FMBR RUB[Strategy] vs Deposit RUB[Benchmark]

21 Oct, 2025 - 13 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	89.0%	98.0%
Cumulative Return	0.93%	3.06%
CAGR﹪	6.62%	23.09%
Sharpe	2.48	30.49
Prob. Sharpe Ratio	82.34%	-
Smart Sharpe	2.43	29.9
Sortino	3.41	-
Smart Sortino	3.34	-
Sortino/√2	2.41	-
Smart Sortino/√2	2.36	-
Omega	1.55	1.55
Max Drawdown	-0.89%	-
Longest DD Days	-	-
Volatility (ann.)	2.16%	0.57%
R^2	0.0	0.0
Information Ratio	-0.34	-0.34
Calmar	7.45	-
Skew	-1.33	1.43
Kurtosis	3.03	0.89
Expected Daily	0.02%	0.07%
Expected Monthly	0.31%	1.01%
Expected Yearly	0.93%	3.06%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.2%	-0.01%
Expected Shortfall (cVaR)	-0.2%	-0.01%
Max Consecutive Wins	6	43
Max Consecutive Losses	4	0
Gain/Pain Ratio	0.55	-
Gain/Pain (1M)	1.84	-
Payoff Ratio	-	-
Profit Factor	1.55	-
Common Sense Ratio	1.11	-
CPC Index	-	-
Tail Ratio	0.72	2.63
Outlier Win Ratio	2.11	2.62
Outlier Loss Ratio	1.39	-
MTD	-0.51%	0.59%
3M	0.93%	3.06%
6M	0.93%	3.06%
YTD	0.93%	3.06%
1Y	0.93%	3.06%
3Y (ann.)	6.62%	23.09%
5Y (ann.)	6.62%	23.09%
10Y (ann.)	6.62%	23.09%
All-time (ann.)	6.62%	23.09%
Best Day	0.23%	0.14%
Worst Day	-0.46%	0.0%
Best Month	1.31%	1.3%
Worst Month	-0.51%	0.59%
Best Year	0.93%	3.06%
Worst Year	0.93%	3.06%
Avg. Drawdown	-0.2%	-
Avg. Drawdown Days	-	-
Recovery Factor	1.05	-
Ulcer Index	0.0	0.0
Serenity Index	1.16	-
Avg. Up Month	0.72%	1.22%
Avg. Down Month	-	-
Win Days	66.67%	100.0%
Win Month	66.67%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.03	-
Alpha	0.06	-
Correlation	-0.75%	-
Treynor Ratio	-32.94%	-