STME[Strategy] vs RUB Inflation[Benchmark]

2 Sep, 2025 - 12 Sep, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	67.0%	0.0%
Cumulative Return	0.37%	0.0%
CAGR﹪	14.54%	0.0%
Sharpe	1.34	-
Prob. Sharpe Ratio	58.86%	-
Smart Sharpe	0.95	-
Sortino	1.79	-
Smart Sortino	1.27	-
Sortino/√2	1.27	-
Smart Sortino/√2	0.9	-
Omega	1.28	1.28
Max Drawdown	-1.34%	-
Longest DD Days	-	-
Volatility (ann.)	7.97%	0.0%
R^2	0.0	0.0
Information Ratio	0.08	0.08
Calmar	10.83	-
Skew	-1.61	0.0
Kurtosis	3.11	0.0
Expected Daily	0.04%	0.0%
Expected Monthly	0.37%	0.0%
Expected Yearly	0.37%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.0%	1.0%
Daily Value-at-Risk	-0.78%	-
Expected Shortfall (cVaR)	-0.78%	-
Max Consecutive Wins	3	0
Max Consecutive Losses	2	0
Gain/Pain Ratio	0.28	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1.28	-
Common Sense Ratio	0.84	-
CPC Index	-	-
Tail Ratio	0.65	-
Outlier Win Ratio	1.01	-
Outlier Loss Ratio	0.77	-
MTD	0.37%	0.0%
3M	0.37%	0.0%
6M	0.37%	0.0%
YTD	0.37%	0.0%
1Y	0.37%	0.0%
3Y (ann.)	14.54%	0.0%
5Y (ann.)	14.54%	0.0%
10Y (ann.)	14.54%	0.0%
All-time (ann.)	14.54%	0.0%
Best Day	0.5%	0.0%
Worst Day	-1.1%	0.0%
Best Month	0.37%	0.0%
Worst Month	0.37%	0.0%
Best Year	0.37%	0.0%
Worst Year	0.37%	0.0%
Avg. Drawdown	-1.34%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.28	-
Ulcer Index	0.0	0.0
Serenity Index	0.43	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	66.67%	0.0%
Win Month	100.0%	0.0%
Win Quarter	100.0%	0.0%
Win Year	100.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-