AMNR RUB[Strategy] vs Deposit RUB[Benchmark]

16 Jan, 2024 - 6 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	45.74%	45.41%
CAGR﹪	19.28%	19.15%
Sharpe	22.0	65.41
Prob. Sharpe Ratio	-	-
Smart Sharpe	21.46	63.79
Sortino	2149.95	-
Smart Sortino	2096.89	-
Sortino/√2	1520.25	-
Smart Sortino/√2	1482.73	-
Omega	929.4	929.4
Max Drawdown	-0.0%	-
Longest DD Days	-	-
Volatility (ann.)	0.72%	0.24%
R^2	0.05	0.05
Information Ratio	0.01	0.01
Calmar	3887.79	-
Skew	1.26	0.38
Kurtosis	1.13	-0.26
Expected Daily	0.06%	0.06%
Expected Monthly	1.4%	1.4%
Expected Yearly	13.38%	13.29%
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	597
Max Consecutive Losses	2	0
Gain/Pain Ratio	928.4	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	929.4	-
Common Sense Ratio	-	-
CPC Index	-	-
Tail Ratio	-	2.02
Outlier Win Ratio	2.14	2.23
Outlier Loss Ratio	-9.73	-
MTD	0.25%	0.28%
3M	3.9%	3.76%
6M	8.19%	7.83%
YTD	2.67%	2.69%
1Y	19.59%	18.09%
3Y (ann.)	19.28%	19.15%
5Y (ann.)	19.28%	19.15%
10Y (ann.)	19.28%	19.15%
All-time (ann.)	19.28%	19.15%
Best Day	0.25%	0.1%
Worst Day	-0.0%	0.0%
Best Month	1.83%	1.83%
Worst Month	0.25%	0.28%
Best Year	20.62%	19.38%
Worst Year	2.67%	2.69%
Avg. Drawdown	-0.0%	-
Avg. Drawdown Days	-	-
Recovery Factor	9226.25	-
Ulcer Index	0.0	0.0
Serenity Index	4369104.93	-
Avg. Up Month	1.41%	1.4%
Avg. Down Month	-	-
Win Days	96.7%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.66	-
Alpha	0.05	-
Correlation	22.19%	-
Treynor Ratio	68.91%	-