INFL[Strategy] vs RUB Inflation[Benchmark]

20 Dec, 2021 - 6 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	28.42%	30.38%
CAGR﹪	6.37%	6.77%
Sharpe	0.54	18.2
Prob. Sharpe Ratio	88.23%	100.0%
Smart Sharpe	0.54	18.11
Sortino	0.93	73.91
Smart Sortino	0.92	73.53
Sortino/√2	0.66	52.26
Smart Sortino/√2	0.65	52.0
Omega	1.16	1.16
Max Drawdown	-26.1%	-1.25%
Longest DD Days	750	209
Volatility (ann.)	13.14%	0.37%
R^2	0.0	0.0
Information Ratio	0.0	0.0
Calmar	0.24	5.4
Skew	6.36	0.37
Kurtosis	173.98	1.29
Expected Daily	0.03%	0.03%
Expected Monthly	0.51%	0.54%
Expected Yearly	4.26%	4.52%
Kelly Criterion	27.17%	85.95%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.33%	-0.01%
Expected Shortfall (cVaR)	-1.33%	-0.01%
Max Consecutive Wins	8	742
Max Consecutive Losses	10	65
Gain/Pain Ratio	0.16	15.95
Gain/Pain (1M)	0.75	15.95
Payoff Ratio	1.73	1.59
Profit Factor	1.16	16.95
Common Sense Ratio	1.13	58.9
CPC Index	1.08	24.68
Tail Ratio	0.97	3.47
Outlier Win Ratio	2.86	34.47
Outlier Loss Ratio	2.02	41.58
MTD	0.0%	0.04%
3M	2.6%	1.36%
6M	8.62%	1.85%
YTD	0.0%	0.04%
1Y	21.32%	5.73%
3Y (ann.)	3.02%	7.45%
5Y (ann.)	6.37%	6.77%
10Y (ann.)	6.37%	6.77%
All-time (ann.)	6.37%	6.77%
Best Day	16.44%	0.1%
Worst Day	-9.67%	-0.02%
Best Month	19.35%	1.56%
Worst Month	-7.89%	-0.52%
Best Year	22.34%	9.51%
Worst Year	-11.97%	0.04%
Avg. Drawdown	-0.97%	-0.83%
Avg. Drawdown Days	22	136
Recovery Factor	1.09	24.21
Ulcer Index	0.08	0.0
Serenity Index	0.18	3.34
Avg. Up Month	2.07%	0.61%
Avg. Down Month	-0.76%	-0.52%
Win Days	53.89%	91.37%
Win Month	66.67%	91.84%
Win Quarter	64.71%	94.44%
Win Year	80.0%	100.0%
Beta	2.17	-
Alpha	-0.07	-
Correlation	6.08%	-
Treynor Ratio	13.1%	-