SPRN[Strategy] vs RUB Inflation[Benchmark]

26 Mar, 2026 - 14 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	-3.0%	5.22%
CAGR﹪	-20.32%	46.05%
Sharpe	0.37	91.23
Prob. Sharpe Ratio	55.57%	97.03%
Smart Sharpe	0.23	55.53
Sortino	0.65	-
Smart Sortino	0.39	-
Sortino/√2	0.46	-
Smart Sortino/√2	0.28	-
Omega	1.18	1.18
Max Drawdown	-29.32%	-
Longest DD Days	-	-
Volatility (ann.)	120.46%	0.4%
R^2	0.0	0.0
Information Ratio	0.0	0.0
Calmar	-0.69	-
Skew	2.0	-5.92
Kurtosis	18.63	35.0
Expected Daily	-0.09%	0.15%
Expected Monthly	-1.01%	1.71%
Expected Yearly	-3.0%	5.22%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-12.3%	-0.1%
Expected Shortfall (cVaR)	-12.3%	-0.1%
Max Consecutive Wins	4	34
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.18	-
Gain/Pain (1M)	1.58	-
Payoff Ratio	-	-
Profit Factor	1.18	-
Common Sense Ratio	0.98	-
CPC Index	-	-
Tail Ratio	0.83	1.0
Outlier Win Ratio	5.0	83.51
Outlier Loss Ratio	4.48	-
MTD	-0.35%	1.36%
3M	-3.0%	5.22%
6M	-3.0%	5.22%
YTD	-3.0%	5.22%
1Y	-3.0%	5.22%
3Y (ann.)	-20.32%	46.05%
5Y (ann.)	-20.32%	46.05%
10Y (ann.)	-20.32%	46.05%
All-time (ann.)	-20.32%	46.05%
Best Day	35.86%	0.15%
Worst Day	-25.71%	0.0%
Best Month	0.96%	3.34%
Worst Month	-3.58%	0.45%
Best Year	-3.0%	5.22%
Worst Year	-3.0%	5.22%
Avg. Drawdown	-29.32%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.1	-
Ulcer Index	0.27	0.0
Serenity Index	-0.02	-
Avg. Up Month	0.96%	0.45%
Avg. Down Month	-	-
Win Days	47.06%	100.0%
Win Month	33.33%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	1.23	-
Alpha	-0.0	-
Correlation	0.41%	-
Treynor Ratio	-2.45%	-