AMNR RUB[Strategy] vs Deposit RUB[Benchmark]

16 Jan, 2024 - 7 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	52.69%	51.84%
CAGR﹪	18.66%	18.39%
Sharpe	20.94	56.08
Prob. Sharpe Ratio	-	-
Smart Sharpe	20.46	54.78
Sortino	1535.84	-
Smart Sortino	1500.29	-
Sortino/√2	1086.0	-
Smart Sortino/√2	1060.86	-
Omega	561.91	561.91
Max Drawdown	-0.0%	-
Longest DD Days	-	-
Volatility (ann.)	0.72%	0.26%
R^2	0.07	0.07
Information Ratio	0.02	0.02
Calmar	3763.59	-
Skew	1.25	0.45
Kurtosis	1.21	-0.52
Expected Daily	0.06%	0.06%
Expected Monthly	1.37%	1.36%
Expected Yearly	15.15%	14.94%
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	711
Max Consecutive Losses	2	0
Gain/Pain Ratio	560.91	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	561.91	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	-	2.29
Outlier Win Ratio	2.23	2.36
Outlier Loss Ratio	-6.36	-
MTD	0.27%	0.26%
3M	3.57%	3.32%
6M	7.4%	7.11%
YTD	7.56%	7.23%
1Y	16.86%	15.6%
3Y (ann.)	18.66%	18.39%
5Y (ann.)	18.66%	18.39%
10Y (ann.)	18.66%	18.39%
All-time (ann.)	18.66%	18.39%
Best Day	0.25%	0.1%
Worst Day	-0.0%	0.0%
Best Month	1.83%	1.83%
Worst Month	0.27%	0.26%
Best Year	20.62%	19.38%
Worst Year	7.56%	7.23%
Avg. Drawdown	-0.0%	-
Avg. Drawdown Days	-	-
Recovery Factor	10628.33	-
Ulcer Index	0.0	0.0
Serenity Index	2703357.2	-
Avg. Up Month	1.38%	1.36%
Avg. Down Month	-	-
Win Days	95.6%	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	27.01%	-
Treynor Ratio	71.89%	-