SILA RUB[Strategy] vs Deposit RUB[Benchmark]

5 Nov, 2025 - 12 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	10.35%	11.22%
CAGR﹪	13.7%	14.87%
Sharpe	17.47	93.33
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	12.23	65.37
Sortino	93.39	-
Smart Sortino	65.41	-
Sortino/√2	66.03	-
Smart Sortino/√2	46.25	-
Omega	37.04	37.04
Max Drawdown	-0.11%	-
Longest DD Days	-	-
Volatility (ann.)	0.74%	0.15%
R^2	0.01	0.01
Information Ratio	-0.09	-0.09
Calmar	125.51	-
Skew	0.88	-0.37
Kurtosis	1.92	5.14
Expected Daily	0.05%	0.06%
Expected Monthly	0.99%	1.07%
Expected Yearly	5.05%	5.46%
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	69	191
Max Consecutive Losses	1	0
Gain/Pain Ratio	36.04	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	37.04	-
Common Sense Ratio	549.54	-
CPC Index	-	-
Tail Ratio	14.84	1.55
Outlier Win Ratio	2.09	2.14
Outlier Loss Ratio	-0.61	-
MTD	0.33%	0.37%
3M	3.25%	3.3%
6M	6.47%	6.66%
YTD	7.94%	8.49%
1Y	10.35%	11.22%
3Y (ann.)	13.7%	14.87%
5Y (ann.)	13.7%	14.87%
10Y (ann.)	13.7%	14.87%
All-time (ann.)	13.7%	14.87%
Best Day	0.25%	0.07%
Worst Day	-0.11%	0.0%
Best Month	1.3%	1.28%
Worst Month	0.33%	0.37%
Best Year	7.94%	8.49%
Worst Year	2.24%	2.52%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	94.82	-
Ulcer Index	0.0	0.0
Serenity Index	3533.6	-
Avg. Up Month	0.99%	1.07%
Avg. Down Month	-	-
Win Days	92.97%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.42	-
Alpha	0.07	-
Correlation	8.5%	-
Treynor Ratio	24.63%	-