BCSE[Strategy] vs RUB Inflation[Benchmark]

5 Sep, 2025 - 15 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	-13.15%	5.01%
CAGR﹪	-16.62%	6.5%
Sharpe	-0.83	17.12
Prob. Sharpe Ratio	23.39%	-
Smart Sharpe	-0.77	15.9
Sortino	-1.14	-
Smart Sortino	-1.06	-
Sortino/√2	-0.81	-
Smart Sortino/√2	-0.75	-
Omega	0.87	0.87
Max Drawdown	-18.78%	-
Longest DD Days	-	-
Volatility (ann.)	19.74%	0.37%
R^2	0.0	0.0
Information Ratio	-0.07	-0.07
Calmar	-0.89	-
Skew	0.1	2.17
Kurtosis	0.66	3.99
Expected Daily	-0.07%	0.03%
Expected Monthly	-1.4%	0.49%
Expected Yearly	-6.81%	2.47%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.11%	-0.01%
Expected Shortfall (cVaR)	-2.11%	-0.01%
Max Consecutive Wins	6	192
Max Consecutive Losses	10	0
Gain/Pain Ratio	-0.13	-
Gain/Pain (1M)	-0.54	-
Payoff Ratio	-	-
Profit Factor	0.87	-
Common Sense Ratio	0.78	-
CPC Index	-	-
Tail Ratio	0.89	14.87
Outlier Win Ratio	1.64	59.08
Outlier Loss Ratio	1.53	-
MTD	2.99%	0.08%
3M	-7.53%	0.72%
6M	-8.2%	3.56%
YTD	-6.49%	3.38%
1Y	-13.15%	5.01%
3Y (ann.)	-16.62%	6.5%
5Y (ann.)	-16.62%	6.5%
10Y (ann.)	-16.62%	6.5%
All-time (ann.)	-16.62%	6.5%
Best Day	4.5%	0.09%
Worst Day	-3.47%	0.0%
Best Month	3.78%	1.62%
Worst Month	-5.97%	0.08%
Best Year	-6.49%	3.38%
Worst Year	-7.12%	1.57%
Avg. Drawdown	-18.78%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.7	-
Ulcer Index	0.11	0.0
Serenity Index	-0.09	-
Avg. Up Month	2.56%	0.43%
Avg. Down Month	-	-
Win Days	46.77%	100.0%
Win Month	40.0%	100.0%
Win Quarter	25.0%	100.0%
Win Year	0.0%	100.0%
Beta	-1.26	-
Alpha	-0.08	-
Correlation	-2.38%	-
Treynor Ratio	10.45%	-