STME RUB[Strategy] vs Deposit RUB[Benchmark]

2 Sep, 2025 - 7 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	0.62%	13.96%
CAGR﹪	0.67%	15.11%
Sharpe	0.13	112.16
Prob. Sharpe Ratio	55.0%	100.0%
Smart Sharpe	0.11	94.61
Sortino	0.18	-
Smart Sortino	0.15	-
Sortino/√2	0.13	-
Smart Sortino/√2	0.11	-
Omega	1.02	1.02
Max Drawdown	-23.04%	-
Longest DD Days	-	-
Volatility (ann.)	19.27%	0.12%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	0.03	-
Skew	-0.19	-1.08
Kurtosis	6.1	9.48
Expected Daily	0.0%	0.06%
Expected Monthly	0.05%	1.1%
Expected Yearly	0.31%	6.75%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.99%	-0.04%
Expected Shortfall (cVaR)	-1.99%	-0.04%
Max Consecutive Wins	5	234
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.02	-
Gain/Pain (1M)	0.12	-
Payoff Ratio	-	-
Profit Factor	1.02	-
Common Sense Ratio	1.04	-
CPC Index	-	-
Tail Ratio	1.01	1.53
Outlier Win Ratio	2.12	28.28
Outlier Loss Ratio	1.78	-
MTD	4.92%	0.23%
3M	-2.88%	3.32%
6M	-8.89%	6.71%
YTD	-4.93%	8.34%
1Y	0.62%	13.96%
3Y (ann.)	0.67%	15.11%
5Y (ann.)	0.67%	15.11%
10Y (ann.)	0.67%	15.11%
All-time (ann.)	0.67%	15.11%
Best Day	5.94%	0.07%
Worst Day	-6.2%	0.0%
Best Month	7.98%	1.3%
Worst Month	-5.07%	0.23%
Best Year	5.84%	8.34%
Worst Year	-4.93%	5.19%
Avg. Drawdown	-6.22%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.03	-
Ulcer Index	0.09	0.0
Serenity Index	0.0	-
Avg. Up Month	3.75%	1.06%
Avg. Down Month	-	-
Win Days	53.21%	100.0%
Win Month	50.0%	100.0%
Win Quarter	60.0%	100.0%
Win Year	50.0%	100.0%
Beta	9.83	-
Alpha	-1.35	-
Correlation	6.37%	-
Treynor Ratio	0.06%	-