FMSA RUB[Strategy] vs Deposit RUB[Benchmark]

18 Jun, 2026 - 22 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	67.0%	67.0%
Cumulative Return	-4.14%	0.72%
CAGR﹪	-97.9%	92.27%
Sharpe	-13.62	18.33
Prob. Sharpe Ratio	-	-
Smart Sharpe	-7.86	10.58
Sortino	-11.5	-
Smart Sortino	-6.64	-
Sortino/√2	-8.13	-
Smart Sortino/√2	-4.69	-
Omega	0.0	0.0
Max Drawdown	-4.14%	-
Longest DD Days	-	-
Volatility (ann.)	25.76%	3.29%
R^2	0.55	0.55
Information Ratio	-0.92	-0.92
Calmar	-23.63	-
Skew	-1.02	-1.73
Kurtosis	-	-
Expected Daily	-1.4%	0.24%
Expected Monthly	-4.14%	0.72%
Expected Yearly	-4.14%	0.72%
Kelly Criterion	-	-
Risk of Ruin	1.0%	0.0%
Daily Value-at-Risk	-4.06%	-0.1%
Expected Shortfall (cVaR)	-4.06%	-0.1%
Max Consecutive Wins	0	2
Max Consecutive Losses	2	0
Gain/Pain Ratio	-1.0	-
Gain/Pain (1M)	-1.0	-
Payoff Ratio	-	-
Profit Factor	0.0	-
Common Sense Ratio	0.0	-
CPC Index	-	-
Tail Ratio	0.03	10.0
Outlier Win Ratio	-	0.71
Outlier Loss Ratio	0.75	-
MTD	-4.14%	0.72%
3M	-4.14%	0.72%
6M	-4.14%	0.72%
YTD	-4.14%	0.72%
1Y	-4.14%	0.72%
3Y (ann.)	-97.9%	92.27%
5Y (ann.)	-97.9%	92.27%
10Y (ann.)	-97.9%	92.27%
All-time (ann.)	-97.9%	92.27%
Best Day	0.0%	0.36%
Worst Day	-3.17%	0.0%
Best Month	-4.14%	0.72%
Worst Month	-4.14%	0.72%
Best Year	-4.14%	0.72%
Worst Year	-4.14%	0.72%
Avg. Drawdown	-4.14%	-
Avg. Drawdown Days	-	-
Recovery Factor	-1.0	-
Ulcer Index	0.03	0.0
Serenity Index	-0.42	-
Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	0.0%	100.0%
Win Month	0.0%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	-5.82	-
Alpha	0.0	-
Correlation	-74.28%	-
Treynor Ratio	0.71%	-