NFKL[Strategy] vs RUB Inflation[Benchmark]

23 Jun, 2026 - 28 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	87.0%	99.0%
Cumulative Return	3.34%	1.15%
CAGR﹪	13.15%	4.39%
Sharpe	9.34	6.85
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	7.62	5.59
Sortino	21.13	89.97
Smart Sortino	17.25	73.42
Sortino/√2	14.94	63.62
Smart Sortino/√2	12.2	51.92
Omega	4.55	4.55
Max Drawdown	-0.1%	-0.15%
Longest DD Days	4	56
Volatility (ann.)	1.0%	0.47%
R^2	0.01	0.01
Information Ratio	0.34	0.34
Calmar	131.79	28.52
Skew	-0.15	2.6
Kurtosis	-0.28	5.97
Expected Daily	0.04%	0.01%
Expected Monthly	0.82%	0.29%
Expected Yearly	3.34%	1.15%
Kelly Criterion	67.01%	35.69%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.07%	-0.04%
Expected Shortfall (cVaR)	-0.07%	-0.04%
Max Consecutive Wins	9	36
Max Consecutive Losses	1	52
Gain/Pain Ratio	3.55	7.41
Gain/Pain (1M)	-	7.41
Payoff Ratio	1.7	11.31
Profit Factor	4.55	8.41
Common Sense Ratio	8.16	307.55
CPC Index	6.13	38.94
Tail Ratio	1.79	36.55
Outlier Win Ratio	2.31	3.8
Outlier Loss Ratio	0.88	17.22
MTD	0.97%	-0.07%
3M	3.18%	0.71%
6M	3.34%	1.15%
YTD	3.34%	1.15%
1Y	3.34%	1.15%
3Y (ann.)	13.15%	4.39%
5Y (ann.)	13.15%	4.39%
10Y (ann.)	13.15%	4.39%
All-time (ann.)	13.15%	4.39%
Best Day	0.17%	0.11%
Worst Day	-0.1%	-0.0%
Best Month	1.28%	0.76%
Worst Month	0.09%	-0.08%
Best Year	3.34%	1.15%
Worst Year	3.34%	1.15%
Avg. Drawdown	-0.06%	-0.15%
Avg. Drawdown Days	2	56
Recovery Factor	33.45	7.46
Ulcer Index	0.0	0.0
Serenity Index	113.86	3.76
Avg. Up Month	0.68%	0.65%
Avg. Down Month	-	-
Win Days	79.22%	40.91%
Win Month	100.0%	50.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.19	-
Alpha	0.1	-
Correlation	-8.85%	-
Treynor Ratio	-17.89%	-