STME RUB[Strategy] vs Deposit RUB[Benchmark]

2 Sep, 2025 - 20 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	92.0%	100.0%
Cumulative Return	9.94%	7.75%
CAGR﹪	22.41%	17.27%
Sharpe	1.06	101.36
Prob. Sharpe Ratio	76.15%	100.0%
Smart Sharpe	0.73	69.24
Sortino	1.5	-
Smart Sortino	1.03	-
Sortino/√2	1.06	-
Smart Sortino/√2	0.73	-
Omega	1.24	1.24
Max Drawdown	-9.52%	-
Longest DD Days	-	-
Volatility (ann.)	21.1%	0.16%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	2.35	-
Skew	-0.47	-1.7
Kurtosis	8.56	13.14
Expected Daily	0.08%	0.06%
Expected Monthly	1.59%	1.25%
Expected Yearly	4.85%	3.8%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.1%	-0.05%
Expected Shortfall (cVaR)	-2.1%	-0.05%
Max Consecutive Wins	5	117
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.24	-
Gain/Pain (1M)	1.81	-
Payoff Ratio	-	-
Profit Factor	1.24	-
Common Sense Ratio	1.25	-
CPC Index	-	-
Tail Ratio	1.0	1.45
Outlier Win Ratio	2.83	33.04
Outlier Loss Ratio	2.36	-
MTD	-3.8%	1.21%
3M	10.76%	4.21%
6M	9.94%	7.75%
YTD	3.87%	2.44%
1Y	9.94%	7.75%
3Y (ann.)	22.41%	17.27%
5Y (ann.)	22.41%	17.27%
10Y (ann.)	22.41%	17.27%
All-time (ann.)	22.41%	17.27%
Best Day	5.94%	0.08%
Worst Day	-6.2%	0.0%
Best Month	7.98%	1.3%
Worst Month	-3.8%	1.21%
Best Year	5.84%	5.19%
Worst Year	3.87%	2.44%
Avg. Drawdown	-3.61%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.04	-
Ulcer Index	0.03	0.0
Serenity Index	0.99	-
Avg. Up Month	4.1%	1.27%
Avg. Down Month	-	-
Win Days	58.33%	100.0%
Win Month	66.67%	100.0%
Win Quarter	66.67%	100.0%
Win Year	100.0%	100.0%
Beta	-3.55	-
Alpha	0.79	-
Correlation	-2.64%	-
Treynor Ratio	-2.8%	-