FMSA[Strategy] vs RUB Inflation[Benchmark]

18 Jun, 2026 - 7 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	2.32%	3.53%
CAGR﹪	18.22%	28.78%
Sharpe	0.64	93.95
Prob. Sharpe Ratio	59.72%	97.08%
Smart Sharpe	0.55	80.09
Sortino	1.04	-
Smart Sortino	0.88	-
Sortino/√2	0.73	-
Smart Sortino/√2	0.62	-
Omega	1.12	1.12
Max Drawdown	-15.05%	-
Longest DD Days	-	-
Volatility (ann.)	31.88%	0.25%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	1.21	-
Skew	0.52	-6.08
Kurtosis	0.44	37.0
Expected Daily	0.06%	0.09%
Expected Monthly	0.77%	1.16%
Expected Yearly	2.32%	3.53%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.22%	-0.07%
Expected Shortfall (cVaR)	-3.22%	-0.07%
Max Consecutive Wins	3	36
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.12	-
Gain/Pain (1M)	0.99	-
Payoff Ratio	-	-
Profit Factor	1.12	-
Common Sense Ratio	1.23	-
CPC Index	-	-
Tail Ratio	1.1	1.0
Outlier Win Ratio	1.41	27.16
Outlier Loss Ratio	1.36	-
MTD	3.22%	0.48%
3M	2.32%	3.53%
6M	2.32%	3.53%
YTD	2.32%	3.53%
1Y	2.32%	3.53%
3Y (ann.)	18.22%	28.78%
5Y (ann.)	18.22%	28.78%
10Y (ann.)	18.22%	28.78%
All-time (ann.)	18.22%	28.78%
Best Day	5.38%	0.1%
Worst Day	-3.49%	0.0%
Best Month	3.22%	2.24%
Worst Month	-3.1%	0.48%
Best Year	2.32%	3.53%
Worst Year	2.32%	3.53%
Avg. Drawdown	-7.94%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.15	-
Ulcer Index	0.07	0.0
Serenity Index	0.06	-
Avg. Up Month	2.76%	1.36%
Avg. Down Month	-	-
Win Days	41.67%	100.0%
Win Month	66.67%	100.0%
Win Quarter	50.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.87	-
Alpha	-0.0	-
Correlation	0.69%	-
Treynor Ratio	2.67%	-