AMGL RUB[Strategy] vs Deposit RUB[Benchmark]

15 Jul, 2025 - 24 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	39.03%	11.84%
CAGR﹪	61.16%	17.6%
Sharpe	1.79	64.8
Prob. Sharpe Ratio	92.95%	100.0%
Smart Sharpe	1.72	62.42
Sortino	2.53	-
Smart Sortino	2.44	-
Sortino/√2	1.79	-
Smart Sortino/√2	1.72	-
Omega	1.4	1.4
Max Drawdown	-13.23%	-
Longest DD Days	-	-
Volatility (ann.)	25.99%	0.23%
R^2	0.0	0.0
Information Ratio	0.08	0.08
Calmar	4.62	-
Skew	-0.95	1.73
Kurtosis	5.9	6.15
Expected Daily	0.17%	0.06%
Expected Monthly	3.73%	1.25%
Expected Yearly	17.91%	5.76%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.51%	-0.03%
Expected Shortfall (cVaR)	-2.51%	-0.03%
Max Consecutive Wins	5	192
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.4	-
Gain/Pain (1M)	2.73	-
Payoff Ratio	-	-
Profit Factor	1.4	-
Common Sense Ratio	1.45	-
CPC Index	-	-
Tail Ratio	1.04	2.32
Outlier Win Ratio	2.04	38.67
Outlier Loss Ratio	2.03	-
MTD	-12.55%	1.15%
3M	5.03%	3.91%
6M	15.7%	7.94%
YTD	5.98%	3.58%
1Y	39.03%	11.84%
3Y (ann.)	61.16%	17.6%
5Y (ann.)	61.16%	17.6%
10Y (ann.)	61.16%	17.6%
All-time (ann.)	61.16%	17.6%
Best Day	5.23%	0.1%
Worst Day	-8.94%	0.0%
Best Month	16.05%	1.31%
Worst Month	-12.55%	1.15%
Best Year	31.18%	7.98%
Worst Year	5.98%	3.58%
Avg. Drawdown	-2.74%	-
Avg. Drawdown Days	-	-
Recovery Factor	2.95	-
Ulcer Index	0.04	0.0
Serenity Index	1.81	-
Avg. Up Month	6.1%	1.26%
Avg. Down Month	-	-
Win Days	57.3%	100.0%
Win Month	88.89%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-1.94	-
Alpha	0.75	-
Correlation	-1.68%	-
Treynor Ratio	-20.15%	-