WILD[Strategy] vs RUB Inflation[Benchmark]

22 May, 2025 - 11 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	98.0%
Cumulative Return	-0.17%	1.78%
CAGR﹪	-1.26%	13.74%
Sharpe	0.0	95.28
Prob. Sharpe Ratio	50.04%	97.09%
Smart Sharpe	0.0	87.17
Sortino	0.0	-
Smart Sortino	0.0	-
Sortino/√2	0.0	-
Smart Sortino/√2	0.0	-
Omega	1.0	1.0
Max Drawdown	-4.85%	-
Longest DD Days	-	-
Volatility (ann.)	15.62%	0.12%
R^2	0.0	0.0
Information Ratio	-0.05	-0.05
Calmar	-0.26	-
Skew	-0.47	-6.16
Kurtosis	-0.3	38.0
Expected Daily	-0.0%	0.05%
Expected Monthly	-0.06%	0.59%
Expected Yearly	-0.17%	1.78%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.62%	-0.03%
Expected Shortfall (cVaR)	-1.62%	-0.03%
Max Consecutive Wins	8	37
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.0	-
Gain/Pain (1M)	0.0	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	0.87	-
CPC Index	-	-
Tail Ratio	0.87	1.0
Outlier Win Ratio	1.22	17.85
Outlier Loss Ratio	1.17	-
MTD	-4.31%	0.43%
3M	-0.17%	1.78%
6M	-0.17%	1.78%
YTD	-0.17%	1.78%
1Y	-0.17%	1.78%
3Y (ann.)	-1.26%	13.74%
5Y (ann.)	-1.26%	13.74%
10Y (ann.)	-1.26%	13.74%
All-time (ann.)	-1.26%	13.74%
Best Day	1.63%	0.05%
Worst Day	-2.23%	0.0%
Best Month	3.26%	0.96%
Worst Month	-4.31%	0.38%
Best Year	-0.17%	1.78%
Worst Year	-0.17%	1.78%
Avg. Drawdown	-3.86%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.04	-
Ulcer Index	0.02	0.0
Serenity Index	-0.02	-
Avg. Up Month	2.15%	0.67%
Avg. Down Month	-	-
Win Days	54.29%	100.0%
Win Month	66.67%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	0.0	-
Alpha	-0.0	-
Correlation	0.0%	-
Treynor Ratio	-50.56%	-