FMMM[Strategy] vs RUB Inflation[Benchmark]

4 Oct, 2024 - 31 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	100.0%
Cumulative Return	17.0%	7.71%
CAGR﹪	21.04%	9.46%
Sharpe	5.12	25.54
Prob. Sharpe Ratio	98.94%	-
Smart Sharpe	3.33	16.6
Sortino	7.11	-
Smart Sortino	4.62	-
Sortino/√2	5.03	-
Smart Sortino/√2	3.27	-
Omega	6.3	6.3
Max Drawdown	-2.36%	-
Longest DD Days	-	-
Volatility (ann.)	3.54%	0.33%
R^2	0.0	0.0
Information Ratio	0.17	0.17
Calmar	8.91	-
Skew	-2.73	0.3
Kurtosis	92.84	-1.35
Expected Daily	0.07%	0.03%
Expected Monthly	1.58%	0.75%
Expected Yearly	8.16%	3.78%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.3%	-0.0%
Expected Shortfall (cVaR)	-0.3%	-0.0%
Max Consecutive Wins	83	218
Max Consecutive Losses	2	0
Gain/Pain Ratio	5.3	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	6.3	-
Common Sense Ratio	134.75	-
CPC Index	-	-
Tail Ratio	21.38	7.45
Outlier Win Ratio	2.44	6.51
Outlier Loss Ratio	0.13	-
MTD	1.63%	0.28%
3M	5.08%	0.93%
6M	10.37%	2.87%
YTD	11.64%	4.07%
1Y	17.0%	7.71%
3Y (ann.)	21.04%	9.46%
5Y (ann.)	21.04%	9.46%
10Y (ann.)	21.04%	9.46%
All-time (ann.)	21.04%	9.46%
Best Day	2.05%	0.07%
Worst Day	-2.36%	0.0%
Best Month	2.23%	1.43%
Worst Month	0.99%	0.2%
Best Year	11.64%	4.07%
Worst Year	4.79%	3.5%
Avg. Drawdown	-0.29%	-
Avg. Drawdown Days	-	-
Recovery Factor	7.2	-
Ulcer Index	0.01	0.0
Serenity Index	6.05	-
Avg. Up Month	1.58%	0.75%
Avg. Down Month	-	-
Win Days	94.44%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.27	-
Alpha	0.16	-
Correlation	2.56%	-
Treynor Ratio	62.67%	-