SILA[Strategy] vs RUB Inflation[Benchmark]

5 Nov, 2025 - 11 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	3.61%	1.08%
CAGR﹪	14.12%	4.1%
Sharpe	15.12	59.87
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	10.25	40.59
Sortino	59.83	-
Smart Sortino	40.56	-
Sortino/√2	42.3	-
Smart Sortino/√2	28.68	-
Omega	16.68	16.68
Max Drawdown	-0.11%	-
Longest DD Days	-	-
Volatility (ann.)	0.91%	0.07%
R^2	0.0	0.0
Information Ratio	0.66	0.66
Calmar	129.34	-
Skew	0.61	0.02
Kurtosis	1.84	1.93
Expected Daily	0.05%	0.02%
Expected Monthly	0.89%	0.27%
Expected Yearly	1.79%	0.54%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.04%	-0.01%
Expected Shortfall (cVaR)	-0.04%	-0.01%
Max Consecutive Wins	16	64
Max Consecutive Losses	1	0
Gain/Pain Ratio	15.68	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	16.68	-
Common Sense Ratio	147.21	-
CPC Index	-	-
Tail Ratio	8.83	1.6
Outlier Win Ratio	1.62	6.71
Outlier Loss Ratio	0.94	-
MTD	0.41%	0.12%
3M	3.52%	1.01%
6M	3.61%	1.08%
YTD	1.34%	0.36%
1Y	3.61%	1.08%
3Y (ann.)	14.12%	4.1%
5Y (ann.)	14.12%	4.1%
10Y (ann.)	14.12%	4.1%
All-time (ann.)	14.12%	4.1%
Best Day	0.25%	0.02%
Worst Day	-0.11%	0.0%
Best Month	1.3%	0.4%
Worst Month	0.41%	0.12%
Best Year	2.24%	0.72%
Worst Year	1.34%	0.36%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	33.07	-
Ulcer Index	0.0	0.0
Serenity Index	528.98	-
Avg. Up Month	0.89%	0.27%
Avg. Down Month	-	-
Win Days	84.38%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.59	-
Alpha	0.11	-
Correlation	4.54%	-
Treynor Ratio	6.1%	-