STME[Strategy] vs RUB Inflation[Benchmark]

2 Sep, 2025 - 29 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	-1.37%	4.88%
CAGR﹪	-1.85%	6.67%
Sharpe	-0.01	17.02
Prob. Sharpe Ratio	49.8%	-
Smart Sharpe	-0.0	12.86
Sortino	-0.01	-
Smart Sortino	-0.01	-
Sortino/√2	-0.01	-
Smart Sortino/√2	-0.0	-
Omega	1.0	1.0
Max Drawdown	-14.02%	-
Longest DD Days	-	-
Volatility (ann.)	18.75%	0.38%
R^2	0.01	0.01
Information Ratio	-0.02	-0.02
Calmar	-0.13	-
Skew	-0.4	2.11
Kurtosis	8.8	3.69
Expected Daily	-0.01%	0.03%
Expected Monthly	-0.15%	0.53%
Expected Yearly	-0.69%	2.41%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.94%	-0.01%
Expected Shortfall (cVaR)	-1.94%	-0.01%
Max Consecutive Wins	5	185
Max Consecutive Losses	5	0
Gain/Pain Ratio	-0.0	-
Gain/Pain (1M)	-0.0	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	0.8	-
CPC Index	-	-
Tail Ratio	0.8	14.87
Outlier Win Ratio	2.3	58.34
Outlier Loss Ratio	2.08	-
MTD	-3.64%	0.13%
3M	-12.56%	0.87%
6M	-0.25%	3.58%
YTD	-6.81%	3.25%
1Y	-1.37%	4.88%
3Y (ann.)	-1.85%	6.67%
5Y (ann.)	-1.85%	6.67%
10Y (ann.)	-1.85%	6.67%
All-time (ann.)	-1.85%	6.67%
Best Day	5.94%	0.09%
Worst Day	-6.2%	0.0%
Best Month	7.98%	1.62%
Worst Month	-5.07%	0.13%
Best Year	5.84%	3.25%
Worst Year	-6.81%	1.57%
Avg. Drawdown	-4.93%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.1	-
Ulcer Index	0.05	0.0
Serenity Index	-0.03	-
Avg. Up Month	4.1%	0.71%
Avg. Down Month	-	-
Win Days	56.07%	100.0%
Win Month	44.44%	100.0%
Win Quarter	50.0%	100.0%
Win Year	50.0%	100.0%
Beta	5.84	-
Alpha	-0.38	-
Correlation	11.8%	-
Treynor Ratio	-0.23%	-