INGO[Strategy] vs RUB Inflation[Benchmark]

28 Jul, 2021 - 16 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	59.67%	38.83%
CAGR﹪	10.05%	6.94%
Sharpe	1.24	18.47
Prob. Sharpe Ratio	98.29%	100.0%
Smart Sharpe	0.94	14.0
Sortino	1.68	83.06
Smart Sortino	1.27	62.98
Sortino/√2	1.19	58.73
Smart Sortino/√2	0.9	44.53
Omega	1.39	1.39
Max Drawdown	-13.61%	-1.25%
Longest DD Days	301	209
Volatility (ann.)	8.16%	0.37%
R^2	0.0	0.0
Information Ratio	0.03	0.03
Calmar	0.74	5.53
Skew	-4.82	0.57
Kurtosis	172.96	1.59
Expected Daily	0.04%	0.03%
Expected Monthly	0.8%	0.56%
Expected Yearly	8.11%	5.62%
Kelly Criterion	0.2%	88.37%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.81%	-0.01%
Expected Shortfall (cVaR)	-0.81%	-0.01%
Max Consecutive Wins	14	742
Max Consecutive Losses	7	65
Gain/Pain Ratio	0.39	19.73
Gain/Pain (1M)	2.79	19.73
Payoff Ratio	0.75	1.58
Profit Factor	1.39	20.73
Common Sense Ratio	1.67	72.02
CPC Index	0.6	30.49
Tail Ratio	1.2	3.47
Outlier Win Ratio	3.29	25.65
Outlier Loss Ratio	1.95	25.84
MTD	0.74%	0.09%
3M	4.02%	0.73%
6M	8.99%	3.56%
YTD	7.44%	3.39%
1Y	19.31%	5.33%
3Y (ann.)	12.42%	7.83%
5Y (ann.)	10.05%	6.94%
10Y (ann.)	10.05%	6.94%
All-time (ann.)	10.05%	6.94%
Best Day	7.09%	0.1%
Worst Day	-10.42%	-0.02%
Best Month	5.42%	1.62%
Worst Month	-5.9%	-0.52%
Best Year	23.82%	9.51%
Worst Year	-0.64%	3.39%
Avg. Drawdown	-0.51%	-0.83%
Avg. Drawdown Days	10	136
Recovery Factor	4.38	30.95
Ulcer Index	0.01	0.0
Serenity Index	9.94	5.25
Avg. Up Month	1.43%	0.59%
Avg. Down Month	-	-
Win Days	57.19%	92.87%
Win Month	74.58%	93.22%
Win Quarter	80.0%	95.0%
Win Year	83.33%	100.0%
Beta	-0.5	-
Alpha	0.14	-
Correlation	-2.26%	-
Treynor Ratio	-120.14%	-