INFL RUB[Strategy] vs [Benchmark] RUGBINFTR RUB

30 Dec, 2021 - 30 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	98.0%
Cumulative Return	39.82%	41.16%
CAGR﹪	8.04%	8.28%
Sharpe	0.14	0.2
Prob. Sharpe Ratio	15.76%	43.27%
Smart Sharpe	0.13	0.18
Sortino	0.24	0.3
Smart Sortino	0.22	0.27
Sortino/√2	0.17	0.21
Smart Sortino/√2	0.16	0.19
Omega	1.04	1.04
Max Drawdown	-26.1%	-25.59%
Longest DD Days	750	748
Volatility (ann.)	12.74%	8.13%
R^2	0.23	0.23
Information Ratio	0.0	0.0
Calmar	0.31	0.32
Skew	6.43	1.58
Kurtosis	181.53	120.73
Expected Daily	0.03%	0.03%
Expected Monthly	0.63%	0.65%
Expected Yearly	5.75%	5.91%
Kelly Criterion	5.17%	9.68%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.29%	-0.81%
Expected Shortfall (cVaR)	-1.29%	-0.81%
Max Consecutive Wins	8	20
Max Consecutive Losses	10	10
Gain/Pain Ratio	0.2	0.33
Gain/Pain (1M)	0.98	0.99
Payoff Ratio	0.93	0.84
Profit Factor	1.2	1.33
Common Sense Ratio	1.18	1.18
CPC Index	0.6	0.65
Tail Ratio	0.98	0.89
Outlier Win Ratio	4.4	7.09
Outlier Loss Ratio	3.25	5.05
MTD	1.99%	1.52%
3M	8.33%	8.09%
6M	12.3%	11.63%
YTD	9.31%	9.62%
1Y	25.89%	26.13%
3Y (ann.)	5.03%	5.18%
5Y (ann.)	8.04%	8.28%
10Y (ann.)	8.04%	8.28%
All-time (ann.)	8.04%	8.28%
Best Day	16.44%	8.49%
Worst Day	-9.67%	-7.64%
Best Month	19.35%	14.55%
Worst Month	-7.89%	-6.63%
Best Year	22.34%	21.07%
Worst Year	-11.97%	-10.95%
Avg. Drawdown	-0.89%	-0.85%
Avg. Drawdown Days	19	22
Recovery Factor	1.53	1.61
Ulcer Index	0.08	0.08
Serenity Index	0.22	0.15
Avg. Up Month	2.24%	1.77%
Avg. Down Month	-2.37%	-2.16%
Win Days	54.4%	58.88%
Win Month	68.63%	65.38%
Win Quarter	66.67%	72.22%
Win Year	80.0%	80.0%
Beta	0.75	-
Alpha	0.02	-
Correlation	47.71%	-
Treynor Ratio	43.92%	-