WILD[Strategy] vs RUB Inflation[Benchmark]

22 May, 2025 - 28 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	-1.28%	2.04%
CAGR﹪	-2.44%	3.96%
Sharpe	-0.02	14.01
Prob. Sharpe Ratio	49.52%	100.0%
Smart Sharpe	-0.01	12.43
Sortino	-0.02	31.23
Smart Sortino	-0.02	27.71
Sortino/√2	-0.02	22.08
Smart Sortino/√2	-0.02	19.6
Omega	1.0	1.0
Max Drawdown	-17.98%	-0.4%
Longest DD Days	102	63
Volatility (ann.)	20.19%	0.26%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	-0.14	9.9
Skew	0.6	-0.78
Kurtosis	3.71	0.66
Expected Daily	-0.01%	0.01%
Expected Monthly	-0.18%	0.29%
Expected Yearly	-1.28%	2.04%
Kelly Criterion	23.2%	70.57%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.09%	-0.01%
Expected Shortfall (cVaR)	-2.09%	-0.01%
Max Consecutive Wins	8	65
Max Consecutive Losses	10	21
Gain/Pain Ratio	-0.0	5.04
Gain/Pain (1M)	-0.01	5.04
Payoff Ratio	1.91	1.09
Profit Factor	1.0	6.04
Common Sense Ratio	0.99	15.1
CPC Index	0.94	5.56
Tail Ratio	0.99	2.5
Outlier Win Ratio	1.38	61.59
Outlier Loss Ratio	1.48	75.79
MTD	4.53%	0.43%
3M	-10.29%	1.24%
6M	0.14%	1.8%
YTD	-1.28%	2.04%
1Y	-1.28%	2.04%
3Y (ann.)	-2.44%	3.96%
5Y (ann.)	-2.44%	3.96%
10Y (ann.)	-2.44%	3.96%
All-time (ann.)	-2.44%	3.96%
Best Day	6.26%	0.05%
Worst Day	-3.8%	-0.02%
Best Month	4.53%	0.57%
Worst Month	-9.03%	-0.4%
Best Year	-1.28%	2.04%
Worst Year	-1.28%	2.04%
Avg. Drawdown	-4.54%	-0.4%
Avg. Drawdown Days	23	63
Recovery Factor	-0.07	5.1
Ulcer Index	0.09	0.0
Serenity Index	-0.01	0.96
Avg. Up Month	2.61%	0.4%
Avg. Down Month	-	-
Win Days	49.62%	84.67%
Win Month	71.43%	85.71%
Win Quarter	33.33%	100.0%
Win Year	0.0%	100.0%
Beta	-1.7	-
Alpha	0.06	-
Correlation	-2.21%	-
Treynor Ratio	0.75%	-