EQMX[Strategy] vs RUB Inflation[Benchmark]

22 Jul, 2022 - 18 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	80.83%	28.47%
CAGR﹪	17.58%	7.09%
Sharpe	0.82	20.09
Prob. Sharpe Ratio	94.24%	100.0%
Smart Sharpe	0.8	19.53
Sortino	1.2	64.55
Smart Sortino	1.17	62.76
Sortino/√2	0.85	45.65
Smart Sortino/√2	0.82	44.38
Omega	1.16	1.16
Max Drawdown	-27.32%	-0.84%
Longest DD Days	393	140
Volatility (ann.)	22.51%	0.34%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	0.64	8.41
Skew	-0.13	-0.06
Kurtosis	7.16	2.82
Expected Daily	0.06%	0.03%
Expected Monthly	1.33%	0.56%
Expected Yearly	12.58%	5.14%
Kelly Criterion	11.0%	90.71%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.26%	-0.01%
Expected Shortfall (cVaR)	-2.26%	-0.01%
Max Consecutive Wins	9	748
Max Consecutive Losses	7	28
Gain/Pain Ratio	0.16	20.09
Gain/Pain (1M)	0.9	20.09
Payoff Ratio	1.08	1.3
Profit Factor	1.16	21.09
Common Sense Ratio	1.2	67.56
CPC Index	0.67	26.01
Tail Ratio	1.03	3.2
Outlier Win Ratio	2.07	66.68
Outlier Loss Ratio	1.72	67.5
MTD	3.0%	0.5%
3M	5.95%	3.01%
6M	4.33%	4.3%
YTD	5.47%	2.87%
1Y	-4.13%	6.09%
3Y (ann.)	11.15%	8.07%
5Y (ann.)	17.58%	7.09%
10Y (ann.)	17.58%	7.09%
All-time (ann.)	17.58%	7.09%
Best Day	8.58%	0.09%
Worst Day	-10.03%	-0.07%
Best Month	13.54%	1.62%
Worst Month	-16.61%	-0.52%
Best Year	52.2%	9.51%
Worst Year	0.4%	0.53%
Avg. Drawdown	-3.63%	-0.62%
Avg. Drawdown Days	32	102
Recovery Factor	2.96	33.76
Ulcer Index	0.11	0.0
Serenity Index	0.51	7.35
Avg. Up Month	4.84%	0.64%
Avg. Down Month	-	-
Win Days	53.82%	94.75%
Win Month	64.44%	93.33%
Win Quarter	66.67%	93.33%
Win Year	100.0%	100.0%
Beta	-0.88	-
Alpha	0.24	-
Correlation	-1.31%	-
Treynor Ratio	-92.08%	-