CASH[Strategy] vs RUB Inflation[Benchmark]

7 Nov, 2024 - 13 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	24.47%	8.84%
CAGR﹪	20.32%	7.42%
Sharpe	9.18	19.21
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.31	11.12
Sortino	16.85	88.19
Smart Sortino	9.75	51.03
Sortino/√2	11.91	62.36
Smart Sortino/√2	6.89	36.09
Omega	9.12	9.12
Max Drawdown	-0.82%	-0.4%
Longest DD Days	9	63
Volatility (ann.)	1.98%	0.37%
R^2	0.0	0.0
Information Ratio	0.35	0.35
Calmar	24.86	18.55
Skew	0.79	0.5
Kurtosis	25.7	0.64
Expected Daily	0.07%	0.03%
Expected Monthly	1.47%	0.57%
Expected Yearly	7.57%	2.86%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.13%	-0.01%
Expected Shortfall (cVaR)	-0.13%	-0.01%
Max Consecutive Wins	242	184
Max Consecutive Losses	2	21
Gain/Pain Ratio	8.12	21.14
Gain/Pain (1M)	-	21.14
Payoff Ratio	-	-
Profit Factor	9.12	22.14
Common Sense Ratio	48.35	93.03
CPC Index	-	-
Tail Ratio	5.3	4.2
Outlier Win Ratio	4.18	11.09
Outlier Loss Ratio	0.57	10.06
MTD	0.4%	0.1%
3M	4.07%	1.45%
6M	8.59%	1.91%
YTD	0.4%	0.1%
1Y	20.05%	5.67%
3Y (ann.)	20.32%	7.42%
5Y (ann.)	20.32%	7.42%
10Y (ann.)	20.32%	7.42%
All-time (ann.)	20.32%	7.42%
Best Day	0.92%	0.08%
Worst Day	-0.82%	-0.02%
Best Month	1.76%	1.35%
Worst Month	0.4%	-0.4%
Best Year	20.26%	5.88%
Worst Year	0.4%	0.1%
Avg. Drawdown	-0.42%	-0.4%
Avg. Drawdown Days	4	63
Recovery Factor	29.95	22.1
Ulcer Index	0.0	0.0
Serenity Index	130.87	13.03
Avg. Up Month	1.47%	0.64%
Avg. Down Month	-	-
Win Days	97.34%	93.07%
Win Month	100.0%	93.33%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.21	-
Alpha	0.17	-
Correlation	3.9%	-
Treynor Ratio	115.74%	-