GOOD[Strategy] vs RUB Inflation[Benchmark]

11 Dec, 2024 - 16 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	36.63%	11.94%
CAGR﹪	21.62%	7.33%
Sharpe	7.37	17.9
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	5.9	14.33
Sortino	15.8	101.37
Smart Sortino	12.65	81.16
Sortino/√2	11.17	71.68
Smart Sortino/√2	8.95	57.39
Omega	3.52	3.52
Max Drawdown	-0.62%	-0.4%
Longest DD Days	13	63
Volatility (ann.)	2.62%	0.39%
R^2	0.0	0.0
Information Ratio	0.3	0.3
Calmar	35.05	18.32
Skew	0.26	1.04
Kurtosis	1.49	1.52
Expected Daily	0.08%	0.03%
Expected Monthly	1.57%	0.57%
Expected Yearly	10.96%	3.83%
Kelly Criterion	46.35%	91.75%
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	220
Max Consecutive Losses	3	21
Gain/Pain Ratio	2.52	28.15
Gain/Pain (1M)	-	28.15
Payoff Ratio	0.9	1.67
Profit Factor	3.52	29.15
Common Sense Ratio	6.67	205.5
CPC Index	2.36	46.08
Tail Ratio	1.9	7.05
Outlier Win Ratio	2.18	10.26
Outlier Loss Ratio	1.15	7.48
MTD	0.79%	0.5%
3M	3.42%	1.61%
6M	8.18%	4.02%
YTD	8.89%	4.71%
1Y	19.14%	6.26%
3Y (ann.)	21.62%	7.33%
5Y (ann.)	21.62%	7.33%
10Y (ann.)	21.62%	7.33%
All-time (ann.)	21.62%	7.33%
Best Day	0.77%	0.09%
Worst Day	-0.62%	-0.02%
Best Month	3.14%	1.62%
Worst Month	0.66%	-0.4%
Best Year	22.76%	5.6%
Worst Year	2.21%	1.23%
Avg. Drawdown	-0.15%	-0.4%
Avg. Drawdown Days	2	63
Recovery Factor	59.38	29.84
Ulcer Index	0.0	0.0
Serenity Index	307.16	25.46
Avg. Up Month	1.58%	0.62%
Avg. Down Month	-	-
Win Days	74.62%	94.84%
Win Month	100.0%	95.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.31	-
Alpha	0.17	-
Correlation	4.67%	-
Treynor Ratio	116.47%	-