STME[Strategy] vs RUB Inflation[Benchmark]

2 Sep, 2025 - 3 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	87.0%	98.0%
Cumulative Return	0.37%	0.73%
CAGR﹪	2.21%	4.37%
Sharpe	0.2	105.33
Prob. Sharpe Ratio	53.4%	97.21%
Smart Sharpe	0.14	74.99
Sortino	0.28	-
Smart Sortino	0.2	-
Sortino/√2	0.2	-
Smart Sortino/√2	0.14	-
Omega	1.05	1.05
Max Drawdown	-9.52%	-
Longest DD Days	-	-
Volatility (ann.)	23.87%	0.04%
R^2	0.0	0.0
Information Ratio	0.0	0.0
Calmar	0.23	-
Skew	-0.25	-6.78
Kurtosis	10.67	46.0
Expected Daily	0.01%	0.02%
Expected Monthly	0.12%	0.24%
Expected Yearly	0.37%	0.73%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.45%	-0.01%
Expected Shortfall (cVaR)	-2.45%	-0.01%
Max Consecutive Wins	5	45
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.05	-
Gain/Pain (1M)	0.42	-
Payoff Ratio	-	-
Profit Factor	1.05	-
Common Sense Ratio	0.83	-
CPC Index	-	-
Tail Ratio	0.79	1.0
Outlier Win Ratio	3.36	136.36
Outlier Loss Ratio	1.86	-
MTD	2.8%	0.03%
3M	0.37%	0.73%
6M	0.37%	0.73%
YTD	0.37%	0.73%
1Y	0.37%	0.73%
3Y (ann.)	2.21%	4.37%
5Y (ann.)	2.21%	4.37%
10Y (ann.)	2.21%	4.37%
All-time (ann.)	2.21%	4.37%
Best Day	5.94%	0.02%
Worst Day	-6.2%	0.0%
Best Month	2.8%	0.37%
Worst Month	-2.48%	0.03%
Best Year	0.37%	0.73%
Worst Year	0.37%	0.73%
Avg. Drawdown	-7.37%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.04	-
Ulcer Index	0.03	0.0
Serenity Index	0.04	-
Avg. Up Month	1.46%	0.2%
Avg. Down Month	-	-
Win Days	60.0%	100.0%
Win Month	66.67%	100.0%
Win Quarter	50.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.21	-
Alpha	0.0	-
Correlation	0.19%	-
Treynor Ratio	0.31%	-