SILA[Strategy] vs RUB Inflation[Benchmark]

5 Nov, 2025 - 13 Nov, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	14.2%	6.3%
CAGR﹪	13.88%	6.16%
Sharpe	18.09	16.82
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	13.06	12.14
Sortino	107.36	346.42
Smart Sortino	77.5	250.09
Sortino/√2	75.91	244.95
Smart Sortino/√2	54.8	176.84
Omega	45.26	45.26
Max Drawdown	-0.11%	-0.08%
Longest DD Days	1	36
Volatility (ann.)	0.72%	0.36%
R^2	0.0	0.0
Information Ratio	0.55	0.55
Calmar	127.1	76.99
Skew	0.93	1.92
Kurtosis	1.77	4.0
Expected Daily	0.05%	0.02%
Expected Monthly	1.03%	0.47%
Expected Yearly	6.87%	3.1%
Kelly Criterion	92.11%	90.6%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.02%	-0.01%
Expected Shortfall (cVaR)	-0.02%	-0.01%
Max Consecutive Wins	77	183
Max Consecutive Losses	1	21
Gain/Pain Ratio	44.26	76.34
Gain/Pain (1M)	-	76.34
Payoff Ratio	3.28	6.84
Profit Factor	45.26	77.34
Common Sense Ratio	661.79	1919.33
CPC Index	139.36	485.96
Tail Ratio	14.62	24.82
Outlier Win Ratio	2.33	4.98
Outlier Loss Ratio	0.59	3.09
MTD	0.53%	0.13%
3M	3.49%	0.78%
6M	6.82%	2.29%
YTD	11.7%	5.54%
1Y	13.92%	6.17%
3Y (ann.)	13.88%	6.16%
5Y (ann.)	13.88%	6.16%
10Y (ann.)	13.88%	6.16%
All-time (ann.)	13.88%	6.16%
Best Day	0.25%	0.09%
Worst Day	-0.11%	-0.0%
Best Month	1.3%	1.62%
Worst Month	0.53%	-0.08%
Best Year	11.7%	5.54%
Worst Year	2.24%	0.72%
Avg. Drawdown	-0.02%	-0.08%
Avg. Drawdown Days	1	36
Recovery Factor	130.08	78.73
Ulcer Index	0.0	0.0
Serenity Index	6177.65	349.25
Avg. Up Month	1.02%	0.52%
Avg. Down Month	-	-
Win Days	93.95%	91.8%
Win Month	100.0%	92.31%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.03	-
Alpha	0.13	-
Correlation	1.37%	-
Treynor Ratio	511.22%	-