FMBR RUB[Strategy] vs Deposit RUB[Benchmark]

21 Oct, 2025 - 22 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	10.54%	11.89%
CAGR﹪	14.28%	16.15%
Sharpe	3.16	38.64
Prob. Sharpe Ratio	99.92%	100.0%
Smart Sharpe	2.71	33.12
Sortino	5.44	-
Smart Sortino	4.66	-
Sortino/√2	3.85	-
Smart Sortino/√2	3.3	-
Omega	1.76	1.76
Max Drawdown	-1.76%	-
Longest DD Days	-	-
Volatility (ann.)	3.32%	0.3%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	8.13	-
Skew	0.27	4.05
Kurtosis	1.91	18.13
Expected Daily	0.04%	0.05%
Expected Monthly	1.01%	1.13%
Expected Yearly	5.14%	5.78%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.3%	-0.02%
Expected Shortfall (cVaR)	-0.3%	-0.02%
Max Consecutive Wins	7	241
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.76	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	1.76	-
Common Sense Ratio	2.51	-
CPC Index	-	-
Tail Ratio	1.43	1.59
Outlier Win Ratio	2.43	8.43
Outlier Loss Ratio	1.8	-
MTD	0.5%	0.83%
3M	2.91%	3.34%
6M	7.05%	7.03%
YTD	8.04%	7.84%
1Y	10.54%	11.89%
3Y (ann.)	14.28%	16.15%
5Y (ann.)	14.28%	16.15%
10Y (ann.)	14.28%	16.15%
All-time (ann.)	14.28%	16.15%
Best Day	0.79%	0.14%
Worst Day	-0.61%	0.0%
Best Month	1.41%	1.3%
Worst Month	0.14%	0.83%
Best Year	8.04%	7.84%
Worst Year	2.32%	3.76%
Avg. Drawdown	-0.28%	-
Avg. Drawdown Days	-	-
Recovery Factor	6.0	-
Ulcer Index	0.0	0.0
Serenity Index	9.59	-
Avg. Up Month	1.01%	1.13%
Avg. Down Month	-	-
Win Days	57.27%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.09	-
Alpha	0.12	-
Correlation	-0.81%	-
Treynor Ratio	-118.1%	-