BCSD[Strategy] vs RUB Inflation[Benchmark]

25 Jul, 2024 - 27 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	22.93%	10.3%
CAGR﹪	20.84%	9.41%
Sharpe	23.9	18.45
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	21.18	16.35
Sortino	456.86	-
Smart Sortino	404.82	-
Sortino/√2	323.05	-
Smart Sortino/√2	286.25	-
Omega	229.42	229.42
Max Drawdown	-0.03%	-
Longest DD Days	-	-
Volatility (ann.)	0.76%	0.47%
R^2	0.0	0.0
Information Ratio	0.67	0.67
Calmar	776.93	-
Skew	0.93	3.97
Kurtosis	0.39	23.01
Expected Daily	0.07%	0.03%
Expected Monthly	1.49%	0.7%
Expected Yearly	10.87%	5.03%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.01%
Expected Shortfall (cVaR)	-0.01%	-0.01%
Max Consecutive Wins	133	284
Max Consecutive Losses	1	0
Gain/Pain Ratio	228.42	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	229.42	-
Common Sense Ratio	23148.38	-
CPC Index	-	-
Tail Ratio	100.9	7.45
Outlier Win Ratio	2.93	6.3
Outlier Loss Ratio	0.23	-
MTD	1.29%	0.47%
3M	4.93%	1.31%
6M	10.34%	2.83%
YTD	13.79%	4.86%
1Y	21.58%	9.13%
3Y (ann.)	20.84%	9.41%
5Y (ann.)	20.84%	9.41%
10Y (ann.)	20.84%	9.41%
All-time (ann.)	20.84%	9.41%
Best Day	0.22%	0.23%
Worst Day	-0.03%	0.0%
Best Month	1.81%	1.43%
Worst Month	0.11%	0.2%
Best Year	13.79%	5.19%
Worst Year	8.03%	4.86%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	854.69	-
Ulcer Index	0.0	0.0
Serenity Index	98690.62	-
Avg. Up Month	1.49%	0.7%
Avg. Down Month	-	-
Win Days	98.18%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.03	-
Alpha	0.19	-
Correlation	-1.87%	-
Treynor Ratio	-753.64%	-