OFZS[Strategy] vs RUB Inflation[Benchmark]

2 Jul, 2026 - 6 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	80.0%	0.0%
Cumulative Return	-0.55%	0.0%
CAGR﹪	-39.38%	0.0%
Sharpe	-4.66	-
Prob. Sharpe Ratio	31.06%	-
Smart Sharpe	-3.49	-
Sortino	-6.36	-
Smart Sortino	-4.77	-
Sortino/√2	-4.5	-
Smart Sortino/√2	-3.37	-
Omega	0.47	0.47
Max Drawdown	-0.77%	-
Longest DD Days	-	-
Volatility (ann.)	5.9%	0.0%
R^2	0.0	0.0
Information Ratio	-0.29	-0.29
Calmar	-51.42	-
Skew	1.37	0.0
Kurtosis	1.42	0.0
Expected Daily	-0.11%	0.0%
Expected Monthly	-0.55%	0.0%
Expected Yearly	-0.55%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.08%	1.0%
Daily Value-at-Risk	-0.72%	-
Expected Shortfall (cVaR)	-0.72%	-
Max Consecutive Wins	1	0
Max Consecutive Losses	2	0
Gain/Pain Ratio	-0.53	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.47	-
Common Sense Ratio	0.45	-
CPC Index	-	-
Tail Ratio	0.96	-
Outlier Win Ratio	0.96	-
Outlier Loss Ratio	0.61	-
MTD	-0.55%	0.0%
3M	-0.55%	0.0%
6M	-0.55%	0.0%
YTD	-0.55%	0.0%
1Y	-0.55%	0.0%
3Y (ann.)	-39.38%	0.0%
5Y (ann.)	-39.38%	0.0%
10Y (ann.)	-39.38%	0.0%
All-time (ann.)	-39.38%	0.0%
Best Day	0.49%	0.0%
Worst Day	-0.43%	0.0%
Best Month	-0.55%	0.0%
Worst Month	-0.55%	0.0%
Best Year	-0.55%	0.0%
Worst Year	-0.55%	0.0%
Avg. Drawdown	-0.77%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.71	-
Ulcer Index	0.01	0.0
Serenity Index	-0.43	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	25.0%	0.0%
Win Month	0.0%	0.0%
Win Quarter	0.0%	0.0%
Win Year	0.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-