	8.68%	9.65%
CAGR﹪	13.93%	15.52%
Sharpe	16.97	101.96
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	11.78	70.82
Sortino	86.73	-
Smart Sortino	60.24	-
Sortino/√2	61.33	-
Smart Sortino/√2	42.6	-
Omega	31.46	31.46
Max Drawdown	-0.11%	-
Longest DD Days	-	-
Volatility (ann.)	0.78%	0.14%
R^2	0.01	0.01
Information Ratio	-0.11	-0.11
Calmar	127.6	-
Skew	0.8	-1.16
Kurtosis	1.69	9.43
Expected Daily	0.05%	0.06%
Expected Monthly	1.05%	1.16%
Expected Yearly	4.25%	4.71%
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	36	158
Max Consecutive Losses	1	0
Gain/Pain Ratio	30.46	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	31.46	-
Common Sense Ratio	487.26	-
CPC Index	-	-
Tail Ratio	15.49	1.46
Outlier Win Ratio	2.02	2.06
Outlier Loss Ratio	-0.61	-
MTD	0.97%	1.07%
3M	3.34%	3.49%
6M	6.71%	7.14%
YTD	6.3%	6.95%
1Y	8.68%	9.65%
3Y (ann.)	13.93%	15.52%
5Y (ann.)	13.93%	15.52%
10Y (ann.)	13.93%	15.52%
All-time (ann.)	13.93%	15.52%
Best Day	0.25%	0.07%
Worst Day	-0.11%	0.0%
Best Month	1.3%	1.28%
Worst Month	0.92%	1.07%
Best Year	6.3%	6.95%
Worst Year	2.24%	2.52%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	79.52	-
Ulcer Index	0.0	0.0
Serenity Index	2559.6	-
Avg. Up Month	1.05%	1.16%
Avg. Down Month	-	-
Win Days	91.45%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.41	-
Alpha	0.07	-
Correlation	7.58%	-
Treynor Ratio	21.07%	-