FMBR RUB[Strategy] vs Deposit RUB[Benchmark]

21 Oct, 2025 - 24 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	75.0%	75.0%
Cumulative Return	-0.02%	0.96%
CAGR﹪	-2.39%	221.34%
Sharpe	-0.38	23.81
Prob. Sharpe Ratio	48.33%	86.2%
Smart Sharpe	-0.35	21.9
Sortino	-0.53	-
Smart Sortino	-0.49	-
Sortino/√2	-0.38	-
Smart Sortino/√2	-0.34	-
Omega	0.93	0.93
Max Drawdown	-0.29%	-
Longest DD Days	-	-
Volatility (ann.)	3.22%	2.54%
R^2	0.0	0.0
Information Ratio	-0.94	-0.94
Calmar	-8.29	-
Skew	-1.26	-2.0
Kurtosis	1.69	4.0
Expected Daily	-0.0%	0.24%
Expected Monthly	-0.02%	0.96%
Expected Yearly	-0.02%	0.96%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.34%	-0.02%
Expected Shortfall (cVaR)	-0.34%	-0.02%
Max Consecutive Wins	2	3
Max Consecutive Losses	1	0
Gain/Pain Ratio	-0.07	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.93	-
Common Sense Ratio	0.63	-
CPC Index	-	-
Tail Ratio	0.68	6.67
Outlier Win Ratio	2.77	1.03
Outlier Loss Ratio	0.47	-
MTD	-0.02%	0.96%
3M	-0.02%	0.96%
6M	-0.02%	0.96%
YTD	-0.02%	0.96%
1Y	-0.02%	0.96%
3Y (ann.)	-2.39%	221.34%
5Y (ann.)	-2.39%	221.34%
10Y (ann.)	-2.39%	221.34%
All-time (ann.)	-2.39%	221.34%
Best Day	0.18%	0.32%
Worst Day	-0.29%	0.0%
Best Month	-0.02%	0.96%
Worst Month	-0.02%	0.96%
Best Year	-0.02%	0.96%
Worst Year	-0.02%	0.96%
Avg. Drawdown	-0.29%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.07	-
Ulcer Index	0.0	0.0
Serenity Index	-0.06	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	66.67%	100.0%
Win Month	0.0%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	-0.02	-
Alpha	0.0	-
Correlation	-1.58%	-
Treynor Ratio	0.99%	-