AMVD RUB[Strategy] vs Deposit RUB[Benchmark]

26 Jun, 2026 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	91.0%	97.0%
Cumulative Return	2.56%	2.12%
CAGR﹪	22.25%	18.07%
Sharpe	1.2	13.41
Prob. Sharpe Ratio	66.07%	100.0%
Smart Sharpe	1.14	12.76
Sortino	1.69	-
Smart Sortino	1.61	-
Sortino/√2	1.19	-
Smart Sortino/√2	1.14	-
Omega	1.22	1.22
Max Drawdown	-7.14%	-
Longest DD Days	-	-
Volatility (ann.)	17.35%	1.19%
R^2	0.0	0.0
Information Ratio	0.02	0.02
Calmar	3.11	-
Skew	-0.82	3.78
Kurtosis	2.21	13.36
Expected Daily	0.08%	0.06%
Expected Monthly	0.85%	0.7%
Expected Yearly	2.56%	2.12%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.72%	-0.06%
Expected Shortfall (cVaR)	-1.72%	-0.06%
Max Consecutive Wins	3	32
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.22	-
Gain/Pain (1M)	1.65	-
Payoff Ratio	-	-
Profit Factor	1.22	-
Common Sense Ratio	1.39	-
CPC Index	-	-
Tail Ratio	1.13	3.66
Outlier Win Ratio	1.45	18.93
Outlier Loss Ratio	1.77	-
MTD	3.9%	0.32%
3M	2.56%	2.12%
6M	2.56%	2.12%
YTD	2.56%	2.12%
1Y	2.56%	2.12%
3Y (ann.)	22.25%	18.07%
5Y (ann.)	22.25%	18.07%
10Y (ann.)	22.25%	18.07%
All-time (ann.)	22.25%	18.07%
Best Day	2.16%	0.35%
Worst Day	-3.45%	0.0%
Best Month	3.9%	1.07%
Worst Month	-1.79%	0.32%
Best Year	2.56%	2.12%
Worst Year	2.56%	2.12%
Avg. Drawdown	-2.2%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.36	-
Ulcer Index	0.04	0.0
Serenity Index	0.12	-
Avg. Up Month	2.2%	0.52%
Avg. Down Month	-	-
Win Days	50.0%	100.0%
Win Month	66.67%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.62	-
Alpha	0.11	-
Correlation	4.24%	-
Treynor Ratio	4.16%	-