CASH[Strategy] vs RUB Inflation[Benchmark]

7 Nov, 2024 - 16 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	11.23%	6.52%
CAGR﹪	22.68%	12.89%
Sharpe	7.01	40.65
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	3.89	22.58
Sortino	12.44	-
Smart Sortino	6.91	-
Sortino/√2	8.8	-
Smart Sortino/√2	4.89	-
Omega	4.98	4.98
Max Drawdown	-0.82%	-
Longest DD Days	-	-
Volatility (ann.)	2.91%	0.3%
R^2	0.0	0.0
Information Ratio	0.18	0.18
Calmar	27.75	-
Skew	0.42	0.52
Kurtosis	11.52	-0.65
Expected Daily	0.08%	0.05%
Expected Monthly	1.53%	0.91%
Expected Yearly	5.46%	3.21%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.22%	-0.02%
Expected Shortfall (cVaR)	-0.22%	-0.02%
Max Consecutive Wins	91	131
Max Consecutive Losses	2	0
Gain/Pain Ratio	3.98	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	4.98	-
Common Sense Ratio	43.8	-
CPC Index	-	-
Tail Ratio	8.8	2.71
Outlier Win Ratio	4.16	9.21
Outlier Loss Ratio	0.51	-
MTD	0.94%	0.31%
3M	5.25%	2.06%
6M	10.62%	5.98%
YTD	7.89%	3.73%
1Y	11.23%	6.52%
3Y (ann.)	22.68%	12.89%
5Y (ann.)	22.68%	12.89%
10Y (ann.)	22.68%	12.89%
All-time (ann.)	22.68%	12.89%
Best Day	0.92%	0.08%
Worst Day	-0.82%	0.0%
Best Month	1.76%	1.35%
Worst Month	0.94%	0.31%
Best Year	7.89%	3.73%
Worst Year	3.09%	2.68%
Avg. Drawdown	-0.63%	-
Avg. Drawdown Days	-	-
Recovery Factor	13.74	-
Ulcer Index	0.0	0.0
Serenity Index	36.91	-
Avg. Up Month	1.53%	0.91%
Avg. Down Month	-	-
Win Days	95.42%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.11	-
Alpha	0.19	-
Correlation	1.14%	-
Treynor Ratio	100.32%	-