AMNR RUB[Strategy] vs Deposit RUB[Benchmark]

16 Jan, 2024 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	36.94%	37.1%
CAGR﹪	19.77%	19.85%
Sharpe	23.13	70.46
Prob. Sharpe Ratio	-	-
Smart Sharpe	21.69	66.08
Sortino	2759.44	-
Smart Sortino	2587.77	-
Sortino/√2	1951.22	-
Smart Sortino/√2	1829.83	-
Omega	1452.55	1452.55
Max Drawdown	-0.0%	-
Longest DD Days	-	-
Volatility (ann.)	0.72%	0.24%
R^2	0.04	0.04
Information Ratio	-0.01	-0.01
Calmar	4305.93	-
Skew	1.24	0.05
Kurtosis	0.79	0.02
Expected Daily	0.07%	0.07%
Expected Monthly	1.44%	1.44%
Expected Yearly	17.02%	17.09%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.04%
Expected Shortfall (cVaR)	-0.01%	-0.04%
Max Consecutive Wins	330	476
Max Consecutive Losses	1	0
Gain/Pain Ratio	1451.55	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1452.55	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	-	2.02
Outlier Win Ratio	2.08	2.12
Outlier Loss Ratio	-9.75	-
MTD	0.59%	0.6%
3M	4.41%	4.1%
6M	9.85%	9.02%
YTD	16.36%	15.58%
1Y	21.64%	21.04%
3Y (ann.)	19.77%	19.85%
5Y (ann.)	19.77%	19.85%
10Y (ann.)	19.77%	19.85%
All-time (ann.)	19.77%	19.85%
Best Day	0.22%	0.1%
Worst Day	-0.0%	0.0%
Best Month	1.83%	1.83%
Worst Month	0.57%	0.6%
Best Year	17.69%	18.62%
Worst Year	16.36%	15.58%
Avg. Drawdown	-0.0%	-
Avg. Drawdown Days	-	-
Recovery Factor	8044.79	-
Ulcer Index	0.0	0.0
Serenity Index	6379789.88	-
Avg. Up Month	1.44%	1.45%
Avg. Down Month	-	-
Win Days	97.84%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.63	-
Alpha	0.06	-
Correlation	20.88%	-
Treynor Ratio	58.28%	-