GOOD[Strategy] vs RUB Inflation[Benchmark]

11 Dec, 2024 - 18 Apr, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	99.0%
Cumulative Return	8.67%	4.43%
CAGR﹪	26.76%	13.15%
Sharpe	8.35	36.51
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	6.52	28.52
Sortino	19.99	-
Smart Sortino	15.61	-
Sortino/√2	14.13	-
Smart Sortino/√2	11.04	-
Omega	4.06	4.06
Max Drawdown	-0.28%	-
Longest DD Days	-	-
Volatility (ann.)	2.8%	0.33%
R^2	0.02	0.02
Information Ratio	0.25	0.25
Calmar	95.89	-
Skew	0.54	0.74
Kurtosis	1.7	-0.44
Expected Daily	0.09%	0.05%
Expected Monthly	1.68%	0.87%
Expected Yearly	4.25%	2.19%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.2%	-0.01%
Expected Shortfall (cVaR)	-0.2%	-0.01%
Max Consecutive Wins	13	89
Max Consecutive Losses	1	0
Gain/Pain Ratio	3.06	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	4.06	-
Common Sense Ratio	7.71	-
CPC Index	-	-
Tail Ratio	1.9	2.83
Outlier Win Ratio	1.79	5.96
Outlier Loss Ratio	0.87	-
MTD	1.23%	0.43%
3M	5.4%	2.53%
6M	8.67%	4.43%
YTD	6.32%	3.16%
1Y	8.67%	4.43%
3Y (ann.)	26.76%	13.15%
5Y (ann.)	26.76%	13.15%
10Y (ann.)	26.76%	13.15%
All-time (ann.)	26.76%	13.15%
Best Day	0.77%	0.09%
Worst Day	-0.28%	0.0%
Best Month	2.21%	1.23%
Worst Month	1.23%	0.43%
Best Year	6.32%	3.16%
Worst Year	2.21%	1.23%
Avg. Drawdown	-0.13%	-
Avg. Drawdown Days	-	-
Recovery Factor	31.07	-
Ulcer Index	0.0	0.0
Serenity Index	108.81	-
Avg. Up Month	1.68%	0.87%
Avg. Down Month	-	-
Win Days	76.14%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.11	-
Alpha	0.1	-
Correlation	13.18%	-
Treynor Ratio	7.82%	-