AMIX RUB[Strategy] vs Deposit RUB[Benchmark]

19 Jun, 2026 - 22 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	50.0%	50.0%
Cumulative Return	-4.66%	0.54%
CAGR﹪	-99.7%	92.27%
Sharpe	-11.22	11.22
Prob. Sharpe Ratio	-	-
Smart Sharpe	-	-
Sortino	-11.22	-
Smart Sortino	-	-
Sortino/√2	-7.94	-
Smart Sortino/√2	-	-
Omega	0.0	0.0
Max Drawdown	-4.66%	-
Longest DD Days	-	-
Volatility (ann.)	52.34%	6.05%
R^2	1.0	1.0
Information Ratio	-0.71	-0.71
Calmar	-21.38	-
Skew	-	-
Kurtosis	-	-
Expected Daily	-2.36%	0.27%
Expected Monthly	-4.66%	0.54%
Expected Yearly	-4.66%	0.54%
Kelly Criterion	-	-
Risk of Ruin	1.0%	0.0%
Daily Value-at-Risk	-7.76%	-0.36%
Expected Shortfall (cVaR)	-7.76%	-0.36%
Max Consecutive Wins	0	1
Max Consecutive Losses	1	0
Gain/Pain Ratio	-1.0	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.0	-
Common Sense Ratio	0.0	-
CPC Index	-	-
Tail Ratio	0.05	19.0
Outlier Win Ratio	-	0.9
Outlier Loss Ratio	0.49	-
MTD	-4.66%	0.54%
3M	-4.66%	0.54%
6M	-4.66%	0.54%
YTD	-4.66%	0.54%
1Y	-4.66%	0.54%
3Y (ann.)	-99.7%	92.27%
5Y (ann.)	-99.7%	92.27%
10Y (ann.)	-99.7%	92.27%
All-time (ann.)	-99.7%	92.27%
Best Day	0.0%	0.54%
Worst Day	-4.66%	0.0%
Best Month	-4.66%	0.54%
Worst Month	-4.66%	0.54%
Best Year	-4.66%	0.54%
Worst Year	-4.66%	0.54%
Avg. Drawdown	-4.66%	-
Avg. Drawdown Days	-	-
Recovery Factor	-1.0	-
Ulcer Index	0.05	0.0
Serenity Index	-0.43	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	0.0%	100.0%
Win Month	0.0%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	-8.66	-
Alpha	0.0	-
Correlation	-100.0%	-
Treynor Ratio	0.54%	-