BCSD[Strategy] vs RUB Inflation[Benchmark]

25 Jul, 2024 - 1 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	19.56%	9.33%
CAGR﹪	21.07%	10.01%
Sharpe	23.68	18.51
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	21.03	16.45
Sortino	427.31	-
Smart Sortino	379.61	-
Sortino/√2	302.15	-
Smart Sortino/√2	268.42	-
Omega	198.68	198.68
Max Drawdown	-0.03%	-
Longest DD Days	-	-
Volatility (ann.)	0.78%	0.5%
R^2	0.0	0.0
Information Ratio	0.62	0.62
Calmar	785.52	-
Skew	0.88	3.74
Kurtosis	0.26	20.2
Expected Daily	0.07%	0.04%
Expected Monthly	1.38%	0.69%
Expected Yearly	9.34%	4.56%
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	243
Max Consecutive Losses	1	0
Gain/Pain Ratio	197.68	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	198.68	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	-	7.45
Outlier Win Ratio	2.89	5.94
Outlier Loss Ratio	0.23	-
MTD	0.06%	0.02%
3M	5.31%	1.18%
6M	10.68%	3.93%
YTD	10.68%	3.93%
1Y	19.56%	9.33%
3Y (ann.)	21.07%	10.01%
5Y (ann.)	21.07%	10.01%
10Y (ann.)	21.07%	10.01%
All-time (ann.)	21.07%	10.01%
Best Day	0.22%	0.23%
Worst Day	-0.03%	0.0%
Best Month	1.81%	1.43%
Worst Month	0.06%	0.02%
Best Year	10.68%	5.19%
Worst Year	8.03%	3.93%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	729.13	-
Ulcer Index	0.0	0.0
Serenity Index	73169.39	-
Avg. Up Month	1.39%	0.69%
Avg. Down Month	-	-
Win Days	97.87%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.04	-
Alpha	0.19	-
Correlation	-2.24%	-
Treynor Ratio	-556.09%	-