STME RUB[Strategy] vs Deposit RUB[Benchmark]

2 Sep, 2025 - 9 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	2.24%	16.57%
CAGR﹪	2.03%	14.94%
Sharpe	0.2	116.5
Prob. Sharpe Ratio	58.32%	100.0%
Smart Sharpe	0.17	98.17
Sortino	0.28	-
Smart Sortino	0.24	-
Sortino/√2	0.2	-
Smart Sortino/√2	0.17	-
Omega	1.04	1.04
Max Drawdown	-23.04%	-
Longest DD Days	-	-
Volatility (ann.)	18.51%	0.12%
R^2	0.0	0.0
Information Ratio	-0.03	-0.03
Calmar	0.09	-
Skew	-0.18	-0.76
Kurtosis	6.08	9.51
Expected Daily	0.01%	0.05%
Expected Monthly	0.16%	1.1%
Expected Yearly	1.11%	7.97%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.9%	-0.04%
Expected Shortfall (cVaR)	-1.9%	-0.04%
Max Consecutive Wins	5	279
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.04	-
Gain/Pain (1M)	0.19	-
Payoff Ratio	-	-
Profit Factor	1.04	-
Common Sense Ratio	1.02	-
CPC Index	-	-
Tail Ratio	0.99	1.53
Outlier Win Ratio	1.89	25.92
Outlier Loss Ratio	1.65	-
MTD	0.37%	0.34%
3M	12.59%	3.34%
6M	-5.29%	6.69%
YTD	-3.4%	10.82%
1Y	3.39%	14.77%
3Y (ann.)	2.03%	14.94%
5Y (ann.)	2.03%	14.94%
10Y (ann.)	2.03%	14.94%
All-time (ann.)	2.03%	14.94%
Best Day	5.94%	0.07%
Worst Day	-6.2%	0.0%
Best Month	8.16%	1.3%
Worst Month	-5.07%	0.34%
Best Year	5.84%	10.82%
Worst Year	-3.4%	5.19%
Avg. Drawdown	-6.22%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.1	-
Ulcer Index	0.1	0.0
Serenity Index	0.02	-
Avg. Up Month	3.73%	1.08%
Avg. Down Month	-	-
Win Days	51.91%	100.0%
Win Month	50.0%	100.0%
Win Quarter	66.67%	100.0%
Win Year	50.0%	100.0%
Beta	10.47	-
Alpha	-1.41	-
Correlation	6.7%	-
Treynor Ratio	0.21%	-