STME[Strategy] vs RUB Inflation[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%	4.69%
CAGR﹪	22.41%	10.28%
Sharpe	1.06	18.01
Prob. Sharpe Ratio	76.15%	-
Smart Sharpe	0.73	12.3
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%	0.54%
R^2	0.0	0.0
Information Ratio	0.04	0.04
Calmar	2.35	-
Skew	-0.47	1.01
Kurtosis	8.56	-0.94
Expected Daily	0.08%	0.04%
Expected Monthly	1.59%	0.77%
Expected Yearly	4.85%	2.32%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.1%	-0.02%
Expected Shortfall (cVaR)	-2.1%	-0.02%
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	6.51
Outlier Win Ratio	2.84	53.98
Outlier Loss Ratio	2.39	-
MTD	-3.8%	1.43%
3M	10.76%	3.55%
6M	9.94%	4.69%
YTD	3.87%	3.07%
1Y	9.94%	4.69%
3Y (ann.)	22.41%	10.28%
5Y (ann.)	22.41%	10.28%
10Y (ann.)	22.41%	10.28%
All-time (ann.)	22.41%	10.28%
Best Day	5.94%	0.09%
Worst Day	-6.2%	0.0%
Best Month	7.98%	1.62%
Worst Month	-3.8%	0.32%
Best Year	5.84%	3.07%
Worst Year	3.87%	1.57%
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%	0.71%
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	0.54	-
Alpha	0.17	-
Correlation	1.4%	-
Treynor Ratio	18.33%	-