SPRN RUB[Strategy] vs Deposit RUB[Benchmark]

26 Mar, 2026 - 27 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	50.0%	50.0%
Cumulative Return	35.86%	0.57%
CAGR﹪	3.7940990911458665e+50%	705.28%
Sharpe	11.22	11.22
Prob. Sharpe Ratio	-	-
Smart Sharpe	-	-
Sortino	-	-
Smart Sortino	-	-
Sortino/√2	-	-
Smart Sortino/√2	-	-
Omega	-	-
Max Drawdown	%	%
Longest DD Days	-	-
Volatility (ann.)	402.53%	6.43%
R^2	1.0	1.0
Information Ratio	0.71	0.71
Calmar	-	-
Skew	-	-
Kurtosis	-	-
Expected Daily	16.56%	0.29%
Expected Monthly	35.86%	0.57%
Expected Yearly	35.86%	0.57%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-23.78%	-0.38%
Expected Shortfall (cVaR)	-23.78%	-0.38%
Max Consecutive Wins	1	1
Max Consecutive Losses	0	0
Gain/Pain Ratio	-	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	-	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	19.0	19.0
Outlier Win Ratio	1.01	62.93
Outlier Loss Ratio	-	-
MTD	35.86%	0.57%
3M	35.86%	0.57%
6M	35.86%	0.57%
YTD	35.86%	0.57%
1Y	35.86%	0.57%
3Y (ann.)	3.7940990911458665e+50%	705.28%
5Y (ann.)	3.7940990911458665e+50%	705.28%
10Y (ann.)	3.7940990911458665e+50%	705.28%
All-time (ann.)	3.7940990911458665e+50%	705.28%
Best Day	35.86%	0.57%
Worst Day	0.0%	0.0%
Best Month	35.86%	0.57%
Worst Month	35.86%	0.57%
Best Year	35.86%	0.57%
Worst Year	35.86%	0.57%
Recovery Factor	-	-
Ulcer Index	0.0	0.0
Serenity Index	-	-
Avg. Up Month	35.86%	0.57%
Avg. Down Month	-	-
Win Days	100.0%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	62.57	-
Alpha	0.0	-
Correlation	100.0%	-
Treynor Ratio	0.57%	-
Avg. Drawdown Days	-	-