CASH[Strategy] vs RUB Inflation[Benchmark]

7 Nov, 2024 - 14 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	38.22%	14.11%
CAGR﹪	18.22%	7.06%
Sharpe	3.24	16.89
Prob. Sharpe Ratio	99.69%	-
Smart Sharpe	1.9	9.91
Sortino	4.85	99.97
Smart Sortino	2.85	58.64
Sortino/√2	3.43	70.69
Smart Sortino/√2	2.01	41.46
Omega	5.5	5.5
Max Drawdown	-4.36%	-0.4%
Longest DD Days	9	63
Volatility (ann.)	4.55%	0.35%
R^2	0.0	0.0
Information Ratio	0.12	0.12
Calmar	4.18	17.65
Skew	0.79	0.98
Kurtosis	218.24	0.98
Expected Daily	0.06%	0.02%
Expected Monthly	1.36%	0.55%
Expected Yearly	11.39%	4.5%
Kelly Criterion	94.31%	90.43%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.41%	-0.01%
Expected Shortfall (cVaR)	-0.41%	-0.01%
Max Consecutive Wins	242	283
Max Consecutive Losses	2	27
Gain/Pain Ratio	4.5	27.45
Gain/Pain (1M)	-	27.45
Payoff Ratio	7.52	9.24
Profit Factor	5.5	28.45
Common Sense Ratio	-	734.78
CPC Index	39.24	240.14
Tail Ratio	-	25.83
Outlier Win Ratio	3.2	8.93
Outlier Loss Ratio	0.54	15.04
MTD	0.52%	0.18%
3M	3.52%	0.77%
6M	7.1%	2.13%
YTD	11.5%	5.23%
1Y	15.52%	6.33%
3Y (ann.)	18.22%	7.06%
5Y (ann.)	18.22%	7.06%
10Y (ann.)	18.22%	7.06%
All-time (ann.)	18.22%	7.06%
Best Day	4.64%	0.08%
Worst Day	-4.36%	-0.02%
Best Month	1.76%	1.62%
Worst Month	0.52%	-0.4%
Best Year	20.26%	5.6%
Worst Year	3.09%	2.68%
Avg. Drawdown	-0.31%	-0.24%
Avg. Drawdown Days	2	50
Recovery Factor	8.76	35.26
Ulcer Index	0.0	0.0
Serenity Index	152.94	36.39
Avg. Up Month	1.37%	0.62%
Avg. Down Month	-	-
Win Days	94.98%	91.37%
Win Month	100.0%	91.67%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.3	-
Alpha	0.13	-
Correlation	2.35%	-
Treynor Ratio	126.23%	-