AMFL RUB[Strategy] vs Deposit RUB[Benchmark]

27 Dec, 2024 - 28 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	83.0%	100.0%
Cumulative Return	28.77%	23.74%
CAGR﹪	24.06%	19.92%
Sharpe	7.03	23.16
Prob. Sharpe Ratio	100.0%	99.99%
Smart Sharpe	5.04	16.6
Sortino	15.48	-
Smart Sortino	11.09	-
Sortino/√2	10.95	-
Smart Sortino/√2	7.84	-
Omega	3.49	3.49
Max Drawdown	-0.65%	-
Longest DD Days	-	-
Volatility (ann.)	2.76%	0.7%
R^2	0.01	0.01
Information Ratio	0.07	0.07
Calmar	36.88	-
Skew	0.45	10.66
Kurtosis	2.74	127.01
Expected Daily	0.08%	0.06%
Expected Monthly	1.7%	1.43%
Expected Yearly	8.79%	7.36%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.21%	-0.01%
Expected Shortfall (cVaR)	-0.21%	-0.01%
Max Consecutive Wins	9	328
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.49	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.49	-
Common Sense Ratio	7.68	-
CPC Index	-	-
Tail Ratio	2.2	2.02
Outlier Win Ratio	2.16	4.69
Outlier Loss Ratio	0.81	-
MTD	1.49%	1.19%
3M	4.37%	3.78%
6M	9.14%	7.93%
YTD	2.71%	2.42%
1Y	25.44%	18.17%
3Y (ann.)	24.06%	19.92%
5Y (ann.)	24.06%	19.92%
10Y (ann.)	24.06%	19.92%
All-time (ann.)	24.06%	19.92%
Best Day	0.99%	0.6%
Worst Day	-0.65%	0.0%
Best Month	2.91%	1.79%
Worst Month	0.5%	1.19%
Best Year	24.75%	19.38%
Worst Year	0.5%	1.2%
Avg. Drawdown	-0.14%	-
Avg. Drawdown Days	-	-
Recovery Factor	44.08	-
Ulcer Index	0.0	0.0
Serenity Index	293.6	-
Avg. Up Month	1.7%	1.43%
Avg. Down Month	-	-
Win Days	72.06%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.37	-
Alpha	0.13	-
Correlation	9.44%	-
Treynor Ratio	77.84%	-