CORP[Strategy] vs RUB Inflation[Benchmark]

16 Jul, 2026 - 4 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	92.0%	98.0%
Cumulative Return	2.87%	1.56%
CAGR﹪	22.95%	11.97%
Sharpe	3.25	106.51
Prob. Sharpe Ratio	92.14%	97.23%
Smart Sharpe	2.62	85.88
Sortino	5.45	-
Smart Sortino	4.39	-
Sortino/√2	3.85	-
Smart Sortino/√2	3.11	-
Omega	1.81	1.81
Max Drawdown	-0.73%	-
Longest DD Days	-	-
Volatility (ann.)	4.71%	0.08%
R^2	0.0	0.0
Information Ratio	0.09	0.09
Calmar	31.38	-
Skew	0.19	-6.86
Kurtosis	1.18	47.0
Expected Daily	0.06%	0.03%
Expected Monthly	0.95%	0.52%
Expected Yearly	2.87%	1.56%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.43%	-0.02%
Expected Shortfall (cVaR)	-0.43%	-0.02%
Max Consecutive Wins	11	46
Max Consecutive Losses	3	0
Gain/Pain Ratio	0.81	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1.81	-
Common Sense Ratio	2.04	-
CPC Index	-	-
Tail Ratio	1.13	1.0
Outlier Win Ratio	2.21	12.58
Outlier Loss Ratio	0.97	-
MTD	0.19%	0.13%
3M	2.87%	1.56%
6M	2.87%	1.56%
YTD	2.87%	1.56%
1Y	2.87%	1.56%
3Y (ann.)	22.95%	11.97%
5Y (ann.)	22.95%	11.97%
10Y (ann.)	22.95%	11.97%
All-time (ann.)	22.95%	11.97%
Best Day	0.92%	0.03%
Worst Day	-0.55%	0.0%
Best Month	1.85%	0.91%
Worst Month	0.19%	0.13%
Best Year	2.87%	1.56%
Worst Year	2.87%	1.56%
Avg. Drawdown	-0.48%	-
Avg. Drawdown Days	-	-
Recovery Factor	3.93	-
Ulcer Index	0.0	0.0
Serenity Index	7.33	-
Avg. Up Month	0.95%	0.52%
Avg. Down Month	-	-
Win Days	69.77%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.84	-
Alpha	0.0	-
Correlation	3.05%	-
Treynor Ratio	1.56%	-