FMSA RUB[Strategy] vs Deposit RUB[Benchmark]

18 Jun, 2026 - 22 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	-2.46%	4.24%
CAGR﹪	-9.03%	17.1%
Sharpe	-0.19	40.94
Prob. Sharpe Ratio	46.16%	-
Smart Sharpe	-0.16	35.13
Sortino	-0.27	-
Smart Sortino	-0.23	-
Sortino/√2	-0.19	-
Smart Sortino/√2	-0.16	-
Omega	0.97	0.97
Max Drawdown	-15.05%	-
Longest DD Days	-	-
Volatility (ann.)	28.06%	0.37%
R^2	0.01	0.01
Information Ratio	-0.05	-0.05
Calmar	-0.6	-
Skew	0.29	1.46
Kurtosis	0.71	2.33
Expected Daily	-0.04%	0.06%
Expected Monthly	-0.62%	1.04%
Expected Yearly	-2.46%	4.24%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.93%	-0.02%
Expected Shortfall (cVaR)	-2.93%	-0.02%
Max Consecutive Wins	3	68
Max Consecutive Losses	5	0
Gain/Pain Ratio	-0.03	-
Gain/Pain (1M)	-0.33	-
Payoff Ratio	-	-
Profit Factor	0.97	-
Common Sense Ratio	0.82	-
CPC Index	-	-
Tail Ratio	0.84	2.54
Outlier Win Ratio	1.64	39.62
Outlier Loss Ratio	1.45	-
MTD	-0.02%	1.08%
3M	-1.47%	4.12%
6M	-2.46%	4.24%
YTD	-2.46%	4.24%
1Y	-2.46%	4.24%
3Y (ann.)	-9.03%	17.1%
5Y (ann.)	-9.03%	17.1%
10Y (ann.)	-9.03%	17.1%
All-time (ann.)	-9.03%	17.1%
Best Day	5.38%	0.12%
Worst Day	-3.76%	0.0%
Best Month	2.3%	1.08%
Worst Month	-3.1%	0.94%
Best Year	-2.46%	4.24%
Worst Year	-2.46%	4.24%
Avg. Drawdown	-8.17%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.16	-
Ulcer Index	0.06	0.0
Serenity Index	-0.06	-
Avg. Up Month	2.3%	1.07%
Avg. Down Month	-	-
Win Days	44.12%	100.0%
Win Month	25.0%	100.0%
Win Quarter	50.0%	100.0%
Win Year	0.0%	100.0%
Beta	-5.43	-
Alpha	0.77	-
Correlation	-7.17%	-
Treynor Ratio	0.45%	-