EQMX[Strategy] vs RUB Inflation[Benchmark]

22 Jul, 2022 - 30 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	67.65%	29.37%
CAGR﹪	14.67%	7.06%
Sharpe	0.72	20.36
Prob. Sharpe Ratio	91.91%	100.0%
Smart Sharpe	0.7	19.83
Sortino	1.04	65.28
Smart Sortino	1.02	63.6
Sortino/√2	0.74	46.16
Smart Sortino/√2	0.72	44.97
Omega	1.14	1.14
Max Drawdown	-27.32%	-0.84%
Longest DD Days	436	140
Volatility (ann.)	22.24%	0.33%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	0.54	8.37
Skew	-0.11	-0.04
Kurtosis	7.33	3.06
Expected Daily	0.05%	0.03%
Expected Monthly	1.13%	0.56%
Expected Yearly	10.89%	5.29%
Kelly Criterion	9.28%	90.98%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.24%	-0.01%
Expected Shortfall (cVaR)	-2.24%	-0.01%
Max Consecutive Wins	9	748
Max Consecutive Losses	7	28
Gain/Pain Ratio	0.14	20.65
Gain/Pain (1M)	0.75	20.65
Payoff Ratio	1.06	1.29
Profit Factor	1.14	21.65
Common Sense Ratio	1.17	86.69
CPC Index	0.65	26.52
Tail Ratio	1.03	4.0
Outlier Win Ratio	2.06	66.4
Outlier Loss Ratio	1.75	67.49
MTD	-3.78%	0.6%
3M	-4.54%	1.94%
6M	7.81%	4.41%
YTD	-2.22%	3.59%
1Y	-2.15%	6.1%
3Y (ann.)	5.71%	8.16%
5Y (ann.)	14.67%	7.06%
10Y (ann.)	14.67%	7.06%
All-time (ann.)	14.67%	7.06%
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	-2.22%	0.53%
Avg. Drawdown	-3.63%	-0.62%
Avg. Drawdown Days	33	102
Recovery Factor	2.48	34.82
Ulcer Index	0.11	0.0
Serenity Index	0.43	7.7
Avg. Up Month	4.92%	0.64%
Avg. Down Month	-	-
Win Days	53.22%	94.92%
Win Month	60.87%	93.48%
Win Quarter	62.5%	93.75%
Win Year	80.0%	100.0%
Beta	-0.95	-
Alpha	0.22	-
Correlation	-1.41%	-
Treynor Ratio	-71.43%	-