AMGL RUB[Strategy] vs Deposit RUB[Benchmark]

15 Jul, 2025 - 11 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	34.16%	13.41%
CAGR﹪	42.98%	16.54%
Sharpe	1.37	53.65
Prob. Sharpe Ratio	90.06%	100.0%
Smart Sharpe	1.31	51.16
Sortino	1.95	-
Smart Sortino	1.86	-
Sortino/√2	1.38	-
Smart Sortino/√2	1.31	-
Omega	1.29	1.29
Max Drawdown	-17.53%	-
Longest DD Days	-	-
Volatility (ann.)	24.84%	0.25%
R^2	0.0	0.0
Information Ratio	0.05	0.05
Calmar	2.45	-
Skew	-0.8	1.54
Kurtosis	5.73	4.27
Expected Daily	0.12%	0.05%
Expected Monthly	2.71%	1.15%
Expected Yearly	15.83%	6.49%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.44%	-0.03%
Expected Shortfall (cVaR)	-2.44%	-0.03%
Max Consecutive Wins	5	238
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.29	-
Gain/Pain (1M)	1.95	-
Payoff Ratio	-	-
Profit Factor	1.29	-
Common Sense Ratio	1.41	-
CPC Index	-	-
Tail Ratio	1.09	1.9
Outlier Win Ratio	2.01	40.04
Outlier Loss Ratio	1.98	-
MTD	0.3%	0.33%
3M	-10.47%	3.33%
6M	4.65%	7.33%
YTD	2.27%	5.03%
1Y	34.16%	13.41%
3Y (ann.)	42.98%	16.54%
5Y (ann.)	42.98%	16.54%
10Y (ann.)	42.98%	16.54%
All-time (ann.)	42.98%	16.54%
Best Day	5.23%	0.1%
Worst Day	-8.94%	0.0%
Best Month	16.05%	1.31%
Worst Month	-9.18%	0.33%
Best Year	31.18%	7.98%
Worst Year	2.27%	5.03%
Avg. Drawdown	-2.98%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.95	-
Ulcer Index	0.07	0.0
Serenity Index	0.56	-
Avg. Up Month	5.45%	1.16%
Avg. Down Month	-	-
Win Days	55.26%	100.0%
Win Month	81.82%	100.0%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	6.78	-
Alpha	-0.56	-
Correlation	6.75%	-
Treynor Ratio	5.04%	-