AMNR RUB[Strategy] vs Deposit RUB[Benchmark]

16 Jan, 2024 - 23 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	50.24%	49.86%
CAGR﹪	18.91%	18.78%
Sharpe	21.4	60.6
Prob. Sharpe Ratio	-	-
Smart Sharpe	21.34	60.42
Sortino	1725.37	-
Smart Sortino	1720.33	-
Sortino/√2	1220.02	-
Smart Sortino/√2	1216.46	-
Omega	662.22	662.22
Max Drawdown	-0.0%	-
Longest DD Days	-	-
Volatility (ann.)	0.72%	0.25%
R^2	0.06	0.06
Information Ratio	0.01	0.01
Calmar	3813.26	-
Skew	1.26	0.41
Kurtosis	1.18	-0.34
Expected Daily	0.06%	0.06%
Expected Monthly	1.41%	1.4%
Expected Yearly	14.53%	14.43%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.03%
Expected Shortfall (cVaR)	-0.01%	-0.03%
Max Consecutive Wins	330	668
Max Consecutive Losses	2	0
Gain/Pain Ratio	661.22	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	662.22	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	-	2.08
Outlier Win Ratio	2.19	2.29
Outlier Loss Ratio	-6.76	-
MTD	0.83%	1.09%
3M	3.59%	3.63%
6M	7.76%	7.46%
YTD	5.83%	5.83%
1Y	17.91%	16.72%
3Y (ann.)	18.91%	18.78%
5Y (ann.)	18.91%	18.78%
10Y (ann.)	18.91%	18.78%
All-time (ann.)	18.91%	18.78%
Best Day	0.25%	0.1%
Worst Day	-0.0%	0.0%
Best Month	1.83%	1.83%
Worst Month	0.57%	1.09%
Best Year	20.62%	19.38%
Worst Year	5.83%	5.83%
Avg. Drawdown	-0.0%	-
Avg. Drawdown Days	-	-
Recovery Factor	10132.8	-
Ulcer Index	0.0	0.0
Serenity Index	2933376.54	-
Avg. Up Month	1.41%	1.4%
Avg. Down Month	-	-
Win Days	95.95%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.7	-
Alpha	0.05	-
Correlation	24.51%	-
Treynor Ratio	71.9%	-