SPRN[Strategy] vs RUB Inflation[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%	2.0%
CAGR﹪	-5.76%	3.78%
Sharpe	0.19	8.88
Prob. Sharpe Ratio	55.77%	100.0%
Smart Sharpe	0.12	5.45
Sortino	0.33	101.38
Smart Sortino	0.2	62.24
Sortino/√2	0.23	71.69
Smart Sortino/√2	0.14	44.01
Omega	1.09	1.09
Max Drawdown	-36.01%	-0.18%
Longest DD Days	191	65
Volatility (ann.)	61.0%	0.41%
R^2	0.01	0.01
Information Ratio	0.01	0.01
Calmar	-0.16	20.66
Skew	3.77	3.31
Kurtosis	69.87	14.93
Expected Daily	-0.02%	0.01%
Expected Monthly	-0.4%	0.25%
Expected Yearly	-3.12%	2.0%
Kelly Criterion	30.69%	59.62%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-6.27%	-0.03%
Expected Shortfall (cVaR)	-6.27%	-0.03%
Max Consecutive Wins	8	89
Max Consecutive Losses	8	48
Gain/Pain Ratio	0.09	10.83
Gain/Pain (1M)	0.58	10.83
Payoff Ratio	4.29	6.55
Profit Factor	1.09	11.83
Common Sense Ratio	1.34	128.06
CPC Index	2.06	50.35
Tail Ratio	1.23	10.83
Outlier Win Ratio	0.98	49.68
Outlier Loss Ratio	1.11	255.3
MTD	1.64%	-0.02%
3M	8.86%	0.26%
6M	-4.07%	1.52%
YTD	-3.12%	2.0%
1Y	-3.12%	2.0%
3Y (ann.)	-5.76%	3.78%
5Y (ann.)	-5.76%	3.78%
10Y (ann.)	-5.76%	3.78%
All-time (ann.)	-5.76%	3.78%
Best Day	35.86%	0.15%
Worst Day	-25.71%	-0.0%
Best Month	5.38%	0.87%
Worst Month	-3.58%	-0.08%
Best Year	-3.12%	2.0%
Worst Year	-3.12%	2.0%
Avg. Drawdown	-36.01%	-0.18%
Avg. Drawdown Days	191	65
Recovery Factor	-0.09	10.94
Ulcer Index	0.3	0.0
Serenity Index	-0.01	6.63
Avg. Up Month	0.68%	0.49%
Avg. Down Month	-1.7%	-0.08%
Win Days	43.8%	64.96%
Win Month	50.0%	62.5%
Win Quarter	75.0%	75.0%
Win Year	0.0%	100.0%
Beta	13.76	-
Alpha	-0.38	-
Correlation	9.19%	-
Treynor Ratio	-0.23%	-