RUFO[Strategy] vs RUB Inflation[Benchmark]

9 Jul, 2026 - 14 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	10.32%	0.94%
CAGR﹪	44.7%	3.58%
Sharpe	1.85	16.12
Prob. Sharpe Ratio	83.34%	100.0%
Smart Sharpe	1.78	15.5
Sortino	2.85	101.6
Smart Sortino	2.74	97.68
Sortino/√2	2.02	71.84
Smart Sortino/√2	1.94	69.07
Omega	1.35	1.35
Max Drawdown	-5.23%	-0.08%
Longest DD Days	34	36
Volatility (ann.)	20.15%	0.21%
R^2	0.0	0.0
Information Ratio	0.11	0.11
Calmar	8.54	44.76
Skew	-0.07	-0.06
Kurtosis	0.3	-1.2
Expected Daily	0.14%	0.01%
Expected Monthly	2.49%	0.23%
Expected Yearly	10.32%	0.94%
Kelly Criterion	-4.84%	63.93%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.94%	-0.01%
Expected Shortfall (cVaR)	-1.94%	-0.01%
Max Consecutive Wins	4	32
Max Consecutive Losses	3	21
Gain/Pain Ratio	0.35	11.69
Gain/Pain (1M)	2.68	11.69
Payoff Ratio	0.67	5.4
Profit Factor	1.35	12.69
Common Sense Ratio	1.44	105.46
CPC Index	0.52	47.62
Tail Ratio	1.07	8.31
Outlier Win Ratio	1.39	65.68
Outlier Loss Ratio	1.35	362.58
MTD	1.65%	0.16%
3M	9.97%	0.88%
6M	10.32%	0.94%
YTD	10.32%	0.94%
1Y	10.32%	0.94%
3Y (ann.)	44.7%	3.58%
5Y (ann.)	44.7%	3.58%
10Y (ann.)	44.7%	3.58%
All-time (ann.)	44.7%	3.58%
Best Day	3.76%	0.03%
Worst Day	-3.24%	-0.0%
Best Month	8.52%	0.51%
Worst Month	-3.92%	-0.08%
Best Year	10.32%	0.94%
Worst Year	10.32%	0.94%
Avg. Drawdown	-2.04%	-0.08%
Avg. Drawdown Days	8	36
Recovery Factor	1.97	11.74
Ulcer Index	0.02	0.0
Serenity Index	1.49	7.95
Avg. Up Month	2.87%	0.33%
Avg. Down Month	-	-
Win Days	57.97%	69.57%
Win Month	75.0%	75.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-6.29	-
Alpha	0.59	-
Correlation	-6.52%	-
Treynor Ratio	-1.64%	-