SPAY RUB[Strategy] vs Deposit RUB[Benchmark]

10 Jul, 2025 - 7 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	1.74%	6.64%
CAGR﹪	5.4%	21.59%
Sharpe	1.44	24.77
Prob. Sharpe Ratio	75.41%	100.0%
Smart Sharpe	1.41	24.25
Sortino	1.52	-
Smart Sortino	1.49	-
Sortino/√2	1.08	-
Smart Sortino/√2	1.06	-
Omega	1.52	1.52
Max Drawdown	-1.19%	-
Longest DD Days	-	-
Volatility (ann.)	3.53%	0.75%
R^2	0.01	0.01
Information Ratio	-0.24	-0.24
Calmar	4.55	-
Skew	-4.92	3.42
Kurtosis	23.95	11.22
Expected Daily	0.02%	0.07%
Expected Monthly	0.35%	1.29%
Expected Yearly	1.74%	6.64%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.35%	-0.0%
Expected Shortfall (cVaR)	-0.35%	-0.0%
Max Consecutive Wins	31	86
Max Consecutive Losses	1	0
Gain/Pain Ratio	0.52	-
Gain/Pain (1M)	78.0	-
Payoff Ratio	-	-
Profit Factor	1.52	-
Common Sense Ratio	75.19	-
CPC Index	-	-
Tail Ratio	49.58	3.67
Outlier Win Ratio	3.51	2.95
Outlier Loss Ratio	0.65	-
MTD	0.35%	1.3%
3M	0.5%	5.02%
6M	1.74%	6.64%
YTD	1.74%	6.64%
1Y	1.74%	6.64%
3Y (ann.)	5.4%	21.59%
5Y (ann.)	5.4%	21.59%
10Y (ann.)	5.4%	21.59%
All-time (ann.)	5.4%	21.59%
Best Day	0.18%	0.26%
Worst Day	-1.19%	0.0%
Best Month	0.97%	1.31%
Worst Month	-0.03%	1.28%
Best Year	1.74%	6.64%
Worst Year	1.74%	6.64%
Avg. Drawdown	-0.85%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.47	-
Ulcer Index	0.01	0.0
Serenity Index	0.77	-
Avg. Up Month	0.44%	1.29%
Avg. Down Month	-	-
Win Days	95.35%	100.0%
Win Month	80.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.36	-
Alpha	-0.02	-
Correlation	7.57%	-
Treynor Ratio	4.91%	-