SILA[Strategy] vs RUB Inflation[Benchmark]

5 Nov, 2025 - 25 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	1.85%	0.84%
CAGR﹪	14.32%	6.31%
Sharpe	14.18	93.95
Prob. Sharpe Ratio	100.0%	97.08%
Smart Sharpe	9.79	64.91
Sortino	41.99	-
Smart Sortino	29.01	-
Sortino/√2	29.69	-
Smart Sortino/√2	20.51	-
Omega	11.29	11.29
Max Drawdown	-0.11%	-
Longest DD Days	-	-
Volatility (ann.)	0.88%	0.06%
R^2	0.02	0.02
Information Ratio	0.49	0.49
Calmar	131.13	-
Skew	-0.07	-6.08
Kurtosis	0.92	37.0
Expected Daily	0.05%	0.02%
Expected Monthly	0.92%	0.42%
Expected Yearly	1.85%	0.84%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.04%	-0.02%
Expected Shortfall (cVaR)	-0.04%	-0.02%
Max Consecutive Wins	7	36
Max Consecutive Losses	1	0
Gain/Pain Ratio	10.29	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	11.29	-
Common Sense Ratio	77.04	-
CPC Index	-	-
Tail Ratio	6.82	1.0
Outlier Win Ratio	1.45	4.15
Outlier Loss Ratio	1.16	-
MTD	0.92%	0.44%
3M	1.85%	0.84%
6M	1.85%	0.84%
YTD	1.85%	0.84%
1Y	1.85%	0.84%
3Y (ann.)	14.32%	6.31%
5Y (ann.)	14.32%	6.31%
10Y (ann.)	14.32%	6.31%
All-time (ann.)	14.32%	6.31%
Best Day	0.17%	0.02%
Worst Day	-0.11%	0.0%
Best Month	0.92%	0.44%
Worst Month	0.92%	0.4%
Best Year	1.85%	0.84%
Worst Year	1.85%	0.84%
Avg. Drawdown	-0.03%	-
Avg. Drawdown Days	-	-
Recovery Factor	16.94	-
Ulcer Index	0.0	0.0
Serenity Index	154.38	-
Avg. Up Month	0.92%	0.42%
Avg. Down Month	-	-
Win Days	83.33%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	2.19	-
Alpha	-0.0	-
Correlation	15.09%	-
Treynor Ratio	0.85%	-