SPAY[Strategy] vs RUB Inflation[Benchmark]

10 Jul, 2025 - 4 Sep, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	1.16%	1.43%
CAGR﹪	7.78%	9.7%
Sharpe	2.32	99.17
Prob. Sharpe Ratio	73.99%	97.15%
Smart Sharpe	2.23	95.18
Sortino	2.49	-
Smart Sortino	2.39	-
Sortino/√2	1.76	-
Smart Sortino/√2	1.69	-
Omega	2.0	2.0
Max Drawdown	-1.15%	-
Longest DD Days	-	-
Volatility (ann.)	3.06%	0.09%
R^2	0.0	0.0
Information Ratio	-0.03	-0.03
Calmar	6.76	-
Skew	-5.98	-6.4
Kurtosis	37.41	41.0
Expected Daily	0.03%	0.03%
Expected Monthly	0.38%	0.47%
Expected Yearly	1.16%	1.43%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.29%	-0.03%
Expected Shortfall (cVaR)	-0.29%	-0.03%
Max Consecutive Wins	31	40
Max Consecutive Losses	1	0
Gain/Pain Ratio	1.0	-
Gain/Pain (1M)	51.56	-
Payoff Ratio	-	-
Profit Factor	2.0	-
Common Sense Ratio	1.59535986084602e+16	-
CPC Index	-	-
Tail Ratio	7991718983042954.0	1.0
Outlier Win Ratio	1.55	2.66
Outlier Loss Ratio	0.59	-
MTD	0.22%	0.14%
3M	1.16%	1.43%
6M	1.16%	1.43%
YTD	1.16%	1.43%
1Y	1.16%	1.43%
3Y (ann.)	7.78%	9.7%
5Y (ann.)	7.78%	9.7%
10Y (ann.)	7.78%	9.7%
All-time (ann.)	7.78%	9.7%
Best Day	0.15%	0.04%
Worst Day	-1.15%	0.0%
Best Month	0.97%	0.75%
Worst Month	-0.03%	0.14%
Best Year	1.16%	1.43%
Worst Year	1.16%	1.43%
Avg. Drawdown	-0.58%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.0	-
Ulcer Index	0.0	0.0
Serenity Index	0.87	-
Avg. Up Month	0.59%	0.34%
Avg. Down Month	-	-
Win Days	95.0%	100.0%
Win Month	66.67%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.81	-
Alpha	-0.0	-
Correlation	2.34%	-
Treynor Ratio	1.42%	-