FMBR RUB[Strategy] vs Deposit RUB[Benchmark]

21 Oct, 2025 - 14 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	93.0%	100.0%
Cumulative Return	8.75%	9.09%
CAGR﹪	16.11%	16.76%
Sharpe	3.77	36.32
Prob. Sharpe Ratio	99.96%	100.0%
Smart Sharpe	3.34	32.13
Sortino	7.09	-
Smart Sortino	6.27	-
Sortino/√2	5.01	-
Smart Sortino/√2	4.44	-
Omega	2.03	2.03
Max Drawdown	-1.76%	-
Longest DD Days	-	-
Volatility (ann.)	3.2%	0.34%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	9.17	-
Skew	0.61	3.44
Kurtosis	2.72	12.67
Expected Daily	0.05%	0.05%
Expected Monthly	1.05%	1.09%
Expected Yearly	4.28%	4.45%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.28%	-0.01%
Expected Shortfall (cVaR)	-0.28%	-0.01%
Max Consecutive Wins	7	175
Max Consecutive Losses	5	0
Gain/Pain Ratio	1.03	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	2.03	-
Common Sense Ratio	3.24	-
CPC Index	-	-
Tail Ratio	1.6	1.59
Outlier Win Ratio	2.68	8.31
Outlier Loss Ratio	1.79	-
MTD	1.03%	0.43%
3M	4.31%	3.3%
6M	7.62%	7.23%
YTD	6.29%	5.14%
1Y	8.75%	9.09%
3Y (ann.)	16.11%	16.76%
5Y (ann.)	16.11%	16.76%
10Y (ann.)	16.11%	16.76%
All-time (ann.)	16.11%	16.76%
Best Day	0.79%	0.14%
Worst Day	-0.61%	0.0%
Best Month	1.41%	1.3%
Worst Month	0.14%	0.43%
Best Year	6.29%	5.14%
Worst Year	2.32%	3.76%
Avg. Drawdown	-0.22%	-
Avg. Drawdown Days	-	-
Recovery Factor	4.98	-
Ulcer Index	0.0	0.0
Serenity Index	7.23	-
Avg. Up Month	1.05%	1.09%
Avg. Down Month	-	-
Win Days	58.28%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.27	-
Alpha	0.15	-
Correlation	-2.86%	-
Treynor Ratio	-32.84%	-