AMNR RUB[Strategy] vs Deposit RUB[Benchmark]

16 Jan, 2024 - 22 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	55.48%	54.71%
CAGR﹪	18.5%	18.27%
Sharpe	20.8	54.89
Prob. Sharpe Ratio	-	-
Smart Sharpe	20.12	53.12
Sortino	1471.99	-
Smart Sortino	1424.48	-
Sortino/√2	1040.86	-
Smart Sortino/√2	1007.26	-
Omega	527.03	527.03
Max Drawdown	-0.0%	-
Longest DD Days	-	-
Volatility (ann.)	0.71%	0.27%
R^2	0.07	0.07
Information Ratio	0.02	0.02
Calmar	3731.62	-
Skew	1.26	0.44
Kurtosis	1.26	-0.5
Expected Daily	0.06%	0.06%
Expected Monthly	1.39%	1.37%
Expected Yearly	15.85%	15.66%
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	753
Max Consecutive Losses	2	0
Gain/Pain Ratio	526.03	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	527.03	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	-	2.4
Outlier Win Ratio	2.26	2.39
Outlier Loss Ratio	-5.94	-
MTD	0.81%	1.07%
3M	3.65%	3.64%
6M	7.2%	7.04%
YTD	9.53%	9.25%
1Y	16.36%	15.54%
3Y (ann.)	18.5%	18.27%
5Y (ann.)	18.5%	18.27%
10Y (ann.)	18.5%	18.27%
All-time (ann.)	18.5%	18.27%
Best Day	0.25%	0.1%
Worst Day	-0.0%	0.0%
Best Month	1.83%	1.83%
Worst Month	0.57%	1.06%
Best Year	20.62%	19.38%
Worst Year	9.53%	9.25%
Avg. Drawdown	-0.0%	-
Avg. Drawdown Days	-	-
Recovery Factor	11190.41	-
Ulcer Index	0.0	0.0
Serenity Index	2735748.64	-
Avg. Up Month	1.39%	1.37%
Avg. Down Month	-	-
Win Days	95.42%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.73	-
Alpha	0.04	-
Correlation	27.33%	-
Treynor Ratio	76.02%	-