BCSE[Strategy] vs RUB Inflation[Benchmark]

5 Sep, 2025 - 1 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	89.0%	98.0%
Cumulative Return	-6.77%	0.78%
CAGR﹪	-36.18%	5.08%
Sharpe	-1.61	100.43
Prob. Sharpe Ratio	26.61%	97.16%
Smart Sharpe	-1.55	96.66
Sortino	-2.36	-
Smart Sortino	-2.27	-
Sortino/√2	-1.67	-
Smart Sortino/√2	-1.61	-
Omega	0.76	0.76
Max Drawdown	-11.71%	-
Longest DD Days	-	-
Volatility (ann.)	24.33%	0.05%
R^2	0.0	0.0
Information Ratio	-0.11	-0.11
Calmar	-3.09	-
Skew	0.79	-6.48
Kurtosis	1.38	42.0
Expected Daily	-0.17%	0.02%
Expected Monthly	-2.31%	0.26%
Expected Yearly	-6.77%	0.78%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.68%	-0.01%
Expected Shortfall (cVaR)	-2.68%	-0.01%
Max Consecutive Wins	2	41
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.24	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.76	-
Common Sense Ratio	0.88	-
CPC Index	-	-
Tail Ratio	1.16	1.0
Outlier Win Ratio	1.74	105.58
Outlier Loss Ratio	1.36	-
MTD	-1.2%	0.02%
3M	-6.77%	0.78%
6M	-6.77%	0.78%
YTD	-6.77%	0.78%
1Y	-6.77%	0.78%
3Y (ann.)	-36.18%	5.08%
5Y (ann.)	-36.18%	5.08%
10Y (ann.)	-36.18%	5.08%
All-time (ann.)	-36.18%	5.08%
Best Day	4.5%	0.02%
Worst Day	-3.18%	0.0%
Best Month	-1.2%	0.43%
Worst Month	-3.61%	0.02%
Best Year	-6.77%	0.78%
Worst Year	-6.77%	0.78%
Avg. Drawdown	-11.71%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.58	-
Ulcer Index	0.07	0.0
Serenity Index	-0.15	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	35.14%	100.0%
Win Month	0.0%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	-8.44	-
Alpha	0.0	-
Correlation	-1.6%	-
Treynor Ratio	0.8%	-