FLOW[Strategy] vs RUB Inflation[Benchmark]

10 Nov, 2025 - 3 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	0.0%
Cumulative Return	-0.14%	0.0%
CAGR﹪	-2.15%	0.0%
Sharpe	-0.49	-
Prob. Sharpe Ratio	44.58%	-
Smart Sharpe	-0.46	-
Sortino	-0.53	-
Smart Sortino	-0.49	-
Sortino/√2	-0.37	-
Smart Sortino/√2	-0.35	-
Omega	0.86	0.86
Max Drawdown	-0.94%	-
Longest DD Days	-	-
Volatility (ann.)	3.77%	0.0%
R^2	0.0	0.0
Information Ratio	-0.03	-0.03
Calmar	-2.28	-
Skew	-4.01	0.0
Kurtosis	16.69	0.0
Expected Daily	-0.01%	0.0%
Expected Monthly	-0.07%	0.0%
Expected Yearly	-0.14%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.0%	1.0%
Daily Value-at-Risk	-0.4%	-
Expected Shortfall (cVaR)	-0.4%	-
Max Consecutive Wins	10	0
Max Consecutive Losses	1	0
Gain/Pain Ratio	-0.14	-
Gain/Pain (1M)	-0.55	-
Payoff Ratio	-	-
Profit Factor	0.86	-
Common Sense Ratio	0.72	-
CPC Index	-	-
Tail Ratio	0.83	-
Outlier Win Ratio	1.54	-
Outlier Loss Ratio	0.82	-
MTD	0.11%	0.0%
3M	-0.14%	0.0%
6M	-0.14%	0.0%
YTD	-0.14%	0.0%
1Y	-0.14%	0.0%
3Y (ann.)	-2.15%	0.0%
5Y (ann.)	-2.15%	0.0%
10Y (ann.)	-2.15%	0.0%
All-time (ann.)	-2.15%	0.0%
Best Day	0.17%	0.0%
Worst Day	-0.94%	0.0%
Best Month	0.11%	0.0%
Worst Month	-0.24%	0.0%
Best Year	-0.14%	0.0%
Worst Year	-0.14%	0.0%
Avg. Drawdown	-0.48%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.15	-
Ulcer Index	0.0	0.0
Serenity Index	-0.09	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	88.24%	0.0%
Win Month	50.0%	0.0%
Win Quarter	0.0%	0.0%
Win Year	0.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-