PRIE USD[Strategy] vs [Benchmark] RUEUESG USD

10 May, 2021 - 23 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	6.0%	97.0%
Cumulative Return	-5.1%	-55.6%
CAGR﹪	-0.96%	-13.82%
Sharpe	-4.87	-0.59
Prob. Sharpe Ratio	0.0%	0.0%
Smart Sharpe	-4.2	-0.51
Sortino	-5.11	-0.61
Smart Sortino	-4.42	-0.53
Sortino/√2	-3.62	-0.43
Smart Sortino/√2	-3.12	-0.37
Omega	0.15	0.15
Max Drawdown	-6.21%	-65.15%
Longest DD Days	1849	1862
Volatility (ann.)	1.66%	31.77%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	-0.15	-0.21
Skew	-7.52	-26.88
Kurtosis	127.06	804.94
Expected Daily	-0.01%	-0.08%
Expected Monthly	-0.1%	-1.61%
Expected Yearly	-0.87%	-12.66%
Kelly Criterion	-41.76%	-99.77%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.18%	-3.34%
Expected Shortfall (cVaR)	-0.18%	-3.34%
Max Consecutive Wins	2	8
Max Consecutive Losses	2	10
Gain/Pain Ratio	-0.44	-0.19
Gain/Pain (1M)	-0.81	-0.54
Payoff Ratio	0.54	0.33
Profit Factor	0.56	0.81
Common Sense Ratio	-	0.92
CPC Index	0.15	0.14
Tail Ratio	-	1.13
Outlier Win Ratio	170.44	2.87
Outlier Loss Ratio	2.55	2.05
MTD	0.0%	1.29%
3M	0.0%	0.74%
6M	0.0%	0.6%
YTD	0.0%	0.85%
1Y	0.0%	3.3%
3Y (ann.)	0.0%	6.22%
5Y (ann.)	-1.04%	-15.42%
10Y (ann.)	-0.96%	-13.82%
All-time (ann.)	-0.96%	-13.82%
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	388	120
Recovery Factor	-0.82	-0.85
Ulcer Index	0.06	0.54
Serenity Index	-0.03	-0.03
Avg. Up Month	0.39%	0.51%
Avg. Down Month	-1.04%	-1.99%
Win Days	50.0%	50.93%
Win Month	30.0%	56.0%
Win Quarter	25.0%	68.42%
Win Year	0.0%	83.33%
Beta	0.0	-
Alpha	-0.01	-
Correlation	1.72%	-
Treynor Ratio	-13470.16%	-