BCSE[Strategy] vs RUB Inflation[Benchmark]

5 Sep, 2025 - 12 Sep, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	50.0%	0.0%
Cumulative Return	-1.04%	0.0%
CAGR﹪	-41.96%	0.0%
Sharpe	-1.65	-
Prob. Sharpe Ratio	40.59%	-
Smart Sharpe	-1.54	-
Sortino	-2.24	-
Smart Sortino	-2.1	-
Sortino/√2	-1.59	-
Smart Sortino/√2	-1.48	-
Omega	0.68	0.68
Max Drawdown	-3.1%	-
Longest DD Days	-	-
Volatility (ann.)	24.97%	0.0%
R^2	0.0	0.0
Information Ratio	-0.1	-0.1
Calmar	-13.55	-
Skew	-0.51	0.0
Kurtosis	2.55	0.0
Expected Daily	-0.17%	0.0%
Expected Monthly	-1.04%	0.0%
Expected Yearly	-1.04%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.02%	1.0%
Daily Value-at-Risk	-2.75%	-
Expected Shortfall (cVaR)	-2.75%	-
Max Consecutive Wins	1	0
Max Consecutive Losses	2	0
Gain/Pain Ratio	-0.32	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.68	-
Common Sense Ratio	0.5	-
CPC Index	-	-
Tail Ratio	0.73	-
Outlier Win Ratio	1.9	-
Outlier Loss Ratio	0.87	-
MTD	-1.04%	0.0%
3M	-1.04%	0.0%
6M	-1.04%	0.0%
YTD	-1.04%	0.0%
1Y	-1.04%	0.0%
3Y (ann.)	-41.96%	0.0%
5Y (ann.)	-41.96%	0.0%
10Y (ann.)	-41.96%	0.0%
All-time (ann.)	-41.96%	0.0%
Best Day	2.13%	0.0%
Worst Day	-2.82%	0.0%
Best Month	-1.04%	0.0%
Worst Month	-1.04%	0.0%
Best Year	-1.04%	0.0%
Worst Year	-1.04%	0.0%
Avg. Drawdown	-3.1%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.34	-
Ulcer Index	0.01	0.0
Serenity Index	-0.45	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	33.33%	0.0%
Win Month	0.0%	0.0%
Win Quarter	0.0%	0.0%
Win Year	0.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-