SPRN RUB[Strategy] vs Deposit RUB[Benchmark]

26 Mar, 2026 - 7 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	-3.12%	7.81%
CAGR﹪	-5.76%	15.12%
Sharpe	0.19	25.27
Prob. Sharpe Ratio	55.77%	100.0%
Smart Sharpe	0.12	15.52
Sortino	0.33	-
Smart Sortino	0.2	-
Sortino/√2	0.23	-
Smart Sortino/√2	0.14	-
Omega	1.09	1.09
Max Drawdown	-36.01%	-
Longest DD Days	-	-
Volatility (ann.)	61.0%	0.54%
R^2	0.02	0.02
Information Ratio	-0.0	-0.0
Calmar	-0.16	-
Skew	3.77	6.41
Kurtosis	69.87	40.89
Expected Daily	-0.02%	0.05%
Expected Monthly	-0.4%	0.94%
Expected Yearly	-3.12%	7.81%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-6.27%	-0.0%
Expected Shortfall (cVaR)	-6.27%	-0.0%
Max Consecutive Wins	8	137
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.09	-
Gain/Pain (1M)	0.58	-
Payoff Ratio	-	-
Profit Factor	1.09	-
Common Sense Ratio	1.34	-
CPC Index	-	-
Tail Ratio	1.23	1.16
Outlier Win Ratio	1.04	23.11
Outlier Loss Ratio	1.08	-
MTD	1.64%	0.25%
3M	8.86%	3.33%
6M	-4.07%	6.69%
YTD	-3.12%	7.81%
1Y	-3.12%	7.81%
3Y (ann.)	-5.76%	15.12%
5Y (ann.)	-5.76%	15.12%
10Y (ann.)	-5.76%	15.12%
All-time (ann.)	-5.76%	15.12%
Best Day	35.86%	0.28%
Worst Day	-25.71%	0.0%
Best Month	5.38%	1.09%
Worst Month	-3.58%	0.25%
Best Year	-3.12%	7.81%
Worst Year	-3.12%	7.81%
Avg. Drawdown	-36.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.09	-
Ulcer Index	0.3	0.0
Serenity Index	-0.01	-
Avg. Up Month	2.09%	0.81%
Avg. Down Month	-	-
Win Days	43.8%	100.0%
Win Month	50.0%	100.0%
Win Quarter	75.0%	100.0%
Win Year	0.0%	100.0%
Beta	14.43	-
Alpha	-1.87	-
Correlation	12.86%	-
Treynor Ratio	-0.22%	-