BCSR[Strategy] vs RUB Inflation[Benchmark]

15 Nov, 2024 - 21 Nov, 2024

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	40.0%	0.0%
Cumulative Return	0.0%	0.0%
CAGR﹪	0.0%	0.0%
Sharpe	0.0	-
Prob. Sharpe Ratio	50.02%	-
Smart Sharpe	0.0	-
Sortino	0.01	-
Smart Sortino	0.0	-
Sortino/√2	0.01	-
Smart Sortino/√2	0.0	-
Omega	1.0	1.0
Max Drawdown	-0.1%	-
Longest DD Days	-	-
Volatility (ann.)	1.12%	0.0%
R^2	0.0	0.0
Information Ratio	0.0	0.0
Calmar	0.0	-
Skew	0.0	0.0
Kurtosis	2.0	0.0
Expected Daily	0.0%	0.0%
Expected Monthly	0.0%	0.0%
Expected Yearly	0.0%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.0%	1.0%
Daily Value-at-Risk	-0.12%	-
Expected Shortfall (cVaR)	-0.12%	-
Max Consecutive Wins	1	0
Max Consecutive Losses	1	0
Gain/Pain Ratio	0.0	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	1.0	-
CPC Index	-	-
Tail Ratio	1.0	-
Outlier Win Ratio	1.92	-
Outlier Loss Ratio	0.48	-
MTD	0.0%	0.0%
3M	0.0%	0.0%
6M	0.0%	0.0%
YTD	0.0%	0.0%
1Y	0.0%	0.0%
3Y (ann.)	0.0%	0.0%
5Y (ann.)	0.0%	0.0%
10Y (ann.)	0.0%	0.0%
All-time (ann.)	0.0%	0.0%
Best Day	0.1%	0.0%
Worst Day	-0.1%	0.0%
Best Month	0.0%	0.0%
Worst Month	0.0%	0.0%
Best Year	0.0%	0.0%
Worst Year	0.0%	0.0%
Avg. Drawdown	-0.1%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.0	-
Ulcer Index	0.0	0.0
Serenity Index	0.0	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	50.0%	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%	-