BCSW[Strategy] vs RUB Inflation[Benchmark]

11 Apr, 2025 - 30 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	7.11%	6.48%
CAGR﹪	6.74%	6.15%
Sharpe	0.68	16.52
Prob. Sharpe Ratio	75.58%	100.0%
Smart Sharpe	0.66	16.06
Sortino	0.99	69.98
Smart Sortino	0.96	68.03
Sortino/√2	0.7	49.49
Smart Sortino/√2	0.68	48.11
Omega	1.12	1.12
Max Drawdown	-7.08%	-0.4%
Longest DD Days	137	63
Volatility (ann.)	10.48%	0.36%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	0.95	15.36
Skew	0.08	1.42
Kurtosis	0.51	4.21
Expected Daily	0.03%	0.02%
Expected Monthly	0.53%	0.48%
Expected Yearly	3.49%	3.19%
Kelly Criterion	25.75%	86.86%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.06%	-0.01%
Expected Shortfall (cVaR)	-1.06%	-0.01%
Max Consecutive Wins	7	167
Max Consecutive Losses	5	21
Gain/Pain Ratio	0.12	15.66
Gain/Pain (1M)	1.11	15.66
Payoff Ratio	1.5	1.53
Profit Factor	1.12	16.66
Common Sense Ratio	1.21	82.56
CPC Index	0.93	23.53
Tail Ratio	1.09	4.96
Outlier Win Ratio	1.86	31.35
Outlier Loss Ratio	1.3	40.32
MTD	-3.13%	0.6%
3M	-2.16%	1.94%
6M	4.73%	4.41%
YTD	-0.18%	3.59%
1Y	5.96%	6.11%
3Y (ann.)	6.74%	6.15%
5Y (ann.)	6.74%	6.15%
10Y (ann.)	6.74%	6.15%
All-time (ann.)	6.74%	6.15%
Best Day	2.58%	0.09%
Worst Day	-1.67%	-0.02%
Best Month	3.3%	1.62%
Worst Month	-3.13%	-0.4%
Best Year	7.31%	3.59%
Worst Year	-0.18%	2.78%
Avg. Drawdown	-2.22%	-0.4%
Avg. Drawdown Days	28	63
Recovery Factor	1.0	16.19
Ulcer Index	0.03	0.0
Serenity Index	0.3	8.18
Avg. Up Month	1.33%	0.6%
Avg. Down Month	-	-
Win Days	55.51%	92.05%
Win Month	69.23%	92.31%
Win Quarter	80.0%	100.0%
Win Year	50.0%	100.0%
Beta	-0.26	-
Alpha	0.09	-
Correlation	-0.88%	-
Treynor Ratio	-27.76%	-