BCSD[Strategy] vs RUB Inflation[Benchmark]

25 Jul, 2024 - 28 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	26.42%	10.06%
CAGR﹪	20.45%	7.9%
Sharpe	23.57	14.97
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	20.52	13.03
Sortino	483.01	95.95
Smart Sortino	420.5	83.53
Sortino/√2	341.54	67.85
Smart Sortino/√2	297.34	59.07
Omega	260.46	260.46
Max Drawdown	-0.03%	-0.4%
Longest DD Days	1	66
Volatility (ann.)	0.76%	0.49%
R^2	0.0	0.0
Information Ratio	0.74	0.74
Calmar	762.3	19.75
Skew	0.92	3.18
Kurtosis	0.33	18.54
Expected Daily	0.07%	0.03%
Expected Monthly	1.48%	0.6%
Expected Yearly	12.44%	4.91%
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	259.46	23.92
Gain/Pain (1M)	-	23.92
Payoff Ratio	-	-
Profit Factor	260.46	24.92
Common Sense Ratio	-	88.33
CPC Index	-	-
Tail Ratio	-	3.54
Outlier Win Ratio	2.68	6.0
Outlier Loss Ratio	0.94	0.89
MTD	1.25%	0.31%
3M	4.33%	0.35%
6M	9.67%	1.51%
YTD	17.03%	4.62%
1Y	21.39%	7.66%
3Y (ann.)	20.45%	7.9%
5Y (ann.)	20.45%	7.9%
10Y (ann.)	20.45%	7.9%
All-time (ann.)	20.45%	7.9%
Best Day	0.22%	0.23%
Worst Day	-0.03%	-0.02%
Best Month	1.81%	1.43%
Worst Month	0.11%	-0.4%
Best Year	17.03%	5.19%
Worst Year	8.03%	4.62%
Avg. Drawdown	-0.02%	-0.4%
Avg. Drawdown Days	1	66
Recovery Factor	985.09	25.15
Ulcer Index	0.0	0.0
Serenity Index	131598.61	21.6
Avg. Up Month	1.48%	0.67%
Avg. Down Month	-	-
Win Days	98.42%	93.6%
Win Month	100.0%	93.75%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.0	-
Alpha	0.18	-
Correlation	0.04%	-
Treynor Ratio	38315.28%	-