GOOD[Strategy] vs RUB Inflation[Benchmark]

11 Dec, 2024 - 14 Feb, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	4.72%	3.92%
CAGR﹪	29.59%	24.11%
Sharpe	9.82	104.12
Prob. Sharpe Ratio	100.0%	97.2%
Smart Sharpe	9.35	99.1
Sortino	26.95	-
Smart Sortino	25.65	-
Sortino/√2	19.06	-
Smart Sortino/√2	18.14	-
Omega	5.89	5.89
Max Drawdown	-0.28%	-
Longest DD Days	-	-
Volatility (ann.)	2.64%	0.21%
R^2	0.01	0.01
Information Ratio	0.1	0.1
Calmar	106.03	-
Skew	1.18	-6.71
Kurtosis	5.43	45.0
Expected Daily	0.1%	0.09%
Expected Monthly	1.55%	1.29%
Expected Yearly	2.34%	1.94%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.17%	-0.06%
Expected Shortfall (cVaR)	-0.17%	-0.06%
Max Consecutive Wins	13	44
Max Consecutive Losses	1	0
Gain/Pain Ratio	4.89	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	5.89	-
Common Sense Ratio	13.26	-
CPC Index	-	-
Tail Ratio	2.25	1.0
Outlier Win Ratio	2.31	4.06
Outlier Loss Ratio	0.86	-
MTD	0.91%	0.88%
3M	4.72%	3.92%
6M	4.72%	3.92%
YTD	2.46%	2.66%
1Y	4.72%	3.92%
3Y (ann.)	29.59%	24.11%
5Y (ann.)	29.59%	24.11%
10Y (ann.)	29.59%	24.11%
All-time (ann.)	29.59%	24.11%
Best Day	0.77%	0.09%
Worst Day	-0.25%	0.0%
Best Month	2.21%	1.76%
Worst Month	0.91%	0.88%
Best Year	2.46%	2.66%
Worst Year	2.21%	1.23%
Avg. Drawdown	-0.13%	-
Avg. Drawdown Days	-	-
Recovery Factor	16.93	-
Ulcer Index	0.0	0.0
Serenity Index	86.89	-
Avg. Up Month	1.55%	1.29%
Avg. Down Month	-	-
Win Days	81.82%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.2	-
Alpha	-0.0	-
Correlation	9.43%	-
Treynor Ratio	3.93%	-