CASH[Strategy] vs RUB Inflation[Benchmark]

7 Nov, 2024 - 6 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	27.25%	12.84%
CAGR﹪	19.93%	9.53%
Sharpe	9.29	19.5
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	5.52	11.58
Sortino	17.26	117.04
Smart Sortino	10.25	69.54
Sortino/√2	12.2	82.76
Smart Sortino/√2	7.25	49.17
Omega	9.83	9.83
Max Drawdown	-0.82%	-0.4%
Longest DD Days	9	63
Volatility (ann.)	1.87%	0.44%
R^2	0.0	0.0
Information Ratio	0.28	0.28
Calmar	24.39	23.84
Skew	0.9	0.29
Kurtosis	28.6	-0.81
Expected Daily	0.07%	0.03%
Expected Monthly	1.43%	0.71%
Expected Yearly	8.36%	4.11%
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	8.83	30.14
Gain/Pain (1M)	-	30.14
Payoff Ratio	-	-
Profit Factor	9.83	31.14
Common Sense Ratio	-	124.93
CPC Index	-	-
Tail Ratio	-	4.01
Outlier Win Ratio	4.31	9.0
Outlier Loss Ratio	0.7	9.11
MTD	0.24%	0.46%
3M	3.86%	4.33%
6M	8.08%	5.63%
YTD	2.64%	4.06%
1Y	19.25%	7.58%
3Y (ann.)	19.93%	9.53%
5Y (ann.)	19.93%	9.53%
10Y (ann.)	19.93%	9.53%
All-time (ann.)	19.93%	9.53%
Best Day	0.92%	0.08%
Worst Day	-0.82%	-0.02%
Best Month	1.76%	1.93%
Worst Month	0.24%	-0.4%
Best Year	20.26%	5.6%
Worst Year	2.64%	2.68%
Avg. Drawdown	-0.28%	-0.4%
Avg. Drawdown Days	3	63
Recovery Factor	33.35	32.09
Ulcer Index	0.0	0.0
Serenity Index	159.28	26.75
Avg. Up Month	1.43%	0.78%
Avg. Down Month	-	-
Win Days	96.79%	94.0%
Win Month	100.0%	94.12%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.03	-
Alpha	0.18	-
Correlation	-0.74%	-
Treynor Ratio	-880.78%	-