GOOD[Strategy] vs RUB Inflation[Benchmark]

11 Dec, 2024 - 11 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	14.48%	5.35%
CAGR﹪	26.22%	9.38%
Sharpe	7.56	23.67
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	5.6	17.53
Sortino	17.99	-
Smart Sortino	13.33	-
Sortino/√2	12.72	-
Smart Sortino/√2	9.43	-
Omega	3.56	3.56
Max Drawdown	-0.28%	-
Longest DD Days	-	-
Volatility (ann.)	2.96%	0.36%
R^2	0.01	0.01
Information Ratio	0.29	0.29
Calmar	93.95	-
Skew	0.48	1.18
Kurtosis	0.57	0.28
Expected Daily	0.09%	0.03%
Expected Monthly	1.71%	0.65%
Expected Yearly	7.0%	2.64%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.22%	-0.0%
Expected Shortfall (cVaR)	-0.22%	-0.0%
Max Consecutive Wins	13	152
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.56	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.56	-
Common Sense Ratio	6.61	-
CPC Index	-	-
Tail Ratio	1.86	5.3
Outlier Win Ratio	1.92	9.35
Outlier Loss Ratio	0.86	-
MTD	1.34%	0.15%
3M	6.13%	1.17%
6M	11.31%	3.75%
YTD	12.01%	4.06%
1Y	14.48%	5.35%
3Y (ann.)	26.22%	9.38%
5Y (ann.)	26.22%	9.38%
10Y (ann.)	26.22%	9.38%
All-time (ann.)	26.22%	9.38%
Best Day	0.77%	0.09%
Worst Day	-0.28%	0.0%
Best Month	2.21%	1.23%
Worst Month	1.22%	0.15%
Best Year	12.01%	4.06%
Worst Year	2.21%	1.23%
Avg. Drawdown	-0.15%	-
Avg. Drawdown Days	-	-
Recovery Factor	51.89	-
Ulcer Index	0.0	0.0
Serenity Index	159.77	-
Avg. Up Month	1.71%	0.65%
Avg. Down Month	-	-
Win Days	73.29%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.69	-
Alpha	0.16	-
Correlation	8.52%	-
Treynor Ratio	20.85%	-