FMBR[Strategy] vs RUB Inflation[Benchmark]

21 Oct, 2025 - 12 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	8.47%	5.13%
CAGR﹪	15.74%	9.41%
Sharpe	3.67	22.87
Prob. Sharpe Ratio	99.94%	-
Smart Sharpe	3.26	20.3
Sortino	6.85	-
Smart Sortino	6.08	-
Sortino/√2	4.85	-
Smart Sortino/√2	4.3	-
Omega	1.99	1.99
Max Drawdown	-1.76%	-
Longest DD Days	-	-
Volatility (ann.)	3.22%	0.32%
R^2	0.0	0.0
Information Ratio	0.09	0.09
Calmar	8.96	-
Skew	0.61	1.64
Kurtosis	2.65	1.38
Expected Daily	0.05%	0.03%
Expected Monthly	1.02%	0.63%
Expected Yearly	4.15%	2.53%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.29%	-0.0%
Expected Shortfall (cVaR)	-0.29%	-0.0%
Max Consecutive Wins	7	173
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.99	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1.99	-
Common Sense Ratio	3.15	-
CPC Index	-	-
Tail Ratio	1.58	6.71
Outlier Win Ratio	2.48	13.22
Outlier Loss Ratio	1.85	-
MTD	0.78%	0.22%
3M	4.5%	1.94%
6M	7.64%	4.5%
YTD	6.02%	3.89%
1Y	8.47%	5.13%
3Y (ann.)	15.74%	9.41%
5Y (ann.)	15.74%	9.41%
10Y (ann.)	15.74%	9.41%
All-time (ann.)	15.74%	9.41%
Best Day	0.79%	0.08%
Worst Day	-0.61%	0.0%
Best Month	1.41%	1.62%
Worst Month	0.14%	0.22%
Best Year	6.02%	3.89%
Worst Year	2.32%	1.19%
Avg. Drawdown	-0.23%	-
Avg. Drawdown Days	-	-
Recovery Factor	4.82	-
Ulcer Index	0.0	0.0
Serenity Index	6.96	-
Avg. Up Month	1.02%	0.63%
Avg. Down Month	-	-
Win Days	58.39%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.08	-
Alpha	0.11	-
Correlation	0.74%	-
Treynor Ratio	112.5%	-