CASH[Strategy] vs RUB Inflation[Benchmark]

7 Nov, 2024 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	19.65%	6.11%
CAGR﹪	21.24%	6.57%
Sharpe	8.65	13.0
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	4.89	7.35
Sortino	15.64	44.44
Smart Sortino	8.84	25.12
Sortino/√2	11.06	31.42
Smart Sortino/√2	6.25	17.76
Omega	7.7	7.7
Max Drawdown	-0.82%	-0.99%
Longest DD Days	9	73
Volatility (ann.)	2.21%	0.48%
R^2	0.0	0.0
Information Ratio	0.36	0.36
Calmar	25.99	6.65
Skew	0.65	0.09
Kurtosis	20.82	-0.78
Expected Daily	0.08%	0.03%
Expected Monthly	1.51%	0.5%
Expected Yearly	9.38%	3.01%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.15%	-0.03%
Expected Shortfall (cVaR)	-0.15%	-0.03%
Max Consecutive Wins	196	184
Max Consecutive Losses	2	52
Gain/Pain Ratio	6.7	5.98
Gain/Pain (1M)	-	5.98
Payoff Ratio	-	-
Profit Factor	7.7	6.98
Common Sense Ratio	34.93	30.54
CPC Index	-	-
Tail Ratio	4.54	4.38
Outlier Win Ratio	4.39	10.49
Outlier Loss Ratio	0.46	10.81
MTD	0.57%	-0.17%
3M	4.38%	-0.64%
6M	9.67%	0.44%
YTD	16.06%	3.34%
1Y	19.65%	6.11%
3Y (ann.)	21.24%	6.57%
5Y (ann.)	21.24%	6.57%
10Y (ann.)	21.24%	6.57%
All-time (ann.)	21.24%	6.57%
Best Day	0.92%	0.08%
Worst Day	-0.82%	-0.02%
Best Month	1.76%	1.35%
Worst Month	0.57%	-0.42%
Best Year	16.06%	3.34%
Worst Year	3.09%	2.68%
Avg. Drawdown	-0.63%	-0.99%
Avg. Drawdown Days	6	73
Recovery Factor	24.05	6.19
Ulcer Index	0.0	0.0
Serenity Index	90.5	1.32
Avg. Up Month	1.63%	0.77%
Avg. Down Month	-	-
Win Days	97.46%	77.97%
Win Month	100.0%	75.0%
Win Quarter	100.0%	60.0%
Win Year	100.0%	100.0%
Beta	0.19	-
Alpha	0.18	-
Correlation	4.12%	-
Treynor Ratio	104.83%	-