YUAN[Strategy] vs RUB Inflation[Benchmark]

19 May, 2023 - 11 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	8.47%	20.07%
CAGR﹪	3.86%	8.89%
Sharpe	0.27	35.38
Prob. Sharpe Ratio	65.82%	-
Smart Sharpe	0.19	24.97
Sortino	0.41	-
Smart Sortino	0.29	-
Sortino/√2	0.29	-
Smart Sortino/√2	0.21	-
Omega	1.08	1.08
Max Drawdown	-21.55%	-
Longest DD Days	-	-
Volatility (ann.)	28.45%	0.24%
R^2	0.0	0.0
Information Ratio	-0.0	-0.0
Calmar	0.18	-
Skew	2.63	0.52
Kurtosis	123.61	-0.33
Expected Daily	0.01%	0.03%
Expected Monthly	0.3%	0.68%
Expected Yearly	2.75%	6.29%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.92%	-0.01%
Expected Shortfall (cVaR)	-2.92%	-0.01%
Max Consecutive Wins	7	547
Max Consecutive Losses	6	0
Gain/Pain Ratio	0.08	-
Gain/Pain (1M)	0.55	-
Payoff Ratio	-	-
Profit Factor	1.08	-
Common Sense Ratio	1.03	-
CPC Index	-	-
Tail Ratio	0.96	5.03
Outlier Win Ratio	1.98	48.92
Outlier Loss Ratio	1.84	-
MTD	0.45%	0.19%
3M	-1.45%	1.31%
6M	-11.78%	3.9%
YTD	-12.09%	4.21%
1Y	1.71%	9.44%
3Y (ann.)	3.86%	8.89%
5Y (ann.)	3.86%	8.89%
10Y (ann.)	3.86%	8.89%
All-time (ann.)	3.86%	8.89%
Best Day	26.44%	0.07%
Worst Day	-21.55%	0.0%
Best Month	8.66%	1.43%
Worst Month	-5.89%	0.19%
Best Year	12.96%	9.51%
Worst Year	-12.09%	4.21%
Avg. Drawdown	-11.38%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.39	-
Ulcer Index	0.12	0.0
Serenity Index	0.07	-
Avg. Up Month	2.74%	0.62%
Avg. Down Month	-	-
Win Days	52.49%	100.0%
Win Month	55.56%	100.0%
Win Quarter	60.0%	100.0%
Win Year	66.67%	100.0%
Beta	-2.08	-
Alpha	0.25	-
Correlation	-1.74%	-
Treynor Ratio	-4.06%	-