WILD[Strategy] vs RUB Inflation[Benchmark]

22 May, 2025 - 25 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	25.0%	0.0%
Cumulative Return	-0.29%	0.0%
CAGR﹪	-29.4%	0.0%
Sharpe	-7.94	-
Prob. Sharpe Ratio	2.28%	-
Smart Sharpe	-5.53	-
Sortino	-7.94	-
Smart Sortino	-5.53	-
Sortino/√2	-5.61	-
Smart Sortino/√2	-3.91	-
Omega	0.0	0.0
Max Drawdown	-0.29%	-
Longest DD Days	-	-
Volatility (ann.)	2.27%	0.0%
R^2	0.0	0.0
Information Ratio	-0.5	-0.5
Calmar	-102.89	-
Skew	-2.0	0.0
Kurtosis	4.0	0.0
Expected Daily	-0.07%	0.0%
Expected Monthly	-0.29%	0.0%
Expected Yearly	-0.29%	0.0%
Kelly Criterion	-	-
Risk of Ruin	1.0%	1.0%
Daily Value-at-Risk	-0.31%	-
Expected Shortfall (cVaR)	-0.31%	-
Max Consecutive Wins	0	0
Max Consecutive Losses	1	0
Gain/Pain Ratio	-1.0	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.0	-
Common Sense Ratio	0.0	-
CPC Index	-	-
Tail Ratio	0.0	-
Outlier Win Ratio	-	-
Outlier Loss Ratio	0.48	-
MTD	-0.29%	0.0%
3M	-0.29%	0.0%
6M	-0.29%	0.0%
YTD	-0.29%	0.0%
1Y	-0.29%	0.0%
3Y (ann.)	-29.4%	0.0%
5Y (ann.)	-29.4%	0.0%
10Y (ann.)	-29.4%	0.0%
All-time (ann.)	-29.4%	0.0%
Best Day	0.0%	0.0%
Worst Day	-0.29%	0.0%
Best Month	-0.29%	0.0%
Worst Month	-0.29%	0.0%
Best Year	-0.29%	0.0%
Worst Year	-0.29%	0.0%
Avg. Drawdown	-0.29%	-
Avg. Drawdown Days	-	-
Recovery Factor	-1.0	-
Ulcer Index	0.0	0.0
Serenity Index	-0.32	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	0.0%	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%	-