AMFL RUB[Strategy] vs Deposit RUB[Benchmark]

27 Dec, 2024 - 20 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	78.0%	100.0%
Cumulative Return	40.95%	33.42%
CAGR﹪	21.92%	18.12%
Sharpe	6.95	23.55
Prob. Sharpe Ratio	100.0%	99.99%
Smart Sharpe	5.05	17.11
Sortino	15.34	-
Smart Sortino	11.15	-
Sortino/√2	10.85	-
Smart Sortino/√2	7.88	-
Omega	3.58	3.58
Max Drawdown	-0.65%	-
Longest DD Days	-	-
Volatility (ann.)	2.41%	0.6%
R^2	0.01	0.01
Information Ratio	0.07	0.07
Calmar	33.59	-
Skew	0.56	11.73
Kurtosis	3.65	167.37
Expected Daily	0.07%	0.06%
Expected Monthly	1.57%	1.32%
Expected Yearly	12.12%	10.09%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.18%	-0.01%
Expected Shortfall (cVaR)	-0.18%	-0.01%
Max Consecutive Wins	9	516
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.58	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.58	-
Common Sense Ratio	7.47	-
CPC Index	-	-
Tail Ratio	2.08	2.51
Outlier Win Ratio	2.33	4.86
Outlier Loss Ratio	0.88	-
MTD	0.86%	1.08%
3M	4.13%	3.61%
6M	8.7%	7.08%
YTD	12.42%	10.43%
1Y	18.06%	15.26%
3Y (ann.)	21.92%	18.12%
5Y (ann.)	21.92%	18.12%
10Y (ann.)	21.92%	18.12%
All-time (ann.)	21.92%	18.12%
Best Day	0.99%	0.6%
Worst Day	-0.65%	0.0%
Best Month	2.91%	1.79%
Worst Month	0.5%	1.06%
Best Year	24.75%	19.38%
Worst Year	0.5%	1.2%
Avg. Drawdown	-0.14%	-
Avg. Drawdown Days	-	-
Recovery Factor	62.75	-
Ulcer Index	0.0	0.0
Serenity Index	474.6	-
Avg. Up Month	1.57%	1.32%
Avg. Down Month	-	-
Win Days	73.32%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.45	-
Alpha	0.1	-
Correlation	11.03%	-
Treynor Ratio	91.81%	-