AMIX RUB[Strategy] vs Deposit RUB[Benchmark]

19 Jun, 2026 - 8 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	-1.14%	2.25%
CAGR﹪	-8.03%	17.61%
Sharpe	0.01	25.71
Prob. Sharpe Ratio	50.09%	-
Smart Sharpe	0.0	23.33
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.)	36.07%	0.46%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	-0.43	-
Skew	0.36	1.47
Kurtosis	2.62	0.59
Expected Daily	-0.02%	0.05%
Expected Monthly	-0.38%	0.74%
Expected Yearly	-1.14%	2.25%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.74%	-0.0%
Expected Shortfall (cVaR)	-3.74%	-0.0%
Max Consecutive Wins	4	46
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.0	-
Gain/Pain (1M)	0.01	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	0.78	-
CPC Index	-	-
Tail Ratio	0.78	3.08
Outlier Win Ratio	1.71	62.38
Outlier Loss Ratio	1.67	-
MTD	3.14%	0.21%
3M	-1.14%	2.25%
6M	-1.14%	2.25%
YTD	-1.14%	2.25%
1Y	-1.14%	2.25%
3Y (ann.)	-8.03%	17.61%
5Y (ann.)	-8.03%	17.61%
10Y (ann.)	-8.03%	17.61%
All-time (ann.)	-8.03%	17.61%
Best Day	7.85%	0.11%
Worst Day	-5.7%	0.0%
Best Month	3.14%	1.07%
Worst Month	-2.28%	0.21%
Best Year	-1.14%	2.25%
Worst Year	-1.14%	2.25%
Avg. Drawdown	-18.65%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.06	-
Ulcer Index	0.08	0.0
Serenity Index	-0.02	-
Avg. Up Month	3.14%	0.21%
Avg. Down Month	-	-
Win Days	45.65%	100.0%
Win Month	33.33%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	-3.57	-
Alpha	0.43	-
Correlation	-4.58%	-
Treynor Ratio	0.32%	-