FMBR[Strategy] vs RUB Inflation[Benchmark]

21 Oct, 2025 - 26 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	9.55%	4.68%
CAGR﹪	14.36%	6.96%
Sharpe	3.26	15.66
Prob. Sharpe Ratio	99.9%	-
Smart Sharpe	2.84	13.65
Sortino	5.66	-
Smart Sortino	4.94	-
Sortino/√2	4.01	-
Smart Sortino/√2	3.49	-
Omega	1.82	1.82
Max Drawdown	-1.76%	-
Longest DD Days	-	-
Volatility (ann.)	3.28%	0.34%
R^2	0.0	0.0
Information Ratio	0.1	0.1
Calmar	8.17	-
Skew	0.31	1.69
Kurtosis	2.39	1.8
Expected Daily	0.04%	0.02%
Expected Monthly	1.02%	0.51%
Expected Yearly	4.66%	2.31%
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	215
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.82	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1.82	-
Common Sense Ratio	2.65	-
CPC Index	-	-
Tail Ratio	1.46	16.42
Outlier Win Ratio	2.31	17.07
Outlier Loss Ratio	2.09	-
MTD	0.37%	0.15%
3M	3.41%	0.59%
6M	8.34%	3.51%
YTD	7.07%	3.45%
1Y	9.55%	4.68%
3Y (ann.)	14.36%	6.96%
5Y (ann.)	14.36%	6.96%
10Y (ann.)	14.36%	6.96%
All-time (ann.)	14.36%	6.96%
Best Day	0.79%	0.08%
Worst Day	-0.61%	0.0%
Best Month	1.41%	1.62%
Worst Month	0.14%	0.14%
Best Year	7.07%	3.45%
Worst Year	2.32%	1.19%
Avg. Drawdown	-0.27%	-
Avg. Drawdown Days	-	-
Recovery Factor	5.43	-
Ulcer Index	0.0	0.0
Serenity Index	8.76	-
Avg. Up Month	1.02%	0.51%
Avg. Down Month	-	-
Win Days	57.21%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.15	-
Alpha	0.1	-
Correlation	1.58%	-
Treynor Ratio	62.87%	-