SPRN[Strategy] vs RUB Inflation[Benchmark]

26 Mar, 2026 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	-2.92%	2.9%
CAGR﹪	-7.55%	7.86%
Sharpe	0.24	17.13
Prob. Sharpe Ratio	55.9%	100.0%
Smart Sharpe	0.14	10.51
Sortino	0.4	-
Smart Sortino	0.25	-
Sortino/√2	0.29	-
Smart Sortino/√2	0.17	-
Omega	1.11	1.11
Max Drawdown	-36.01%	-
Longest DD Days	-	-
Volatility (ann.)	72.65%	0.43%
R^2	0.01	0.01
Information Ratio	0.01	0.01
Calmar	-0.21	-
Skew	3.19	2.49
Kurtosis	49.58	9.52
Expected Daily	-0.03%	0.03%
Expected Monthly	-0.49%	0.48%
Expected Yearly	-2.92%	2.9%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-7.46%	-0.02%
Expected Shortfall (cVaR)	-7.46%	-0.02%
Max Consecutive Wins	7	96
Max Consecutive Losses	8	0
Gain/Pain Ratio	0.11	-
Gain/Pain (1M)	0.69	-
Payoff Ratio	-	-
Profit Factor	1.11	-
Common Sense Ratio	1.53	-
CPC Index	-	-
Tail Ratio	1.37	6.49
Outlier Win Ratio	1.36	68.33
Outlier Loss Ratio	1.41	-
MTD	5.51%	0.29%
3M	-0.51%	2.26%
6M	-2.92%	2.9%
YTD	-2.92%	2.9%
1Y	-2.92%	2.9%
3Y (ann.)	-7.55%	7.86%
5Y (ann.)	-7.55%	7.86%
10Y (ann.)	-7.55%	7.86%
All-time (ann.)	-7.55%	7.86%
Best Day	35.86%	0.15%
Worst Day	-25.71%	0.0%
Best Month	5.51%	0.95%
Worst Month	-3.58%	0.14%
Best Year	-2.92%	2.9%
Worst Year	-2.92%	2.9%
Avg. Drawdown	-36.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.08	-
Ulcer Index	0.3	0.0
Serenity Index	-0.01	-
Avg. Up Month	2.29%	0.56%
Avg. Down Month	-	-
Win Days	44.79%	100.0%
Win Month	50.0%	100.0%
Win Quarter	66.67%	100.0%
Win Year	0.0%	100.0%
Beta	19.36	-
Alpha	-1.27	-
Correlation	11.57%	-
Treynor Ratio	-0.15%	-