BCSD[Strategy] vs RUB Inflation[Benchmark]

25 Jul, 2024 - 17 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	16.65%	9.26%
CAGR﹪	20.91%	11.53%
Sharpe	23.6	21.2
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	20.38	18.31
Sortino	404.39	-
Smart Sortino	349.23	-
Sortino/√2	285.95	-
Smart Sortino/√2	246.94	-
Omega	189.18	189.18
Max Drawdown	-0.03%	-
Longest DD Days	-	-
Volatility (ann.)	0.78%	0.5%
R^2	0.0	0.0
Information Ratio	0.53	0.53
Calmar	779.67	-
Skew	0.94	3.85
Kurtosis	0.38	20.74
Expected Daily	0.07%	0.04%
Expected Monthly	1.41%	0.81%
Expected Yearly	8.0%	4.53%
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	210
Max Consecutive Losses	1	0
Gain/Pain Ratio	188.18	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	189.18	-
Common Sense Ratio	3637.82	-
CPC Index	-	-
Tail Ratio	19.23	7.45
Outlier Win Ratio	2.91	5.18
Outlier Loss Ratio	0.21	-
MTD	0.92%	0.43%
3M	5.34%	2.19%
6M	10.76%	5.95%
YTD	7.98%	3.86%
1Y	16.65%	9.26%
3Y (ann.)	20.91%	11.53%
5Y (ann.)	20.91%	11.53%
10Y (ann.)	20.91%	11.53%
All-time (ann.)	20.91%	11.53%
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	8.03%	5.19%
Worst Year	7.98%	3.86%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	620.71	-
Ulcer Index	0.0	0.0
Serenity Index	56129.17	-
Avg. Up Month	1.41%	0.81%
Avg. Down Month	-	-
Win Days	98.05%	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	-1.99%	-
Treynor Ratio	-535.01%	-