INGO[Strategy] vs RUB Inflation[Benchmark]

28 Jul, 2021 - 3 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	52.28%	39.36%
CAGR﹪	9.57%	7.48%
Sharpe	1.16	18.14
Prob. Sharpe Ratio	97.52%	100.0%
Smart Sharpe	0.88	13.76
Sortino	1.56	86.69
Smart Sortino	1.19	65.76
Sortino/√2	1.11	61.3
Smart Sortino/√2	0.84	46.5
Omega	1.36	1.36
Max Drawdown	-13.61%	-1.25%
Longest DD Days	301	209
Volatility (ann.)	8.39%	0.41%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.7	5.96
Skew	-4.71	0.67
Kurtosis	164.75	1.36
Expected Daily	0.04%	0.03%
Expected Monthly	0.75%	0.59%
Expected Yearly	7.26%	5.69%
Kelly Criterion	0.69%	88.0%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.83%	-0.01%
Expected Shortfall (cVaR)	-0.83%	-0.01%
Max Consecutive Wins	14	742
Max Consecutive Losses	7	65
Gain/Pain Ratio	0.36	19.96
Gain/Pain (1M)	2.51	19.96
Payoff Ratio	0.77	1.72
Profit Factor	1.36	20.96
Common Sense Ratio	1.65	76.18
CPC Index	0.59	33.32
Tail Ratio	1.22	3.64
Outlier Win Ratio	3.33	24.49
Outlier Loss Ratio	1.98	27.14
MTD	-0.03%	0.2%
3M	4.08%	4.09%
6M	7.28%	5.4%
YTD	2.47%	3.79%
1Y	22.53%	7.4%
3Y (ann.)	11.42%	8.48%
5Y (ann.)	9.57%	7.48%
10Y (ann.)	9.57%	7.48%
All-time (ann.)	9.57%	7.48%
Best Day	7.09%	0.1%
Worst Day	-10.42%	-0.02%
Best Month	5.42%	1.93%
Worst Month	-5.9%	-0.52%
Best Year	23.82%	9.51%
Worst Year	-0.64%	3.79%
Avg. Drawdown	-0.55%	-0.83%
Avg. Drawdown Days	11	136
Recovery Factor	3.84	31.37
Ulcer Index	0.01	0.0
Serenity Index	8.44	5.46
Avg. Up Month	1.45%	0.66%
Avg. Down Month	-	-
Win Days	56.94%	92.41%
Win Month	71.43%	92.86%
Win Quarter	78.95%	94.74%
Win Year	83.33%	100.0%
Beta	-0.34	-
Alpha	0.12	-
Correlation	-1.64%	-
Treynor Ratio	-154.85%	-