SILA[Strategy] vs RUB Inflation[Benchmark]

5 Nov, 2025 - 27 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	99.0%
Cumulative Return	5.3%	3.89%
CAGR﹪	14.2%	10.3%
Sharpe	15.56	23.02
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	10.38	15.36
Sortino	70.1	-
Smart Sortino	46.77	-
Sortino/√2	49.57	-
Smart Sortino/√2	33.07	-
Omega	21.29	21.29
Max Drawdown	-0.11%	-
Longest DD Days	-	-
Volatility (ann.)	0.87%	0.44%
R^2	0.0	0.0
Information Ratio	0.23	0.23
Calmar	130.04	-
Skew	0.65	1.21
Kurtosis	1.36	0.2
Expected Daily	0.05%	0.04%
Expected Monthly	1.04%	0.77%
Expected Yearly	2.62%	1.93%
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	95
Max Consecutive Losses	1	0
Gain/Pain Ratio	20.29	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	21.29	-
Common Sense Ratio	331.44	-
CPC Index	-	-
Tail Ratio	15.57	6.51
Outlier Win Ratio	2.07	3.37
Outlier Loss Ratio	0.44	-
MTD	0.94%	0.77%
3M	3.27%	3.18%
6M	5.3%	3.89%
YTD	3.0%	3.15%
1Y	5.3%	3.89%
3Y (ann.)	14.2%	10.3%
5Y (ann.)	14.2%	10.3%
10Y (ann.)	14.2%	10.3%
All-time (ann.)	14.2%	10.3%
Best Day	0.25%	0.09%
Worst Day	-0.11%	0.0%
Best Month	1.3%	1.62%
Worst Month	0.92%	0.32%
Best Year	3.0%	3.15%
Worst Year	2.24%	0.72%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	48.55	-
Ulcer Index	0.0	0.0
Serenity Index	1063.98	-
Avg. Up Month	1.04%	0.77%
Avg. Down Month	-	-
Win Days	86.81%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.0	-
Alpha	0.14	-
Correlation	-0.23%	-
Treynor Ratio	-1154.89%	-