FMSA RUB[Strategy] vs Deposit RUB[Benchmark]

18 Jun, 2026 - 7 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	2.32%	2.26%
CAGR﹪	18.22%	17.73%
Sharpe	0.64	30.62
Prob. Sharpe Ratio	59.72%	-
Smart Sharpe	0.55	26.1
Sortino	1.04	-
Smart Sortino	0.88	-
Sortino/√2	0.73	-
Smart Sortino/√2	0.62	-
Omega	1.12	1.12
Max Drawdown	-15.05%	-
Longest DD Days	-	-
Volatility (ann.)	31.88%	0.5%
R^2	0.01	0.01
Information Ratio	0.01	0.01
Calmar	1.21	-
Skew	0.52	1.13
Kurtosis	0.44	0.12
Expected Daily	0.06%	0.06%
Expected Monthly	0.77%	0.75%
Expected Yearly	2.32%	2.26%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.22%	-0.01%
Expected Shortfall (cVaR)	-3.22%	-0.01%
Max Consecutive Wins	3	36
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.12	-
Gain/Pain (1M)	0.99	-
Payoff Ratio	-	-
Profit Factor	1.12	-
Common Sense Ratio	1.23	-
CPC Index	-	-
Tail Ratio	1.1	2.54
Outlier Win Ratio	1.41	42.27
Outlier Loss Ratio	1.36	-
MTD	3.22%	0.23%
3M	2.32%	2.26%
6M	2.32%	2.26%
YTD	2.32%	2.26%
1Y	2.32%	2.26%
3Y (ann.)	18.22%	17.73%
5Y (ann.)	18.22%	17.73%
10Y (ann.)	18.22%	17.73%
All-time (ann.)	18.22%	17.73%
Best Day	5.38%	0.12%
Worst Day	-3.49%	0.0%
Best Month	3.22%	1.07%
Worst Month	-3.1%	0.23%
Best Year	2.32%	2.26%
Worst Year	2.32%	2.26%
Avg. Drawdown	-7.94%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.15	-
Ulcer Index	0.07	0.0
Serenity Index	0.06	-
Avg. Up Month	2.76%	0.65%
Avg. Down Month	-	-
Win Days	41.67%	100.0%
Win Month	66.67%	100.0%
Win Quarter	50.0%	100.0%
Win Year	100.0%	100.0%
Beta	-7.32	-
Alpha	1.32	-
Correlation	-11.41%	-
Treynor Ratio	-0.32%	-