SILA RUB[Strategy] vs Deposit RUB[Benchmark]

5 Nov, 2025 - 27 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	99.0%
Cumulative Return	5.3%	6.19%
CAGR﹪	14.2%	16.69%
Sharpe	15.56	109.96
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	10.38	73.36
Sortino	70.1	-
Smart Sortino	46.77	-
Sortino/√2	49.57	-
Smart Sortino/√2	33.07	-
Omega	21.29	21.29
Max Drawdown	-0.11%	-
Longest DD Days	-	-
Volatility (ann.)	0.87%	0.14%
R^2	0.01	0.01
Information Ratio	-0.16	-0.16
Calmar	130.04	-
Skew	0.65	-3.31
Kurtosis	1.36	23.13
Expected Daily	0.05%	0.06%
Expected Monthly	1.04%	1.21%
Expected Yearly	2.62%	3.05%
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	16	95
Max Consecutive Losses	1	0
Gain/Pain Ratio	20.29	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	21.29	-
Common Sense Ratio	331.44	-
CPC Index	-	-
Tail Ratio	15.57	1.26
Outlier Win Ratio	1.9	1.96
Outlier Loss Ratio	-0.51	-
MTD	0.94%	1.15%
3M	3.27%	3.7%
6M	5.3%	6.19%
YTD	3.0%	3.58%
1Y	5.3%	6.19%
3Y (ann.)	14.2%	16.69%
5Y (ann.)	14.2%	16.69%
10Y (ann.)	14.2%	16.69%
All-time (ann.)	14.2%	16.69%
Best Day	0.25%	0.07%
Worst Day	-0.11%	0.0%
Best Month	1.3%	1.28%
Worst Month	0.92%	1.15%
Best Year	3.0%	3.58%
Worst Year	2.24%	2.52%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	48.55	-
Ulcer Index	0.0	0.0
Serenity Index	1063.98	-
Avg. Up Month	1.04%	1.21%
Avg. Down Month	-	-
Win Days	86.81%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.46	-
Alpha	0.06	-
Correlation	7.64%	-
Treynor Ratio	11.42%	-