AMVY RUB[Strategy] vs Deposit RUB[Benchmark]

26 Jun, 2026 - 27 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	91.0%	99.0%
Cumulative Return	6.37%	3.99%
CAGR﹪	27.42%	16.61%
Sharpe	1.55	17.85
Prob. Sharpe Ratio	78.01%	100.0%
Smart Sharpe	1.34	15.45
Sortino	2.26	-
Smart Sortino	1.95	-
Sortino/√2	1.6	-
Smart Sortino/√2	1.38	-
Omega	1.3	1.3
Max Drawdown	-5.25%	-
Longest DD Days	-	-
Volatility (ann.)	16.05%	0.84%
R^2	0.0	0.0
Information Ratio	0.04	0.04
Calmar	5.22	-
Skew	-0.37	5.44
Kurtosis	1.05	29.24
Expected Daily	0.09%	0.06%
Expected Monthly	1.56%	0.98%
Expected Yearly	6.37%	3.99%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.56%	-0.03%
Expected Shortfall (cVaR)	-1.56%	-0.03%
Max Consecutive Wins	9	65
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.3	-
Gain/Pain (1M)	5.75	-
Payoff Ratio	-	-
Profit Factor	1.3	-
Common Sense Ratio	1.34	-
CPC Index	-	-
Tail Ratio	1.03	1.14
Outlier Win Ratio	1.88	21.5
Outlier Loss Ratio	1.53	-
MTD	-1.2%	1.08%
3M	6.37%	3.99%
6M	6.37%	3.99%
YTD	6.37%	3.99%
1Y	6.37%	3.99%
3Y (ann.)	27.42%	16.61%
5Y (ann.)	27.42%	16.61%
10Y (ann.)	27.42%	16.61%
All-time (ann.)	27.42%	16.61%
Best Day	2.83%	0.35%
Worst Day	-2.84%	0.0%
Best Month	7.75%	1.08%
Worst Month	-1.2%	0.71%
Best Year	6.37%	3.99%
Worst Year	6.37%	3.99%
Avg. Drawdown	-2.89%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.21	-
Ulcer Index	0.02	0.0
Serenity Index	0.84	-
Avg. Up Month	3.88%	1.07%
Avg. Down Month	-	-
Win Days	58.33%	100.0%
Win Month	50.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.18	-
Alpha	0.28	-
Correlation	-0.94%	-
Treynor Ratio	-35.53%	-