FMBR[Strategy] vs RUB Inflation[Benchmark]

21 Oct, 2025 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	12.12%	6.75%
CAGR﹪	15.26%	8.44%
Sharpe	3.4	20.72
Prob. Sharpe Ratio	99.98%	-
Smart Sharpe	2.93	17.9
Sortino	5.93	-
Smart Sortino	5.12	-
Sortino/√2	4.19	-
Smart Sortino/√2	3.62	-
Omega	1.83	1.83
Max Drawdown	-1.76%	-
Longest DD Days	-	-
Volatility (ann.)	3.28%	0.31%
R^2	0.0	0.0
Information Ratio	0.09	0.09
Calmar	8.68	-
Skew	0.27	1.39
Kurtosis	1.86	1.7
Expected Daily	0.04%	0.03%
Expected Monthly	1.05%	0.6%
Expected Yearly	5.89%	3.32%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.3%	-0.01%
Expected Shortfall (cVaR)	-0.3%	-0.01%
Max Consecutive Wins	7	259
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.83	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1.83	-
Common Sense Ratio	2.67	-
CPC Index	-	-
Tail Ratio	1.46	16.42
Outlier Win Ratio	2.21	14.24
Outlier Loss Ratio	1.89	-
MTD	0.19%	0.28%
3M	3.24%	2.25%
6M	7.95%	3.54%
YTD	9.58%	5.49%
1Y	12.12%	6.75%
3Y (ann.)	15.26%	8.44%
5Y (ann.)	15.26%	8.44%
10Y (ann.)	15.26%	8.44%
All-time (ann.)	15.26%	8.44%
Best Day	0.79%	0.08%
Worst Day	-0.61%	0.0%
Best Month	1.74%	1.62%
Worst Month	0.14%	0.14%
Best Year	9.58%	5.49%
Worst Year	2.32%	1.19%
Avg. Drawdown	-0.27%	-
Avg. Drawdown Days	-	-
Recovery Factor	6.9	-
Ulcer Index	0.0	0.0
Serenity Index	11.63	-
Avg. Up Month	1.05%	0.6%
Avg. Down Month	-	-
Win Days	57.96%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.02	-
Alpha	0.11	-
Correlation	0.18%	-
Treynor Ratio	610.43%	-