RUFO[Strategy] vs RUB Inflation[Benchmark]

9 Jul, 2026 - 14 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	75.0%	0.0%
Cumulative Return	0.87%	0.0%
CAGR﹪	87.72%	0.0%
Sharpe	8.2	-
Prob. Sharpe Ratio	83.62%	-
Smart Sharpe	4.26	-
Sortino	25.72	-
Smart Sortino	13.37	-
Sortino/√2	18.19	-
Smart Sortino/√2	9.46	-
Omega	4.24	4.24
Max Drawdown	-0.27%	-
Longest DD Days	-	-
Volatility (ann.)	6.65%	0.0%
R^2	0.0	0.0
Information Ratio	0.52	0.52
Calmar	328.14	-
Skew	-0.33	0.0
Kurtosis	-4.03	0.0
Expected Daily	0.22%	0.0%
Expected Monthly	0.87%	0.0%
Expected Yearly	0.87%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.0%	1.0%
Daily Value-at-Risk	-0.47%	-
Expected Shortfall (cVaR)	-0.47%	-
Max Consecutive Wins	1	0
Max Consecutive Losses	1	0
Gain/Pain Ratio	3.24	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	4.24	-
Common Sense Ratio	10.85	-
CPC Index	-	-
Tail Ratio	2.56	-
Outlier Win Ratio	0.78	-
Outlier Loss Ratio	0.48	-
MTD	0.87%	0.0%
3M	0.87%	0.0%
6M	0.87%	0.0%
YTD	0.87%	0.0%
1Y	0.87%	0.0%
3Y (ann.)	87.72%	0.0%
5Y (ann.)	87.72%	0.0%
10Y (ann.)	87.72%	0.0%
All-time (ann.)	87.72%	0.0%
Best Day	0.59%	0.0%
Worst Day	-0.27%	0.0%
Best Month	0.87%	0.0%
Worst Month	0.87%	0.0%
Best Year	0.87%	0.0%
Worst Year	0.87%	0.0%
Avg. Drawdown	-0.27%	-
Avg. Drawdown Days	-	-
Recovery Factor	3.24	-
Ulcer Index	0.0	0.0
Serenity Index	8.21	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	66.67%	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%	-