BCSD[Strategy] vs RUB Inflation[Benchmark]

25 Jul, 2024 - 11 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	37.0%	15.27%
CAGR﹪	19.17%	8.24%
Sharpe	22.79	16.83
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	19.29	14.24
Sortino	523.57	120.28
Smart Sortino	443.13	101.8
Sortino/√2	370.22	85.05
Smart Sortino/√2	313.34	71.98
Omega	278.85	278.85
Max Drawdown	-0.03%	-0.4%
Longest DD Days	1	63
Volatility (ann.)	0.76%	0.46%
R^2	0.0	0.0
Information Ratio	0.67	0.67
Calmar	714.83	20.6
Skew	1.01	2.94
Kurtosis	0.68	16.57
Expected Daily	0.07%	0.03%
Expected Monthly	1.38%	0.62%
Expected Yearly	11.06%	4.85%
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	277.85	35.46
Gain/Pain (1M)	-	35.46
Payoff Ratio	-	-
Profit Factor	278.85	36.46
Common Sense Ratio	-	271.53
CPC Index	-	-
Tail Ratio	-	7.45
Outlier Win Ratio	2.16	4.53
Outlier Loss Ratio	0.96	0.71
MTD	0.29%	0.16%
3M	3.57%	1.84%
6M	7.77%	4.4%
YTD	5.2%	3.76%
1Y	17.87%	6.11%
3Y (ann.)	19.17%	8.24%
5Y (ann.)	19.17%	8.24%
10Y (ann.)	19.17%	8.24%
All-time (ann.)	19.17%	8.24%
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	5.2%	3.76%
Avg. Drawdown	-0.01%	-0.4%
Avg. Drawdown Days	1	63
Recovery Factor	1379.28	38.17
Ulcer Index	0.0	0.0
Serenity Index	233251.01	43.85
Avg. Up Month	1.37%	0.67%
Avg. Down Month	-	-
Win Days	98.2%	95.42%
Win Month	100.0%	95.65%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.02	-
Alpha	0.17	-
Correlation	-1.22%	-
Treynor Ratio	-1850.68%	-