AMIX RUB[Strategy] vs Deposit RUB[Benchmark]

19 Jun, 2026 - 27 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	99.0%
Cumulative Return	-1.66%	4.25%
CAGR﹪	-5.92%	16.41%
Sharpe	0.01	34.45
Prob. Sharpe Ratio	50.17%	100.0%
Smart Sharpe	0.01	32.19
Sortino	0.01	-
Smart Sortino	0.01	-
Sortino/√2	0.01	-
Smart Sortino/√2	0.01	-
Omega	1.0	1.0
Max Drawdown	-18.65%	-
Longest DD Days	-	-
Volatility (ann.)	31.2%	0.33%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	-0.32	-
Skew	0.23	2.3
Kurtosis	2.41	4.68
Expected Daily	-0.02%	0.05%
Expected Monthly	-0.42%	1.05%
Expected Yearly	-1.66%	4.25%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.23%	-0.01%
Expected Shortfall (cVaR)	-3.23%	-0.01%
Max Consecutive Wins	6	91
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.0	-
Gain/Pain (1M)	0.02	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	0.83	-
CPC Index	-	-
Tail Ratio	0.83	3.08
Outlier Win Ratio	1.4	42.99
Outlier Loss Ratio	1.46	-
MTD	4.98%	1.08%
3M	3.83%	3.7%
6M	-1.66%	4.25%
YTD	-1.66%	4.25%
1Y	-1.66%	4.25%
3Y (ann.)	-5.92%	16.41%
5Y (ann.)	-5.92%	16.41%
10Y (ann.)	-5.92%	16.41%
All-time (ann.)	-5.92%	16.41%
Best Day	7.85%	0.11%
Worst Day	-5.7%	0.0%
Best Month	4.98%	1.08%
Worst Month	-2.28%	0.96%
Best Year	-1.66%	4.25%
Worst Year	-1.66%	4.25%
Avg. Drawdown	-11.34%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.09	-
Ulcer Index	0.07	0.0
Serenity Index	-0.04	-
Avg. Up Month	4.98%	1.08%
Avg. Down Month	-	-
Win Days	50.56%	100.0%
Win Month	25.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	-2.43	-
Alpha	0.28	-
Correlation	-2.58%	-
Treynor Ratio	0.68%	-