STME[Strategy] vs RUB Inflation[Benchmark]

2 Sep, 2025 - 6 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	90.0%	99.0%
Cumulative Return	7.33%	1.76%
CAGR﹪	22.74%	5.18%
Sharpe	1.05	103.94
Prob. Sharpe Ratio	72.94%	100.0%
Smart Sharpe	0.75	74.35
Sortino	1.53	-
Smart Sortino	1.09	-
Sortino/√2	1.08	-
Smart Sortino/√2	0.77	-
Omega	1.25	1.25
Max Drawdown	-9.52%	-
Longest DD Days	-	-
Volatility (ann.)	21.47%	0.05%
R^2	0.0	0.0
Information Ratio	0.05	0.05
Calmar	2.39	-
Skew	-0.15	-3.63
Kurtosis	9.44	20.1
Expected Daily	0.08%	0.02%
Expected Monthly	1.42%	0.35%
Expected Yearly	3.6%	0.88%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.14%	-0.01%
Expected Shortfall (cVaR)	-2.14%	-0.01%
Max Consecutive Wins	5	87
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.25	-
Gain/Pain (1M)	3.72	-
Payoff Ratio	-	-
Profit Factor	1.25	-
Common Sense Ratio	1.18	-
CPC Index	-	-
Tail Ratio	0.94	1.34
Outlier Win Ratio	3.35	116.69
Outlier Loss Ratio	2.0	-
MTD	1.41%	0.04%
3M	9.09%	1.36%
6M	7.33%	1.76%
YTD	1.41%	0.04%
1Y	7.33%	1.76%
3Y (ann.)	22.74%	5.18%
5Y (ann.)	22.74%	5.18%
10Y (ann.)	22.74%	5.18%
All-time (ann.)	22.74%	5.18%
Best Day	5.94%	0.02%
Worst Day	-6.2%	0.0%
Best Month	7.04%	0.5%
Worst Month	-2.48%	0.04%
Best Year	5.84%	1.72%
Worst Year	1.41%	0.04%
Avg. Drawdown	-4.92%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.77	-
Ulcer Index	0.03	0.0
Serenity Index	0.71	-
Avg. Up Month	2.46%	0.36%
Avg. Down Month	-	-
Win Days	60.76%	100.0%
Win Month	80.0%	100.0%
Win Quarter	66.67%	100.0%
Win Year	100.0%	100.0%
Beta	24.15	-
Alpha	-0.98	-
Correlation	5.4%	-
Treynor Ratio	0.3%	-