AMVY[Strategy] vs RUB Inflation[Benchmark]

26 Jun, 2026 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	90.0%	97.0%
Cumulative Return	4.39%	8.73%
CAGR﹪	40.61%	94.34%
Sharpe	2.04	84.05
Prob. Sharpe Ratio	74.77%	96.9%
Smart Sharpe	1.61	66.0
Sortino	2.94	-
Smart Sortino	2.31	-
Sortino/√2	2.08	-
Smart Sortino/√2	1.63	-
Omega	1.43	1.43
Max Drawdown	-5.25%	-
Longest DD Days	-	-
Volatility (ann.)	18.47%	0.84%
R^2	0.0	0.0
Information Ratio	-0.11	-0.11
Calmar	7.74	-
Skew	-0.6	-5.48
Kurtosis	1.51	30.0
Expected Daily	0.14%	0.28%
Expected Monthly	1.44%	2.83%
Expected Yearly	4.39%	8.73%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.76%	-0.19%
Expected Shortfall (cVaR)	-1.76%	-0.19%
Max Consecutive Wins	9	29
Max Consecutive Losses	2	0
Gain/Pain Ratio	0.43	-
Gain/Pain (1M)	807.87	-
Payoff Ratio	-	-
Profit Factor	1.43	-
Common Sense Ratio	1.08	-
CPC Index	-	-
Tail Ratio	0.75	1.0
Outlier Win Ratio	1.87	4.99
Outlier Loss Ratio	1.29	-
MTD	4.48%	2.04%
3M	4.39%	8.73%
6M	4.39%	8.73%
YTD	4.39%	8.73%
1Y	4.39%	8.73%
3Y (ann.)	40.61%	94.34%
5Y (ann.)	40.61%	94.34%
10Y (ann.)	40.61%	94.34%
All-time (ann.)	40.61%	94.34%
Best Day	2.83%	0.29%
Worst Day	-2.84%	0.0%
Best Month	4.48%	5.94%
Worst Month	-0.09%	0.58%
Best Year	4.39%	8.73%
Worst Year	4.39%	8.73%
Avg. Drawdown	-2.71%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.84	-
Ulcer Index	0.02	0.0
Serenity Index	0.49	-
Avg. Up Month	2.24%	3.99%
Avg. Down Month	-	-
Win Days	62.96%	100.0%
Win Month	66.67%	100.0%
Win Quarter	50.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.54	-
Alpha	-0.0	-
Correlation	2.43%	-
Treynor Ratio	8.19%	-