AMNR RUB[Strategy] vs Deposit RUB[Benchmark]

16 Jan, 2024 - 28 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	39.84%	39.81%
CAGR﹪	19.66%	19.64%
Sharpe	22.95	68.12
Prob. Sharpe Ratio	-	-
Smart Sharpe	21.91	65.04
Sortino	2805.89	-
Smart Sortino	2679.16	-
Sortino/√2	1984.07	-
Smart Sortino/√2	1894.45	-
Omega	1452.27	1452.27
Max Drawdown	-0.0%	-
Longest DD Days	-	-
Volatility (ann.)	0.71%	0.24%
R^2	0.05	0.05
Information Ratio	0.0	0.0
Calmar	4281.18	-
Skew	1.24	0.16
Kurtosis	0.83	-0.15
Expected Daily	0.06%	0.06%
Expected Monthly	1.47%	1.47%
Expected Yearly	18.25%	18.24%
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	516
Max Consecutive Losses	1	0
Gain/Pain Ratio	1451.27	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1452.27	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	-	2.02
Outlier Win Ratio	2.1	2.15
Outlier Loss Ratio	-11.04	-
MTD	1.31%	1.29%
3M	4.35%	4.12%
6M	9.44%	8.56%
YTD	18.82%	17.87%
1Y	21.27%	20.21%
3Y (ann.)	19.66%	19.64%
5Y (ann.)	19.66%	19.64%
10Y (ann.)	19.66%	19.64%
All-time (ann.)	19.66%	19.64%
Best Day	0.22%	0.1%
Worst Day	-0.0%	0.0%
Best Month	1.83%	1.83%
Worst Month	0.57%	1.14%
Best Year	18.82%	18.62%
Worst Year	17.69%	17.87%
Avg. Drawdown	-0.0%	-
Avg. Drawdown Days	-	-
Recovery Factor	8676.57	-
Ulcer Index	0.0	0.0
Serenity Index	7222543.48	-
Avg. Up Month	1.47%	1.47%
Avg. Down Month	-	-
Win Days	97.6%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.65	-
Alpha	0.06	-
Correlation	21.79%	-
Treynor Ratio	61.57%	-