FLOW[Strategy] vs RUB Inflation[Benchmark]

10 Nov, 2025 - 4 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	99.0%
Cumulative Return	-0.13%	4.5%
CAGR﹪	-0.41%	15.12%
Sharpe	-0.09	24.02
Prob. Sharpe Ratio	48.02%	-
Smart Sharpe	-0.09	23.31
Sortino	-0.09	-
Smart Sortino	-0.09	-
Sortino/√2	-0.07	-
Smart Sortino/√2	-0.06	-
Omega	0.97	0.97
Max Drawdown	-1.19%	-
Longest DD Days	-	-
Volatility (ann.)	3.87%	0.61%
R^2	0.0	0.0
Information Ratio	-0.24	-0.24
Calmar	-0.34	-
Skew	-3.92	-0.11
Kurtosis	14.52	-1.97
Expected Daily	-0.0%	0.06%
Expected Monthly	-0.03%	0.88%
Expected Yearly	-0.06%	2.22%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.4%	-0.01%
Expected Shortfall (cVaR)	-0.4%	-0.01%
Max Consecutive Wins	17	75
Max Consecutive Losses	1	0
Gain/Pain Ratio	-0.03	-
Gain/Pain (1M)	-0.08	-
Payoff Ratio	-	-
Profit Factor	0.97	-
Common Sense Ratio	0.63	-
CPC Index	-	-
Tail Ratio	0.65	6.51
Outlier Win Ratio	2.3	2.25
Outlier Loss Ratio	0.77	-
MTD	0.11%	0.28%
3M	0.01%	4.04%
6M	-0.13%	4.5%
YTD	0.05%	3.76%
1Y	-0.13%	4.5%
3Y (ann.)	-0.41%	15.12%
5Y (ann.)	-0.41%	15.12%
10Y (ann.)	-0.41%	15.12%
All-time (ann.)	-0.41%	15.12%
Best Day	0.17%	0.09%
Worst Day	-1.14%	0.0%
Best Month	1.0%	1.81%
Worst Month	-1.05%	0.28%
Best Year	0.05%	3.76%
Worst Year	-0.18%	0.71%
Avg. Drawdown	-0.72%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.11	-
Ulcer Index	0.01	0.0
Serenity Index	-0.04	-
Avg. Up Month	0.39%	0.74%
Avg. Down Month	-	-
Win Days	91.78%	100.0%
Win Month	60.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	50.0%	100.0%
Beta	0.06	-
Alpha	-0.01	-
Correlation	0.87%	-
Treynor Ratio	-2.29%	-