WILD[Strategy] vs RUB Inflation[Benchmark]

22 May, 2025 - 3 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	8.59%	6.1%
CAGR﹪	11.14%	7.87%
Sharpe	0.67	13.76
Prob. Sharpe Ratio	72.39%	-
Smart Sharpe	0.58	12.08
Sortino	1.0	76.37
Smart Sortino	0.87	67.03
Sortino/√2	0.7	54.0
Smart Sortino/√2	0.62	47.4
Omega	1.12	1.12
Max Drawdown	-17.98%	-0.4%
Longest DD Days	197	63
Volatility (ann.)	18.23%	0.55%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	0.62	19.68
Skew	0.49	0.94
Kurtosis	4.04	-0.11
Expected Daily	0.04%	0.03%
Expected Monthly	0.75%	0.54%
Expected Yearly	4.21%	3.0%
Kelly Criterion	24.93%	83.84%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.84%	-0.03%
Expected Shortfall (cVaR)	-1.84%	-0.03%
Max Consecutive Wins	8	125
Max Consecutive Losses	10	21
Gain/Pain Ratio	0.12	14.77
Gain/Pain (1M)	0.69	14.77
Payoff Ratio	1.68	1.94
Profit Factor	1.12	15.77
Common Sense Ratio	1.17	78.16
CPC Index	1.0	27.29
Tail Ratio	1.04	4.96
Outlier Win Ratio	1.56	35.84
Outlier Loss Ratio	1.53	72.1
MTD	-0.09%	0.19%
3M	7.58%	3.96%
6M	1.68%	5.27%
YTD	4.01%	3.66%
1Y	8.59%	6.1%
3Y (ann.)	11.14%	7.87%
5Y (ann.)	11.14%	7.87%
10Y (ann.)	11.14%	7.87%
All-time (ann.)	11.14%	7.87%
Best Day	6.26%	0.09%
Worst Day	-3.8%	-0.02%
Best Month	6.07%	1.81%
Worst Month	-9.03%	-0.4%
Best Year	4.41%	3.66%
Worst Year	4.01%	2.35%
Avg. Drawdown	-4.54%	-0.4%
Avg. Drawdown Days	37	63
Recovery Factor	0.48	15.24
Ulcer Index	0.09	0.0
Serenity Index	0.07	8.63
Avg. Up Month	2.9%	0.76%
Avg. Down Month	-	-
Win Days	52.91%	89.34%
Win Month	72.73%	90.91%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.51	-
Alpha	0.08	-
Correlation	1.52%	-
Treynor Ratio	16.93%	-