PSGM RUB[Strategy] vs Deposit RUB[Benchmark]

15 Apr, 2025 - 14 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	33.78%	17.92%
CAGR﹪	33.88%	17.98%
Sharpe	1.19	48.19
Prob. Sharpe Ratio	88.57%	100.0%
Smart Sharpe	1.13	45.83
Sortino	1.67	-
Smart Sortino	1.59	-
Sortino/√2	1.18	-
Smart Sortino/√2	1.12	-
Omega	1.24	1.24
Max Drawdown	-14.61%	-
Longest DD Days	-	-
Volatility (ann.)	24.91%	0.31%
R^2	0.0	0.0
Information Ratio	0.04	0.04
Calmar	2.32	-
Skew	-0.85	2.21
Kurtosis	5.12	6.97
Expected Daily	0.11%	0.06%
Expected Monthly	2.26%	1.28%
Expected Yearly	15.66%	8.59%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.46%	-0.03%
Expected Shortfall (cVaR)	-2.46%	-0.03%
Max Consecutive Wins	7	275
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.24	-
Gain/Pain (1M)	1.74	-
Payoff Ratio	-	-
Profit Factor	1.24	-
Common Sense Ratio	1.19	-
CPC Index	-	-
Tail Ratio	0.96	1.93
Outlier Win Ratio	1.67	31.23
Outlier Loss Ratio	1.98	-
MTD	-4.99%	0.58%
3M	0.1%	3.86%
6M	10.3%	7.69%
YTD	6.17%	4.16%
1Y	33.78%	17.92%
3Y (ann.)	33.88%	17.98%
5Y (ann.)	33.88%	17.98%
10Y (ann.)	33.88%	17.98%
All-time (ann.)	33.88%	17.98%
Best Day	5.08%	0.14%
Worst Day	-9.1%	0.0%
Best Month	17.77%	1.62%
Worst Month	-9.07%	0.58%
Best Year	26.0%	13.21%
Worst Year	6.17%	4.16%
Avg. Drawdown	-4.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	2.31	-
Ulcer Index	0.06	0.0
Serenity Index	0.81	-
Avg. Up Month	6.44%	1.28%
Avg. Down Month	-	-
Win Days	54.55%	100.0%
Win Month	61.54%	100.0%
Win Quarter	60.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.37	-
Alpha	0.35	-
Correlation	-0.47%	-
Treynor Ratio	-90.43%	-