FMBR[Strategy] vs RUB Inflation[Benchmark]

21 Oct, 2025 - 7 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	14.71%	5.81%
CAGR﹪	15.34%	6.05%
Sharpe	3.47	14.11
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	2.92	11.86
Sortino	6.04	219.31
Smart Sortino	5.08	184.38
Sortino/√2	4.27	155.08
Smart Sortino/√2	3.59	130.38
Omega	1.83	1.83
Max Drawdown	-1.76%	-0.18%
Longest DD Days	22	65
Volatility (ann.)	3.21%	0.32%
R^2	0.0	0.0
Information Ratio	0.13	0.13
Calmar	8.73	33.49
Skew	0.22	1.53
Kurtosis	1.63	2.21
Expected Daily	0.04%	0.02%
Expected Monthly	1.06%	0.44%
Expected Yearly	7.1%	2.86%
Kelly Criterion	28.54%	77.85%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.29%	-0.02%
Expected Shortfall (cVaR)	-0.29%	-0.02%
Max Consecutive Wins	7	250
Max Consecutive Losses	5	61
Gain/Pain Ratio	0.83	31.24
Gain/Pain (1M)	-	31.24
Payoff Ratio	1.44	7.74
Profit Factor	1.83	32.24
Common Sense Ratio	2.36	832.79
CPC Index	1.52	200.67
Tail Ratio	1.29	25.83
Outlier Win Ratio	2.16	15.13
Outlier Loss Ratio	1.81	81.38
MTD	0.68%	-0.02%
3M	3.72%	0.25%
6M	7.36%	1.52%
YTD	12.11%	4.57%
1Y	14.71%	5.81%
3Y (ann.)	15.34%	6.05%
5Y (ann.)	15.34%	6.05%
10Y (ann.)	15.34%	6.05%
All-time (ann.)	15.34%	6.05%
Best Day	0.79%	0.08%
Worst Day	-0.61%	-0.0%
Best Month	1.74%	1.62%
Worst Month	0.14%	-0.08%
Best Year	12.11%	4.57%
Worst Year	2.32%	1.19%
Avg. Drawdown	-0.26%	-0.18%
Avg. Drawdown Days	4	65
Recovery Factor	8.37	32.17
Ulcer Index	0.0	0.0
Serenity Index	15.71	28.46
Avg. Up Month	1.13%	0.59%
Avg. Down Month	-	-
Win Days	57.77%	80.39%
Win Month	100.0%	76.92%
Win Quarter	100.0%	80.0%
Win Year	100.0%	100.0%
Beta	0.03	-
Alpha	0.11	-
Correlation	0.34%	-
Treynor Ratio	439.12%	-