ROBL[Strategy] vs RUB Inflation[Benchmark]

16 Oct, 2026 - 20 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	67.0%	0.0%
Cumulative Return	0.02%	0.0%
CAGR﹪	2.12%	0.0%
Sharpe	3.9	-
Prob. Sharpe Ratio	-	-
Smart Sharpe	2.25	-
Sortino	11.1	-
Smart Sortino	6.41	-
Sortino/√2	7.85	-
Smart Sortino/√2	4.53	-
Omega	2.21	2.21
Max Drawdown	-0.02%	-
Longest DD Days	-	-
Volatility (ann.)	0.49%	0.0%
R^2	0.0	0.0
Information Ratio	0.25	0.25
Calmar	111.66	-
Skew	1.04	0.0
Kurtosis	-	-
Expected Daily	0.01%	0.0%
Expected Monthly	0.02%	0.0%
Expected Yearly	0.02%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.04%	1.0%
Daily Value-at-Risk	-0.04%	-
Expected Shortfall (cVaR)	-0.04%	-
Max Consecutive Wins	1	0
Max Consecutive Losses	1	0
Gain/Pain Ratio	1.21	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.21	-
Common Sense Ratio	4.89	-
CPC Index	-	-
Tail Ratio	2.21	-
Outlier Win Ratio	0.98	-
Outlier Loss Ratio	0.49	-
MTD	0.02%	0.0%
3M	0.02%	0.0%
6M	0.02%	0.0%
YTD	0.02%	0.0%
1Y	0.02%	0.0%
3Y (ann.)	2.12%	0.0%
5Y (ann.)	2.12%	0.0%
10Y (ann.)	2.12%	0.0%
All-time (ann.)	2.12%	0.0%
Best Day	0.04%	0.0%
Worst Day	-0.02%	0.0%
Best Month	0.02%	0.0%
Worst Month	0.02%	0.0%
Best Year	0.02%	0.0%
Worst Year	0.02%	0.0%
Avg. Drawdown	-0.02%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.21	-
Ulcer Index	0.0	0.0
Serenity Index	2.19	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	50.0%	0.0%
Win Month	100.0%	0.0%
Win Quarter	100.0%	0.0%
Win Year	100.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-