BCSD[Strategy] vs RUB Inflation[Benchmark]

25 Jul, 2024 - 27 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	34.78%	14.58%
CAGR﹪	19.55%	8.49%
Sharpe	23.14	16.67
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	19.6	14.12
Sortino	520.51	119.2
Smart Sortino	440.81	100.95
Sortino/√2	368.06	84.29
Smart Sortino/√2	311.7	71.38
Omega	282.62	282.62
Max Drawdown	-0.03%	-0.4%
Longest DD Days	1	63
Volatility (ann.)	0.76%	0.48%
R^2	0.0	0.0
Information Ratio	0.66	0.66
Calmar	728.94	21.22
Skew	1.01	2.76
Kurtosis	0.69	15.0
Expected Daily	0.07%	0.03%
Expected Monthly	1.43%	0.65%
Expected Yearly	10.46%	4.64%
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	281.62	33.98
Gain/Pain (1M)	-	33.98
Payoff Ratio	-	-
Profit Factor	282.62	34.98
Common Sense Ratio	6153.16	578.87
CPC Index	-	-
Tail Ratio	21.77	16.55
Outlier Win Ratio	2.13	4.41
Outlier Loss Ratio	0.9	0.72
MTD	1.12%	0.77%
3M	3.81%	3.18%
6M	8.03%	4.47%
YTD	3.5%	3.15%
1Y	19.12%	6.15%
3Y (ann.)	19.55%	8.49%
5Y (ann.)	19.55%	8.49%
10Y (ann.)	19.55%	8.49%
All-time (ann.)	19.55%	8.49%
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	3.5%	3.15%
Avg. Drawdown	-0.02%	-0.4%
Avg. Drawdown Days	1	63
Recovery Factor	1296.57	36.46
Ulcer Index	0.0	0.0
Serenity Index	210568.49	40.4
Avg. Up Month	1.43%	0.7%
Avg. Down Month	-	-
Win Days	98.32%	95.1%
Win Month	100.0%	95.24%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.03	-
Alpha	0.18	-
Correlation	-2.03%	-
Treynor Ratio	-1082.1%	-