SPRN RUB[Strategy] vs Deposit RUB[Benchmark]

26 Mar, 2026 - 15 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	-3.31%	2.45%
CAGR﹪	-21.78%	19.32%
Sharpe	0.35	16.19
Prob. Sharpe Ratio	55.29%	-
Smart Sharpe	0.21	9.86
Sortino	0.61	-
Smart Sortino	0.37	-
Sortino/√2	0.43	-
Smart Sortino/√2	0.26	-
Omega	1.17	1.17
Max Drawdown	-29.32%	-
Longest DD Days	-	-
Volatility (ann.)	118.73%	1.05%
R^2	0.02	0.02
Information Ratio	0.01	0.01
Calmar	-0.74	-
Skew	2.03	3.05
Kurtosis	19.18	8.05
Expected Daily	-0.09%	0.07%
Expected Monthly	-1.12%	0.81%
Expected Yearly	-3.31%	2.45%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-12.14%	-0.04%
Expected Shortfall (cVaR)	-12.14%	-0.04%
Max Consecutive Wins	4	35
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.17	-
Gain/Pain (1M)	1.39	-
Payoff Ratio	-	-
Profit Factor	1.17	-
Common Sense Ratio	0.97	-
CPC Index	-	-
Tail Ratio	0.83	5.71
Outlier Win Ratio	4.95	178.94
Outlier Loss Ratio	4.63	-
MTD	-0.67%	0.49%
3M	-3.31%	2.45%
6M	-3.31%	2.45%
YTD	-3.31%	2.45%
1Y	-3.31%	2.45%
3Y (ann.)	-21.78%	19.32%
5Y (ann.)	-21.78%	19.32%
10Y (ann.)	-21.78%	19.32%
All-time (ann.)	-21.78%	19.32%
Best Day	35.86%	0.28%
Worst Day	-25.71%	0.0%
Best Month	0.96%	1.09%
Worst Month	-3.58%	0.49%
Best Year	-3.31%	2.45%
Worst Year	-3.31%	2.45%
Avg. Drawdown	-29.32%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.11	-
Ulcer Index	0.27	0.0
Serenity Index	-0.03	-
Avg. Up Month	0.96%	0.85%
Avg. Down Month	-	-
Win Days	45.71%	100.0%
Win Month	33.33%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	14.81	-
Alpha	-2.1	-
Correlation	13.06%	-
Treynor Ratio	-0.22%	-