GOOD[Strategy] vs RUB Inflation[Benchmark]

11 Dec, 2024 - 13 Nov, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	42.02%	12.84%
CAGR﹪	20.01%	6.48%
Sharpe	6.6	16.73
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.33	13.51
Sortino	13.13	96.89
Smart Sortino	10.6	78.24
Sortino/√2	9.28	68.51
Smart Sortino/√2	7.5	55.32
Omega	3.05	3.05
Max Drawdown	-0.93%	-0.4%
Longest DD Days	28	63
Volatility (ann.)	2.72%	0.37%
R^2	0.0	0.0
Information Ratio	0.27	0.27
Calmar	21.56	16.21
Skew	0.07	1.29
Kurtosis	1.28	2.35
Expected Daily	0.07%	0.02%
Expected Monthly	1.47%	0.5%
Expected Yearly	12.4%	4.11%
Kelly Criterion	49.06%	88.98%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.21%	-0.01%
Expected Shortfall (cVaR)	-0.21%	-0.01%
Max Consecutive Wins	13	231
Max Consecutive Losses	3	21
Gain/Pain Ratio	2.05	25.14
Gain/Pain (1M)	-	25.14
Payoff Ratio	1.19	3.44
Profit Factor	3.05	26.14
Common Sense Ratio	5.29	599.82
CPC Index	2.62	82.3
Tail Ratio	1.74	22.95
Outlier Win Ratio	2.13	11.08
Outlier Loss Ratio	1.32	14.95
MTD	0.67%	0.14%
3M	2.1%	0.8%
6M	6.15%	2.3%
YTD	13.18%	5.56%
1Y	15.75%	6.16%
3Y (ann.)	20.01%	6.48%
5Y (ann.)	20.01%	6.48%
10Y (ann.)	20.01%	6.48%
All-time (ann.)	20.01%	6.48%
Best Day	0.77%	0.09%
Worst Day	-0.62%	-0.02%
Best Month	3.14%	1.62%
Worst Month	0.43%	-0.4%
Best Year	22.76%	5.6%
Worst Year	2.21%	1.23%
Avg. Drawdown	-0.17%	-0.24%
Avg. Drawdown Days	3	50
Recovery Factor	45.28	32.11
Ulcer Index	0.0	0.0
Serenity Index	175.55	30.72
Avg. Up Month	1.52%	0.57%
Avg. Down Month	-	-
Win Days	72.33%	91.46%
Win Month	100.0%	91.67%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.49	-
Alpha	0.15	-
Correlation	6.59%	-
Treynor Ratio	86.5%	-