AMFL RUB[Strategy] vs Deposit RUB[Benchmark]

27 Dec, 2024 - 27 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	86.0%	100.0%
Cumulative Return	23.38%	19.29%
CAGR﹪	25.72%	21.19%
Sharpe	7.16	22.27
Prob. Sharpe Ratio	100.0%	99.99%
Smart Sharpe	5.07	15.77
Sortino	15.72	-
Smart Sortino	11.14	-
Sortino/√2	11.12	-
Smart Sortino/√2	7.87	-
Omega	3.57	3.57
Max Drawdown	-0.65%	-
Longest DD Days	-	-
Volatility (ann.)	2.92%	0.79%
R^2	0.01	0.01
Information Ratio	0.07	0.07
Calmar	39.41	-
Skew	0.42	9.7
Kurtosis	2.69	102.67
Expected Daily	0.08%	0.07%
Expected Monthly	1.77%	1.48%
Expected Yearly	11.08%	9.22%
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	253
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.57	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.57	-
Common Sense Ratio	8.0	-
CPC Index	-	-
Tail Ratio	2.24	2.02
Outlier Win Ratio	2.09	4.52
Outlier Loss Ratio	0.9	-
MTD	1.31%	1.29%
3M	4.66%	4.11%
6M	12.98%	8.63%
YTD	22.77%	17.87%
1Y	23.38%	19.29%
3Y (ann.)	25.72%	21.19%
5Y (ann.)	25.72%	21.19%
10Y (ann.)	25.72%	21.19%
All-time (ann.)	25.72%	21.19%
Best Day	0.99%	0.6%
Worst Day	-0.65%	0.0%
Best Month	2.91%	1.79%
Worst Month	0.5%	1.2%
Best Year	22.77%	17.87%
Worst Year	0.5%	1.2%
Avg. Drawdown	-0.15%	-
Avg. Drawdown Days	-	-
Recovery Factor	35.82	-
Ulcer Index	0.0	0.0
Serenity Index	229.99	-
Avg. Up Month	1.77%	1.48%
Avg. Down Month	-	-
Win Days	72.69%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.34	-
Alpha	0.15	-
Correlation	9.03%	-
Treynor Ratio	69.75%	-