AMNR RUB[Strategy] vs Deposit RUB[Benchmark]

16 Jan, 2024 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	54.74%	53.54%
CAGR﹪	18.52%	18.16%
Sharpe	20.76	53.65
Prob. Sharpe Ratio	-	-
Smart Sharpe	20.05	51.82
Sortino	1464.81	-
Smart Sortino	1414.92	-
Sortino/√2	1035.78	-
Smart Sortino/√2	1000.5	-
Omega	521.33	521.33
Max Drawdown	-0.0%	-
Longest DD Days	-	-
Volatility (ann.)	0.71%	0.27%
R^2	0.08	0.08
Information Ratio	0.02	0.02
Calmar	3734.71	-
Skew	1.26	0.45
Kurtosis	1.25	-0.56
Expected Daily	0.06%	0.06%
Expected Monthly	1.37%	1.35%
Expected Yearly	15.66%	15.36%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.02%	-0.03%
Expected Shortfall (cVaR)	-0.02%	-0.03%
Max Consecutive Wins	330	744
Max Consecutive Losses	2	0
Gain/Pain Ratio	520.33	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	521.33	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	-	2.52
Outlier Win Ratio	2.25	2.4
Outlier Loss Ratio	-5.94	-
MTD	0.33%	0.31%
3M	3.58%	3.25%
6M	7.3%	6.68%
YTD	9.0%	8.42%
1Y	16.42%	15.28%
3Y (ann.)	18.52%	18.16%
5Y (ann.)	18.52%	18.16%
10Y (ann.)	18.52%	18.16%
All-time (ann.)	18.52%	18.16%
Best Day	0.25%	0.1%
Worst Day	-0.0%	0.0%
Best Month	1.83%	1.83%
Worst Month	0.33%	0.31%
Best Year	20.62%	19.38%
Worst Year	9.0%	8.42%
Avg. Drawdown	-0.0%	-
Avg. Drawdown Days	-	-
Recovery Factor	11040.76	-
Ulcer Index	0.0	0.0
Serenity Index	2673846.92	-
Avg. Up Month	1.37%	1.35%
Avg. Down Month	-	-
Win Days	95.36%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.74	-
Alpha	0.04	-
Correlation	27.98%	-
Treynor Ratio	74.34%	-