BCSD[Strategy] vs RUB Inflation[Benchmark]

25 Jul, 2024 - 2 Apr, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	13.7%	8.35%
CAGR﹪	20.53%	12.37%
Sharpe	23.7	21.43
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	21.4	19.36
Sortino	405.19	-
Smart Sortino	365.99	-
Sortino/√2	286.51	-
Smart Sortino/√2	258.79	-
Omega	200.23	200.23
Max Drawdown	-0.03%	-
Longest DD Days	-	-
Volatility (ann.)	0.77%	0.53%
R^2	0.0	0.0
Information Ratio	0.46	0.46
Calmar	765.37	-
Skew	1.07	3.48
Kurtosis	0.51	17.35
Expected Daily	0.07%	0.05%
Expected Monthly	1.29%	0.81%
Expected Yearly	6.63%	4.09%
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	176
Max Consecutive Losses	1	0
Gain/Pain Ratio	199.23	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	200.23	-
Common Sense Ratio	1695.62	-
CPC Index	-	-
Tail Ratio	8.47	7.45
Outlier Win Ratio	2.93	4.8
Outlier Loss Ratio	0.21	-
MTD	0.15%	0.08%
3M	5.25%	3.0%
6M	10.56%	6.61%
YTD	5.25%	3.0%
1Y	13.7%	8.35%
3Y (ann.)	20.53%	12.37%
5Y (ann.)	20.53%	12.37%
10Y (ann.)	20.53%	12.37%
All-time (ann.)	20.53%	12.37%
Best Day	0.22%	0.23%
Worst Day	-0.03%	0.0%
Best Month	1.8%	1.43%
Worst Month	0.11%	0.08%
Best Year	8.03%	5.19%
Worst Year	5.25%	3.0%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	510.8	-
Ulcer Index	0.0	0.0
Serenity Index	46572.98	-
Avg. Up Month	1.29%	0.81%
Avg. Down Month	-	-
Win Days	98.28%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.02	-
Alpha	0.19	-
Correlation	-1.51%	-
Treynor Ratio	-627.24%	-