BCSD[Strategy] vs RUB Inflation[Benchmark]

25 Jul, 2024 - 13 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	45.1%	16.89%
CAGR﹪	18.26%	7.28%
Sharpe	21.9	15.44
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	19.05	13.43
Sortino	387.65	115.57
Smart Sortino	337.24	100.54
Sortino/√2	274.11	81.72
Smart Sortino/√2	238.46	71.09
Omega	160.83	160.83
Max Drawdown	-0.03%	-0.4%
Longest DD Days	2	63
Volatility (ann.)	0.74%	0.44%
R^2	0.0	0.0
Information Ratio	0.7	0.7
Calmar	680.9	18.21
Skew	1.0	2.99
Kurtosis	0.81	17.57
Expected Daily	0.06%	0.03%
Expected Monthly	1.34%	0.56%
Expected Yearly	13.21%	5.34%
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	2	21
Gain/Pain Ratio	159.83	32.47
Gain/Pain (1M)	-	32.47
Payoff Ratio	-	-
Profit Factor	160.83	33.47
Common Sense Ratio	-	593.93
CPC Index	-	-
Tail Ratio	-	17.75
Outlier Win Ratio	2.26	5.01
Outlier Loss Ratio	1.25	1.6
MTD	0.49%	0.17%
3M	3.52%	0.8%
6M	7.11%	2.13%
YTD	11.43%	5.22%
1Y	15.55%	6.35%
3Y (ann.)	18.26%	7.28%
5Y (ann.)	18.26%	7.28%
10Y (ann.)	18.26%	7.28%
All-time (ann.)	18.26%	7.28%
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	8.03%	5.19%
Avg. Drawdown	-0.02%	-0.24%
Avg. Drawdown Days	1	50
Recovery Factor	1681.44	42.22
Ulcer Index	0.0	0.0
Serenity Index	151207.67	56.85
Avg. Up Month	1.35%	0.62%
Avg. Down Month	-	-
Win Days	97.13%	92.72%
Win Month	100.0%	92.86%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.06	-
Alpha	0.16	-
Correlation	3.52%	-
Treynor Ratio	761.56%	-