WFUT[Strategy] vs RUB Inflation[Benchmark]

9 Oct, 2026 - 14 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	75.0%	0.0%
Cumulative Return	-1.28%	0.0%
CAGR﹪	-60.9%	0.0%
Sharpe	-5.71	-
Prob. Sharpe Ratio	20.21%	-
Smart Sharpe	-3.52	-
Sortino	-6.38	-
Smart Sortino	-3.94	-
Sortino/√2	-4.51	-
Smart Sortino/√2	-2.78	-
Omega	0.28	0.28
Max Drawdown	-1.76%	-
Longest DD Days	-	-
Volatility (ann.)	14.04%	0.0%
R^2	0.0	0.0
Information Ratio	-0.36	-0.36
Calmar	-34.56	-
Skew	-1.35	0.0
Kurtosis	2.38	0.0
Expected Daily	-0.32%	0.0%
Expected Monthly	-1.28%	0.0%
Expected Yearly	-1.28%	0.0%
Kelly Criterion	-	-
Risk of Ruin	0.06%	1.0%
Daily Value-at-Risk	-1.77%	-
Expected Shortfall (cVaR)	-1.77%	-
Max Consecutive Wins	1	0
Max Consecutive Losses	2	0
Gain/Pain Ratio	-0.72	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.28	-
Common Sense Ratio	0.09	-
CPC Index	-	-
Tail Ratio	0.31	-
Outlier Win Ratio	0.97	-
Outlier Loss Ratio	0.87	-
MTD	-1.28%	0.0%
3M	-1.28%	0.0%
6M	-1.28%	0.0%
YTD	-1.28%	0.0%
1Y	-1.28%	0.0%
3Y (ann.)	-60.9%	0.0%
5Y (ann.)	-60.9%	0.0%
10Y (ann.)	-60.9%	0.0%
All-time (ann.)	-60.9%	0.0%
Best Day	0.49%	0.0%
Worst Day	-1.57%	0.0%
Best Month	-1.28%	0.0%
Worst Month	-1.28%	0.0%
Best Year	-1.28%	0.0%
Worst Year	-1.28%	0.0%
Avg. Drawdown	-1.76%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.73	-
Ulcer Index	0.01	0.0
Serenity Index	-0.41	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	33.33%	0.0%
Win Month	0.0%	0.0%
Win Quarter	0.0%	0.0%
Win Year	0.0%	0.0%
Beta	0.0	-
Alpha	0.0	-
Correlation	-	-
Treynor Ratio	0%	-