BCSE[Strategy] vs RUB Inflation[Benchmark]

5 Sep, 2025 - 16 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	-5.68%	4.41%
CAGR﹪	-10.53%	8.55%
Sharpe	-0.48	20.75
Prob. Sharpe Ratio	36.56%	-
Smart Sharpe	-0.43	18.44
Sortino	-0.7	-
Smart Sortino	-0.62	-
Sortino/√2	-0.49	-
Smart Sortino/√2	-0.44	-
Omega	0.92	0.92
Max Drawdown	-13.41%	-
Longest DD Days	-	-
Volatility (ann.)	19.56%	0.4%
R^2	0.0	0.0
Information Ratio	-0.06	-0.06
Calmar	-0.79	-
Skew	0.39	1.75
Kurtosis	0.94	1.76
Expected Daily	-0.05%	0.03%
Expected Monthly	-0.83%	0.62%
Expected Yearly	-2.88%	2.18%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.06%	-0.01%
Expected Shortfall (cVaR)	-2.06%	-0.01%
Max Consecutive Wins	4	129
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.08	-
Gain/Pain (1M)	-0.37	-
Payoff Ratio	-	-
Profit Factor	0.92	-
Common Sense Ratio	0.99	-
CPC Index	-	-
Tail Ratio	1.07	6.51
Outlier Win Ratio	1.67	45.73
Outlier Loss Ratio	1.38	-
MTD	4.66%	0.42%
3M	0.69%	2.96%
6M	-3.49%	4.29%
YTD	1.54%	2.79%
1Y	-5.68%	4.41%
3Y (ann.)	-10.53%	8.55%
5Y (ann.)	-10.53%	8.55%
10Y (ann.)	-10.53%	8.55%
All-time (ann.)	-10.53%	8.55%
Best Day	4.5%	0.09%
Worst Day	-3.18%	0.0%
Best Month	4.66%	1.62%
Worst Month	-4.58%	0.32%
Best Year	1.54%	2.79%
Worst Year	-7.12%	1.57%
Avg. Drawdown	-13.41%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.42	-
Ulcer Index	0.1	0.0
Serenity Index	-0.05	-
Avg. Up Month	2.71%	0.49%
Avg. Down Month	-	-
Win Days	47.58%	100.0%
Win Month	42.86%	100.0%
Win Quarter	33.33%	100.0%
Win Year	50.0%	100.0%
Beta	-2.08	-
Alpha	0.08	-
Correlation	-4.29%	-
Treynor Ratio	2.73%	-