AMFL RUB[Strategy] vs Deposit RUB[Benchmark]

27 Dec, 2024 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	87.0%	100.0%
Cumulative Return	20.68%	17.03%
CAGR﹪	26.7%	21.88%
Sharpe	7.36	21.95
Prob. Sharpe Ratio	100.0%	99.99%
Smart Sharpe	5.31	15.83
Sortino	16.59	-
Smart Sortino	11.97	-
Sortino/√2	11.73	-
Smart Sortino/√2	8.47	-
Omega	3.73	3.73
Max Drawdown	-0.65%	-
Longest DD Days	-	-
Volatility (ann.)	3.0%	0.84%
R^2	0.01	0.01
Information Ratio	0.08	0.08
Calmar	40.91	-
Skew	0.45	9.21
Kurtosis	2.72	90.5
Expected Daily	0.09%	0.07%
Expected Monthly	1.72%	1.44%
Expected Yearly	9.86%	8.18%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.22%	-0.01%
Expected Shortfall (cVaR)	-0.22%	-0.01%
Max Consecutive Wins	9	214
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.73	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.73	-
Common Sense Ratio	8.63	-
CPC Index	-	-
Tail Ratio	2.31	1.79
Outlier Win Ratio	2.0	4.3
Outlier Loss Ratio	0.79	-
MTD	0.67%	0.65%
3M	5.96%	4.14%
6M	14.97%	9.07%
YTD	20.08%	15.64%
1Y	20.68%	17.03%
3Y (ann.)	26.7%	21.88%
5Y (ann.)	26.7%	21.88%
10Y (ann.)	26.7%	21.88%
All-time (ann.)	26.7%	21.88%
Best Day	0.99%	0.6%
Worst Day	-0.65%	0.0%
Best Month	2.91%	1.79%
Worst Month	0.5%	0.65%
Best Year	20.08%	15.64%
Worst Year	0.5%	1.2%
Avg. Drawdown	-0.15%	-
Avg. Drawdown Days	-	-
Recovery Factor	31.69	-
Ulcer Index	0.0	0.0
Serenity Index	202.34	-
Avg. Up Month	1.73%	1.44%
Avg. Down Month	-	-
Win Days	72.58%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.31	-
Alpha	0.16	-
Correlation	8.55%	-
Treynor Ratio	67.76%	-