FLOW[Strategy] vs RUB Inflation[Benchmark]

10 Nov, 2025 - 16 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	98.0%
Cumulative Return	0.4%	1.24%
CAGR﹪	2.21%	6.93%
Sharpe	0.62	104.12
Prob. Sharpe Ratio	59.48%	97.2%
Smart Sharpe	0.6	100.71
Sortino	0.66	-
Smart Sortino	0.64	-
Sortino/√2	0.47	-
Smart Sortino/√2	0.45	-
Omega	1.2	1.2
Max Drawdown	-1.14%	-
Longest DD Days	-	-
Volatility (ann.)	3.71%	0.07%
R^2	0.0	0.0
Information Ratio	-0.08	-0.08
Calmar	1.94	-
Skew	-4.35	-6.71
Kurtosis	18.91	45.0
Expected Daily	0.01%	0.03%
Expected Monthly	0.13%	0.41%
Expected Yearly	0.2%	0.62%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.38%	-0.02%
Expected Shortfall (cVaR)	-0.38%	-0.02%
Max Consecutive Wins	10	44
Max Consecutive Losses	1	0
Gain/Pain Ratio	0.2	-
Gain/Pain (1M)	1.72	-
Payoff Ratio	-	-
Profit Factor	1.2	-
Common Sense Ratio	18.68	-
CPC Index	-	-
Tail Ratio	15.61	1.0
Outlier Win Ratio	1.55	3.48
Outlier Loss Ratio	0.99	-
MTD	0.58%	0.22%
3M	0.4%	1.24%
6M	0.4%	1.24%
YTD	0.58%	0.22%
1Y	0.4%	1.24%
3Y (ann.)	2.21%	6.93%
5Y (ann.)	2.21%	6.93%
10Y (ann.)	2.21%	6.93%
All-time (ann.)	2.21%	6.93%
Best Day	0.17%	0.03%
Worst Day	-1.14%	0.0%
Best Month	0.58%	0.62%
Worst Month	-0.24%	0.22%
Best Year	0.58%	1.01%
Worst Year	-0.18%	0.22%
Avg. Drawdown	-0.7%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.35	-
Ulcer Index	0.01	0.0
Serenity Index	0.17	-
Avg. Up Month	0.32%	0.42%
Avg. Down Month	-	-
Win Days	90.7%	100.0%
Win Month	66.67%	100.0%
Win Quarter	50.0%	100.0%
Win Year	50.0%	100.0%
Beta	0.34	-
Alpha	0.0	-
Correlation	0.6%	-
Treynor Ratio	1.2%	-