PRIE USD[Strategy] vs [Benchmark] RUEUESG USD

10 May, 2021 - 5 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	7.0%	97.0%
Cumulative Return	-5.1%	-54.61%
CAGR﹪	-1.03%	-14.42%
Sharpe	-4.7	-0.59
Prob. Sharpe Ratio	0.0%	0.0%
Smart Sharpe	-4.06	-0.51
Sortino	-4.96	-0.6
Smart Sortino	-4.28	-0.52
Sortino/√2	-3.51	-0.43
Smart Sortino/√2	-3.03	-0.37
Omega	0.17	0.17
Max Drawdown	-6.21%	-65.15%
Longest DD Days	1709	1722
Volatility (ann.)	1.75%	33.18%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	-0.17	-0.22
Skew	-7.13	-26.19
Kurtosis	114.14	751.0
Expected Daily	-0.01%	-0.09%
Expected Monthly	-0.11%	-1.7%
Expected Yearly	-0.87%	-12.34%
Kelly Criterion	-41.76%	-95.37%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.19%	-3.49%
Expected Shortfall (cVaR)	-0.19%	-3.49%
Max Consecutive Wins	2	8
Max Consecutive Losses	2	10
Gain/Pain Ratio	-0.44	-0.21
Gain/Pain (1M)	-0.81	-0.54
Payoff Ratio	0.54	0.33
Profit Factor	0.56	0.79
Common Sense Ratio	-	0.88
CPC Index	0.15	0.13
Tail Ratio	-	1.11
Outlier Win Ratio	155.37	3.19
Outlier Loss Ratio	2.57	2.11
MTD	0.0%	0.17%
3M	0.0%	3.54%
6M	0.0%	6.09%
YTD	0.0%	3.1%
1Y	0.0%	7.28%
3Y (ann.)	0.0%	8.71%
5Y (ann.)	-1.18%	-15.01%
10Y (ann.)	-1.03%	-14.42%
All-time (ann.)	-1.03%	-14.42%
Best Day	0.7%	3.7%
Worst Day	-1.91%	-59.9%
Best Month	0.79%	7.37%
Worst Month	-3.41%	-59.81%
Best Year	0.0%	12.21%
Worst Year	-4.71%	-64.04%
Avg. Drawdown	-1.61%	-4.11%
Avg. Drawdown Days	360	111
Recovery Factor	-0.82	-0.84
Ulcer Index	0.06	0.53
Serenity Index	-0.03	-0.03
Avg. Up Month	0.39%	0.51%
Avg. Down Month	-1.04%	-1.99%
Win Days	50.0%	52.01%
Win Month	30.0%	58.7%
Win Quarter	25.0%	70.59%
Win Year	0.0%	83.33%
Beta	0.0	-
Alpha	-0.01	-
Correlation	1.73%	-
Treynor Ratio	-13297.54%	-