SILA[Strategy] vs RUB Inflation[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%	4.21%
CAGR﹪	13.93%	6.67%
Sharpe	16.97	15.81
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	11.78	10.98
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%	0.41%
R^2	0.0	0.0
Information Ratio	0.48	0.48
Calmar	127.6	-
Skew	0.8	1.86
Kurtosis	1.69	2.48
Expected Daily	0.05%	0.03%
Expected Monthly	1.05%	0.52%
Expected Yearly	4.25%	2.08%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.02%
Expected Shortfall (cVaR)	-0.03%	-0.02%
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	14.87
Outlier Win Ratio	2.22	5.04
Outlier Loss Ratio	0.41	-
MTD	0.97%	0.16%
3M	3.34%	0.58%
6M	6.71%	3.51%
YTD	6.3%	3.46%
1Y	8.68%	4.21%
3Y (ann.)	13.93%	6.67%
5Y (ann.)	13.93%	6.67%
10Y (ann.)	13.93%	6.67%
All-time (ann.)	13.93%	6.67%
Best Day	0.25%	0.09%
Worst Day	-0.11%	0.0%
Best Month	1.3%	1.62%
Worst Month	0.92%	0.14%
Best Year	6.3%	3.46%
Worst Year	2.24%	0.72%
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%	0.52%
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	0.04	-
Alpha	0.13	-
Correlation	1.9%	-
Treynor Ratio	242.9%	-