SILA[Strategy] vs RUB Inflation[Benchmark]

5 Nov, 2025 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	10.31%	6.25%
CAGR﹪	13.7%	8.25%
Sharpe	17.46	21.26
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	12.21	14.88
Sortino	93.29	-
Smart Sortino	65.28	-
Sortino/√2	65.97	-
Smart Sortino/√2	46.16	-
Omega	36.91	36.91
Max Drawdown	-0.11%	-
Longest DD Days	-	-
Volatility (ann.)	0.74%	0.38%
R^2	0.0	0.0
Information Ratio	0.38	0.38
Calmar	125.5	-
Skew	0.88	1.4
Kurtosis	1.89	1.83
Expected Daily	0.05%	0.03%
Expected Monthly	0.99%	0.61%
Expected Yearly	5.03%	3.08%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.01%
Expected Shortfall (cVaR)	-0.03%	-0.01%
Max Consecutive Wins	68	190
Max Consecutive Losses	1	0
Gain/Pain Ratio	35.91	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	36.91	-
Common Sense Ratio	547.72	-
CPC Index	-	-
Tail Ratio	14.84	14.87
Outlier Win Ratio	2.29	4.09
Outlier Loss Ratio	0.34	-
MTD	0.3%	0.29%
3M	3.24%	2.26%
6M	6.45%	3.53%
YTD	7.9%	5.49%
1Y	10.31%	6.25%
3Y (ann.)	13.7%	8.25%
5Y (ann.)	13.7%	8.25%
10Y (ann.)	13.7%	8.25%
All-time (ann.)	13.7%	8.25%
Best Day	0.25%	0.09%
Worst Day	-0.11%	0.0%
Best Month	1.3%	1.62%
Worst Month	0.3%	0.14%
Best Year	7.9%	5.49%
Worst Year	2.24%	0.72%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	94.46	-
Ulcer Index	0.0	0.0
Serenity Index	3509.2	-
Avg. Up Month	0.99%	0.61%
Avg. Down Month	-	-
Win Days	92.93%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.01	-
Alpha	0.13	-
Correlation	0.51%	-
Treynor Ratio	1017.24%	-