BCSD[Strategy] vs RUB Inflation[Benchmark]

25 Jul, 2024 - 26 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	39.45%	14.93%
CAGR﹪	18.9%	7.52%
Sharpe	22.57	15.36
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	19.05	12.96
Sortino	439.94	113.81
Smart Sortino	371.3	96.05
Sortino/√2	311.09	80.48
Smart Sortino/√2	262.55	67.92
Omega	213.27	213.27
Max Drawdown	-0.03%	-0.4%
Longest DD Days	1	63
Volatility (ann.)	0.75%	0.46%
R^2	0.0	0.0
Information Ratio	0.71	0.71
Calmar	704.68	18.79
Skew	1.0	2.94
Kurtosis	0.7	16.24
Expected Daily	0.07%	0.03%
Expected Monthly	1.4%	0.58%
Expected Yearly	11.72%	4.75%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.02%
Expected Shortfall (cVaR)	-0.01%	-0.02%
Max Consecutive Wins	133	265
Max Consecutive Losses	1	21
Gain/Pain Ratio	212.27	34.74
Gain/Pain (1M)	-	34.74
Payoff Ratio	-	-
Profit Factor	213.27	35.74
Common Sense Ratio	-	380.08
CPC Index	-	-
Tail Ratio	-	10.64
Outlier Win Ratio	2.18	4.97
Outlier Loss Ratio	1.16	0.96
MTD	1.01%	0.16%
3M	3.64%	0.58%
6M	7.54%	3.51%
YTD	7.08%	3.46%
1Y	17.06%	5.31%
3Y (ann.)	18.9%	7.52%
5Y (ann.)	18.9%	7.52%
10Y (ann.)	18.9%	7.52%
All-time (ann.)	18.9%	7.52%
Best Day	0.25%	0.23%
Worst Day	-0.03%	-0.02%
Best Month	1.81%	1.62%
Worst Month	0.11%	-0.4%
Best Year	20.55%	5.6%
Worst Year	7.08%	3.46%
Avg. Drawdown	-0.02%	-0.4%
Avg. Drawdown Days	1	63
Recovery Factor	1470.56	37.33
Ulcer Index	0.0	0.0
Serenity Index	178946.6	46.15
Avg. Up Month	1.39%	0.63%
Avg. Down Month	-	-
Win Days	97.9%	95.73%
Win Month	100.0%	95.83%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.02	-
Alpha	0.17	-
Correlation	1.32%	-
Treynor Ratio	1834.58%	-