FLOW[Strategy] vs RUB Inflation[Benchmark]

10 Nov, 2025 - 22 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	0.03%	5.72%
CAGR﹪	0.04%	8.32%
Sharpe	0.03	20.52
Prob. Sharpe Ratio	50.99%	-
Smart Sharpe	0.03	20.11
Sortino	0.03	-
Smart Sortino	0.03	-
Sortino/√2	0.02	-
Smart Sortino/√2	0.02	-
Omega	1.01	1.01
Max Drawdown	-1.74%	-
Longest DD Days	-	-
Volatility (ann.)	3.75%	0.39%
R^2	0.0	0.0
Information Ratio	-0.13	-0.13
Calmar	0.02	-
Skew	-4.26	1.4
Kurtosis	17.29	1.67
Expected Daily	0.0%	0.03%
Expected Monthly	0.0%	0.62%
Expected Yearly	0.01%	2.82%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.39%	-0.01%
Expected Shortfall (cVaR)	-0.39%	-0.01%
Max Consecutive Wins	20	175
Max Consecutive Losses	1	0
Gain/Pain Ratio	0.01	-
Gain/Pain (1M)	0.04	-
Payoff Ratio	-	-
Profit Factor	1.01	-
Common Sense Ratio	14.08	-
CPC Index	-	-
Tail Ratio	13.95	14.87
Outlier Win Ratio	2.41	4.02
Outlier Loss Ratio	0.86	-
MTD	0.82%	0.75%
3M	-0.31%	1.84%
6M	-0.48%	3.88%
YTD	0.21%	4.97%
1Y	0.03%	5.72%
3Y (ann.)	0.04%	8.32%
5Y (ann.)	0.04%	8.32%
10Y (ann.)	0.04%	8.32%
All-time (ann.)	0.04%	8.32%
Best Day	0.17%	0.09%
Worst Day	-1.26%	0.0%
Best Month	1.0%	1.62%
Worst Month	-1.05%	0.14%
Best Year	0.21%	4.97%
Worst Year	-0.18%	0.71%
Avg. Drawdown	-0.9%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.02	-
Ulcer Index	0.01	0.0
Serenity Index	0.01	-
Avg. Up Month	0.63%	0.9%
Avg. Down Month	-	-
Win Days	92.44%	100.0%
Win Month	33.33%	100.0%
Win Quarter	25.0%	100.0%
Win Year	50.0%	100.0%
Beta	0.63	-
Alpha	-0.05	-
Correlation	6.49%	-
Treynor Ratio	0.05%	-