SPAY[Strategy] vs RUB Inflation[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%	1.08%
CAGR﹪	5.4%	3.34%
Sharpe	1.44	10.27
Prob. Sharpe Ratio	75.41%	100.0%
Smart Sharpe	1.41	10.05
Sortino	1.52	21.0
Smart Sortino	1.49	20.56
Sortino/√2	1.08	14.85
Smart Sortino/√2	1.06	14.54
Omega	1.52	1.52
Max Drawdown	-1.19%	-0.4%
Longest DD Days	27	63
Volatility (ann.)	3.53%	0.3%
R^2	0.01	0.01
Information Ratio	0.03	0.03
Calmar	4.55	8.34
Skew	-4.92	-0.76
Kurtosis	23.95	-0.79
Expected Daily	0.02%	0.01%
Expected Monthly	0.35%	0.22%
Expected Yearly	1.74%	1.08%
Kelly Criterion	52.83%	55.23%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.35%	-0.02%
Expected Shortfall (cVaR)	-0.35%	-0.02%
Max Consecutive Wins	31	50
Max Consecutive Losses	1	21
Gain/Pain Ratio	0.52	2.69
Gain/Pain (1M)	78.0	2.69
Payoff Ratio	0.11	1.2
Profit Factor	1.52	3.69
Common Sense Ratio	75.19	6.87
CPC Index	0.16	3.35
Tail Ratio	49.58	1.86
Outlier Win Ratio	1.71	4.73
Outlier Loss Ratio	0.69	30.82
MTD	0.35%	0.11%
3M	0.5%	0.62%
6M	1.74%	1.08%
YTD	1.74%	1.08%
1Y	1.74%	1.08%
3Y (ann.)	5.4%	3.34%
5Y (ann.)	5.4%	3.34%
10Y (ann.)	5.4%	3.34%
All-time (ann.)	5.4%	3.34%
Best Day	0.18%	0.04%
Worst Day	-1.19%	-0.02%
Best Month	0.97%	0.53%
Worst Month	-0.03%	-0.4%
Best Year	1.74%	1.08%
Worst Year	1.74%	1.08%
Avg. Drawdown	-0.85%	-0.4%
Avg. Drawdown Days	15	63
Recovery Factor	1.47	2.71
Ulcer Index	0.01	0.0
Serenity Index	0.77	0.37
Avg. Up Month	0.44%	0.37%
Avg. Down Month	-0.03%	-0.4%
Win Days	95.35%	75.58%
Win Month	80.0%	80.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.92	-
Alpha	0.02	-
Correlation	7.97%	-
Treynor Ratio	1.89%	-