AMFL RUB[Strategy] vs Deposit RUB[Benchmark]

27 Dec, 2024 - 20 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	82.0%	100.0%
Cumulative Return	31.76%	26.52%
CAGR﹪	23.39%	19.63%
Sharpe	7.0	23.66
Prob. Sharpe Ratio	100.0%	99.99%
Smart Sharpe	5.09	17.19
Sortino	15.41	-
Smart Sortino	11.2	-
Sortino/√2	10.89	-
Smart Sortino/√2	7.92	-
Omega	3.49	3.49
Max Drawdown	-0.65%	-
Longest DD Days	-	-
Volatility (ann.)	2.65%	0.67%
R^2	0.01	0.01
Information Ratio	0.07	0.07
Calmar	35.84	-
Skew	0.49	11.15
Kurtosis	3.03	141.07
Expected Daily	0.07%	0.06%
Expected Monthly	1.64%	1.39%
Expected Yearly	9.63%	8.16%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.2%	-0.01%
Expected Shortfall (cVaR)	-0.2%	-0.01%
Max Consecutive Wins	9	375
Max Consecutive Losses	2	0
Gain/Pain Ratio	2.49	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.49	-
Common Sense Ratio	7.4	-
CPC Index	-	-
Tail Ratio	2.12	2.13
Outlier Win Ratio	2.16	4.61
Outlier Loss Ratio	0.82	-
MTD	0.84%	1.12%
3M	4.68%	4.06%
6M	9.0%	7.9%
YTD	5.1%	4.72%
1Y	24.5%	17.48%
3Y (ann.)	23.39%	19.63%
5Y (ann.)	23.39%	19.63%
10Y (ann.)	23.39%	19.63%
All-time (ann.)	23.39%	19.63%
Best Day	0.99%	0.6%
Worst Day	-0.65%	0.0%
Best Month	2.91%	1.79%
Worst Month	0.5%	1.12%
Best Year	24.75%	19.38%
Worst Year	0.5%	1.2%
Avg. Drawdown	-0.14%	-
Avg. Drawdown Days	-	-
Recovery Factor	48.67	-
Ulcer Index	0.0	0.0
Serenity Index	335.17	-
Avg. Up Month	1.64%	1.39%
Avg. Down Month	-	-
Win Days	72.4%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.39	-
Alpha	0.12	-
Correlation	9.79%	-
Treynor Ratio	81.74%	-