OLIQ[Strategy] vs RUB Inflation[Benchmark]

25 Jun, 2026 - 26 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	87.0%	99.0%
Cumulative Return	3.53%	1.12%
CAGR﹪	14.58%	4.46%
Sharpe	18.61	5.96
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	16.41	5.25
Sortino	245.24	90.36
Smart Sortino	216.27	79.69
Sortino/√2	173.41	63.89
Smart Sortino/√2	152.93	56.35
Omega	59.83	59.83
Max Drawdown	-0.01%	-0.15%
Longest DD Days	2	54
Volatility (ann.)	0.54%	0.54%
R^2	0.0	0.0
Information Ratio	0.55	0.55
Calmar	1468.3	30.13
Skew	0.76	3.37
Kurtosis	0.09	10.81
Expected Daily	0.04%	0.01%
Expected Monthly	0.87%	0.28%
Expected Yearly	3.53%	1.12%
Kelly Criterion	90.49%	36.3%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.02%	-0.04%
Expected Shortfall (cVaR)	-0.02%	-0.04%
Max Consecutive Wins	10	36
Max Consecutive Losses	1	50
Gain/Pain Ratio	58.83	7.51
Gain/Pain (1M)	-	7.51
Payoff Ratio	5.31	10.46
Profit Factor	59.83	8.51
Common Sense Ratio	665.23	305.26
CPC Index	292.15	37.24
Tail Ratio	11.12	35.88
Outlier Win Ratio	2.94	3.75
Outlier Loss Ratio	0.65	2.17
MTD	1.02%	-0.07%
3M	3.53%	1.12%
6M	3.53%	1.12%
YTD	3.53%	1.12%
1Y	3.53%	1.12%
3Y (ann.)	14.58%	4.46%
5Y (ann.)	14.58%	4.46%
10Y (ann.)	14.58%	4.46%
All-time (ann.)	14.58%	4.46%
Best Day	0.12%	0.14%
Worst Day	-0.01%	-0.0%
Best Month	1.26%	0.72%
Worst Month	0.17%	-0.08%
Best Year	3.53%	1.12%
Worst Year	3.53%	1.12%
Avg. Drawdown	-0.01%	-0.15%
Avg. Drawdown Days	1	54
Recovery Factor	355.36	7.55
Ulcer Index	0.0	0.0
Serenity Index	8191.2	4.6
Avg. Up Month	0.71%	0.63%
Avg. Down Month	-	-
Win Days	92.0%	41.86%
Win Month	100.0%	50.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.04	-
Alpha	0.1	-
Correlation	-4.2%	-
Treynor Ratio	-84.24%	-