FLOW[Strategy] vs RUB Inflation[Benchmark]

10 Nov, 2025 - 5 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-0.35%	4.02%
CAGR﹪	-0.62%	7.2%
Sharpe	-0.14	16.22
Prob. Sharpe Ratio	45.65%	-
Smart Sharpe	-0.14	15.83
Sortino	-0.15	-
Smart Sortino	-0.15	-
Sortino/√2	-0.11	-
Smart Sortino/√2	-0.1	-
Omega	0.96	0.96
Max Drawdown	-1.54%	-
Longest DD Days	-	-
Volatility (ann.)	3.85%	0.43%
R^2	0.0	0.0
Information Ratio	-0.12	-0.12
Calmar	-0.4	-
Skew	-4.09	1.63
Kurtosis	15.81	1.68
Expected Daily	-0.0%	0.03%
Expected Monthly	-0.04%	0.49%
Expected Yearly	-0.18%	1.99%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.4%	-0.02%
Expected Shortfall (cVaR)	-0.4%	-0.02%
Max Consecutive Wins	17	141
Max Consecutive Losses	1	0
Gain/Pain Ratio	-0.04	-
Gain/Pain (1M)	-0.19	-
Payoff Ratio	-	-
Profit Factor	0.96	-
Common Sense Ratio	13.37	-
CPC Index	-	-
Tail Ratio	13.96	14.87
Outlier Win Ratio	2.39	4.62
Outlier Loss Ratio	0.82	-
MTD	0.24%	0.03%
3M	-0.21%	0.82%
6M	-0.27%	3.55%
YTD	-0.18%	3.28%
1Y	-0.35%	4.02%
3Y (ann.)	-0.62%	7.2%
5Y (ann.)	-0.62%	7.2%
10Y (ann.)	-0.62%	7.2%
All-time (ann.)	-0.62%	7.2%
Best Day	0.17%	0.09%
Worst Day	-1.26%	0.0%
Best Month	1.0%	1.62%
Worst Month	-1.05%	0.03%
Best Year	-0.18%	3.28%
Worst Year	-0.18%	0.71%
Avg. Drawdown	-0.83%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.23	-
Ulcer Index	0.01	0.0
Serenity Index	-0.08	-
Avg. Up Month	0.44%	0.66%
Avg. Down Month	-	-
Win Days	92.03%	100.0%
Win Month	37.5%	100.0%
Win Quarter	33.33%	100.0%
Win Year	0.0%	100.0%
Beta	0.51	-
Alpha	-0.04	-
Correlation	5.67%	-
Treynor Ratio	-0.7%	-