SPAY[Strategy] vs RUB Inflation[Benchmark]

10 Jul, 2025 - 17 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	2.04%	0.67%
CAGR﹪	7.74%	2.51%
Sharpe	2.16	7.38
Prob. Sharpe Ratio	79.81%	99.99%
Smart Sharpe	2.12	7.25
Sortino	2.3	14.38
Smart Sortino	2.26	14.12
Sortino/√2	1.63	10.17
Smart Sortino/√2	1.6	9.99
Omega	1.87	1.87
Max Drawdown	-1.19%	-0.4%
Longest DD Days	26	66
Volatility (ann.)	3.31%	0.32%
R^2	0.01	0.01
Information Ratio	0.09	0.09
Calmar	6.52	6.27
Skew	-5.48	-0.37
Kurtosis	30.44	-1.17
Expected Daily	0.03%	0.01%
Expected Monthly	0.51%	0.17%
Expected Yearly	2.04%	0.67%
Kelly Criterion	58.76%	44.27%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.31%	-0.02%
Expected Shortfall (cVaR)	-0.31%	-0.02%
Max Consecutive Wins	31	35
Max Consecutive Losses	1	21
Gain/Pain Ratio	0.87	1.68
Gain/Pain (1M)	90.82	1.68
Payoff Ratio	0.11	1.13
Profit Factor	1.87	2.68
Common Sense Ratio	51.21	4.98
CPC Index	0.2	2.13
Tail Ratio	27.42	1.86
Outlier Win Ratio	1.67	5.04
Outlier Loss Ratio	0.75	30.96
MTD	0.9%	0.2%
3M	1.75%	0.53%
6M	2.04%	0.67%
YTD	2.04%	0.67%
1Y	2.04%	0.67%
3Y (ann.)	7.74%	2.51%
5Y (ann.)	7.74%	2.51%
10Y (ann.)	7.74%	2.51%
All-time (ann.)	7.74%	2.51%
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	2.04%	0.67%
Worst Year	2.04%	0.67%
Avg. Drawdown	-0.78%	-0.4%
Avg. Drawdown Days	15	66
Recovery Factor	1.72	1.69
Ulcer Index	0.01	0.0
Serenity Index	0.89	0.2
Avg. Up Month	0.69%	0.36%
Avg. Down Month	-0.03%	-0.4%
Win Days	95.77%	70.42%
Win Month	75.0%	75.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.14	-
Alpha	0.04	-
Correlation	10.95%	-
Treynor Ratio	1.8%	-