EQMX[Strategy] vs RUB Inflation[Benchmark]

22 Jul, 2022 - 29 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	55.5%	23.75%
CAGR﹪	14.44%	6.72%
Sharpe	0.69	20.19
Prob. Sharpe Ratio	89.42%	100.0%
Smart Sharpe	0.67	19.73
Sortino	0.99	57.86
Smart Sortino	0.97	56.53
Sortino/√2	0.7	40.91
Smart Sortino/√2	0.69	39.97
Omega	1.13	1.13
Max Drawdown	-27.32%	-0.84%
Longest DD Days	273	140
Volatility (ann.)	23.17%	0.32%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	0.53	7.97
Skew	-0.13	-0.66
Kurtosis	6.98	2.34
Expected Daily	0.05%	0.03%
Expected Monthly	1.11%	0.53%
Expected Yearly	11.67%	5.47%
Kelly Criterion	12.38%	89.5%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.34%	-0.01%
Expected Shortfall (cVaR)	-2.34%	-0.01%
Max Consecutive Wins	9	748
Max Consecutive Losses	7	28
Gain/Pain Ratio	0.13	17.08
Gain/Pain (1M)	0.69	17.08
Payoff Ratio	1.08	1.25
Profit Factor	1.13	18.08
Common Sense Ratio	1.15	56.5
CPC Index	0.67	21.31
Tail Ratio	1.01	3.12
Outlier Win Ratio	2.12	71.49
Outlier Loss Ratio	1.64	67.95
MTD	-5.55%	0.32%
3M	-7.52%	0.34%
6M	-11.16%	1.51%
YTD	-7.32%	4.64%
1Y	5.15%	7.64%
3Y (ann.)	13.27%	7.68%
5Y (ann.)	14.44%	6.72%
10Y (ann.)	14.44%	6.72%
All-time (ann.)	14.44%	6.72%
Best Day	8.58%	0.07%
Worst Day	-10.03%	-0.07%
Best Month	13.54%	1.43%
Worst Month	-16.61%	-0.52%
Best Year	52.2%	9.51%
Worst Year	-7.32%	0.53%
Avg. Drawdown	-3.63%	-0.62%
Avg. Drawdown Days	28	103
Recovery Factor	2.03	28.16
Ulcer Index	0.11	0.0
Serenity Index	0.38	5.17
Avg. Up Month	5.03%	0.62%
Avg. Down Month	-	-
Win Days	54.43%	94.17%
Win Month	62.5%	92.5%
Win Quarter	57.14%	92.86%
Win Year	75.0%	100.0%
Beta	-1.12	-
Alpha	0.23	-
Correlation	-1.52%	-
Treynor Ratio	-49.77%	-