STME RUB[Strategy] vs Deposit RUB[Benchmark]

2 Sep, 2025 - 17 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	6.58%	10.15%
CAGR﹪	10.8%	16.82%
Sharpe	0.63	94.65
Prob. Sharpe Ratio	68.72%	100.0%
Smart Sharpe	0.46	68.86
Sortino	0.87	-
Smart Sortino	0.63	-
Sortino/√2	0.62	-
Smart Sortino/√2	0.45	-
Omega	1.13	1.13
Max Drawdown	-9.52%	-
Longest DD Days	-	-
Volatility (ann.)	19.31%	0.16%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	1.13	-
Skew	-0.43	-0.42
Kurtosis	9.29	8.15
Expected Daily	0.04%	0.06%
Expected Monthly	0.8%	1.22%
Expected Yearly	3.24%	4.95%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.95%	-0.04%
Expected Shortfall (cVaR)	-1.95%	-0.04%
Max Consecutive Wins	5	156
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.13	-
Gain/Pain (1M)	0.86	-
Payoff Ratio	-	-
Profit Factor	1.13	-
Common Sense Ratio	1.02	-
CPC Index	-	-
Tail Ratio	0.9	1.68
Outlier Win Ratio	2.58	28.36
Outlier Loss Ratio	2.27	-
MTD	-1.15%	1.12%
3M	-1.83%	4.12%
6M	5.15%	8.09%
YTD	0.7%	4.72%
1Y	6.58%	10.15%
3Y (ann.)	10.8%	16.82%
5Y (ann.)	10.8%	16.82%
10Y (ann.)	10.8%	16.82%
All-time (ann.)	10.8%	16.82%
Best Day	5.94%	0.09%
Worst Day	-6.2%	0.0%
Best Month	7.98%	1.3%
Worst Month	-4.41%	1.12%
Best Year	5.84%	5.19%
Worst Year	0.7%	4.72%
Avg. Drawdown	-4.09%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.69	-
Ulcer Index	0.03	0.0
Serenity Index	0.39	-
Avg. Up Month	4.1%	1.27%
Avg. Down Month	-	-
Win Days	57.24%	100.0%
Win Month	50.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	100.0%	100.0%
Beta	3.69	-
Alpha	-0.45	-
Correlation	3.13%	-
Treynor Ratio	1.78%	-