CASH[Strategy] vs RUB Inflation[Benchmark]

7 Nov, 2024 - 13 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	29.05%	11.98%
CAGR﹪	19.52%	8.24%
Sharpe	9.31	19.64
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	5.62	11.86
Sortino	17.43	104.73
Smart Sortino	10.52	63.21
Sortino/√2	12.33	74.05
Smart Sortino/√2	7.44	44.7
Omega	10.24	10.24
Max Drawdown	-0.82%	-0.4%
Longest DD Days	9	63
Volatility (ann.)	1.79%	0.38%
R^2	0.0	0.0
Information Ratio	0.32	0.32
Calmar	23.89	20.59
Skew	0.98	0.61
Kurtosis	30.66	0.33
Expected Daily	0.07%	0.03%
Expected Monthly	1.43%	0.63%
Expected Yearly	8.87%	3.84%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.12%	-0.01%
Expected Shortfall (cVaR)	-0.12%	-0.01%
Max Consecutive Wins	242	184
Max Consecutive Losses	2	21
Gain/Pain Ratio	9.24	28.25
Gain/Pain (1M)	-	28.25
Payoff Ratio	-	-
Profit Factor	10.24	29.25
Common Sense Ratio	-	117.32
CPC Index	-	-
Tail Ratio	-	4.01
Outlier Win Ratio	4.4	10.42
Outlier Loss Ratio	0.81	8.42
MTD	0.5%	0.29%
3M	3.74%	2.96%
6M	7.9%	4.38%
YTD	4.09%	3.27%
1Y	18.28%	6.0%
3Y (ann.)	19.52%	8.24%
5Y (ann.)	19.52%	8.24%
10Y (ann.)	19.52%	8.24%
All-time (ann.)	19.52%	8.24%
Best Day	0.92%	0.08%
Worst Day	-0.82%	-0.02%
Best Month	1.76%	1.62%
Worst Month	0.5%	-0.4%
Best Year	20.26%	5.6%
Worst Year	3.09%	2.68%
Avg. Drawdown	-0.22%	-0.4%
Avg. Drawdown Days	3	63
Recovery Factor	35.55	29.96
Ulcer Index	0.0	0.0
Serenity Index	179.73	23.32
Avg. Up Month	1.43%	0.69%
Avg. Down Month	-	-
Win Days	96.26%	94.53%
Win Month	100.0%	94.44%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.13	-
Alpha	0.16	-
Correlation	2.65%	-
Treynor Ratio	230.48%	-