DIVD[Strategy] vs RUB Inflation[Benchmark]

19 Jan, 2021 - 19 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	2.27%	58.24%
CAGR﹪	0.4%	8.57%
Sharpe	0.13	3.68
Prob. Sharpe Ratio	62.02%	100.0%
Smart Sharpe	0.12	3.52
Sortino	0.18	108.12
Smart Sortino	0.17	103.34
Sortino/√2	0.12	76.45
Smart Sortino/√2	0.12	73.07
Omega	1.02	1.02
Max Drawdown	-48.48%	-1.25%
Longest DD Days	824	209
Volatility (ann.)	22.26%	2.25%
R^2	0.02	0.02
Information Ratio	-0.02	-0.02
Calmar	0.01	6.83
Skew	-0.68	25.57
Kurtosis	7.78	667.54
Expected Daily	0.0%	0.03%
Expected Monthly	0.03%	0.68%
Expected Yearly	0.38%	7.95%
Kelly Criterion	5.62%	91.0%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.29%	-0.2%
Expected Shortfall (cVaR)	-2.29%	-0.2%
Max Consecutive Wins	9	748
Max Consecutive Losses	8	65
Gain/Pain Ratio	0.02	27.68
Gain/Pain (1M)	0.1	27.68
Payoff Ratio	1.0	2.15
Profit Factor	1.02	28.68
Common Sense Ratio	0.91	111.04
CPC Index	0.54	57.84
Tail Ratio	0.89	3.87
Outlier Win Ratio	2.02	51.39
Outlier Loss Ratio	1.92	102.86
MTD	-2.97%	0.3%
3M	-11.03%	1.8%
6M	-11.1%	2.89%
YTD	-9.87%	5.08%
1Y	-18.18%	6.56%
3Y (ann.)	-5.68%	8.02%
5Y (ann.)	-2.46%	8.71%
10Y (ann.)	0.4%	8.57%
All-time (ann.)	0.4%	8.57%
Best Day	7.98%	3.74%
Worst Day	-10.29%	-0.02%
Best Month	15.57%	7.61%
Worst Month	-24.16%	-0.52%
Best Year	55.98%	11.92%
Worst Year	-32.19%	5.08%
Avg. Drawdown	-3.89%	-0.83%
Avg. Drawdown Days	52	136
Recovery Factor	0.05	46.41
Ulcer Index	0.2	0.0
Serenity Index	0.0	55.69
Avg. Up Month	4.4%	0.83%
Avg. Down Month	-1.73%	-0.37%
Win Days	52.78%	93.86%
Win Month	58.82%	94.12%
Win Quarter	52.17%	95.65%
Win Year	33.33%	100.0%
Beta	1.36	-
Alpha	-0.08	-
Correlation	13.77%	-
Treynor Ratio	1.67%	-