GOOD[Strategy] vs RUB Inflation[Benchmark]

11 Dec, 2024 - 22 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	32.08%	10.56%
CAGR﹪	22.67%	7.65%
Sharpe	7.74	18.13
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	6.06	14.2
Sortino	17.97	97.59
Smart Sortino	14.07	76.45
Sortino/√2	12.7	69.01
Smart Sortino/√2	9.95	54.06
Omega	3.76	3.76
Max Drawdown	-0.28%	-0.4%
Longest DD Days	6	63
Volatility (ann.)	2.6%	0.4%
R^2	0.0	0.0
Information Ratio	0.31	0.31
Calmar	81.22	19.13
Skew	0.49	1.04
Kurtosis	1.07	1.5
Expected Daily	0.08%	0.03%
Expected Monthly	1.65%	0.59%
Expected Yearly	9.72%	3.4%
Kelly Criterion	48.59%	90.59%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.19%	-0.01%
Expected Shortfall (cVaR)	-0.19%	-0.01%
Max Consecutive Wins	13	166
Max Consecutive Losses	2	21
Gain/Pain Ratio	2.76	25.06
Gain/Pain (1M)	-	25.06
Payoff Ratio	0.9	1.79
Profit Factor	3.76	26.06
Common Sense Ratio	7.4	119.44
CPC Index	2.57	43.74
Tail Ratio	1.97	4.58
Outlier Win Ratio	2.25	10.05
Outlier Loss Ratio	1.1	7.12
MTD	0.69%	0.44%
3M	4.63%	2.36%
6M	8.93%	4.37%
YTD	5.26%	3.42%
1Y	21.3%	6.04%
3Y (ann.)	22.67%	7.65%
5Y (ann.)	22.67%	7.65%
10Y (ann.)	22.67%	7.65%
All-time (ann.)	22.67%	7.65%
Best Day	0.77%	0.09%
Worst Day	-0.28%	-0.02%
Best Month	3.14%	1.62%
Worst Month	0.69%	-0.4%
Best Year	22.76%	5.6%
Worst Year	2.21%	1.23%
Avg. Drawdown	-0.14%	-0.4%
Avg. Drawdown Days	2	63
Recovery Factor	114.93	26.41
Ulcer Index	0.0	0.0
Serenity Index	397.87	19.67
Avg. Up Month	1.66%	0.66%
Avg. Down Month	-	-
Win Days	75.6%	93.97%
Win Month	100.0%	94.12%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.36	-
Alpha	0.18	-
Correlation	5.49%	-
Treynor Ratio	89.76%	-