PSGM RUB[Strategy] vs Deposit RUB[Benchmark]

15 Apr, 2025 - 28 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	54.86%	15.95%
CAGR﹪	64.94%	18.45%
Sharpe	2.09	50.91
Prob. Sharpe Ratio	97.01%	100.0%
Smart Sharpe	1.92	46.8
Sortino	3.06	-
Smart Sortino	2.81	-
Sortino/√2	2.16	-
Smart Sortino/√2	1.99	-
Omega	1.46	1.46
Max Drawdown	-11.26%	-
Longest DD Days	-	-
Volatility (ann.)	23.81%	0.31%
R^2	0.0	0.0
Information Ratio	0.09	0.09
Calmar	5.77	-
Skew	-0.93	2.26
Kurtosis	6.63	7.05
Expected Daily	0.19%	0.06%
Expected Monthly	4.06%	1.35%
Expected Yearly	24.44%	7.68%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.27%	-0.03%
Expected Shortfall (cVaR)	-2.27%	-0.03%
Max Consecutive Wins	7	234
Max Consecutive Losses	5	0
Gain/Pain Ratio	0.46	-
Gain/Pain (1M)	9.77	-
Payoff Ratio	-	-
Profit Factor	1.46	-
Common Sense Ratio	1.9	-
CPC Index	-	-
Tail Ratio	1.3	1.78
Outlier Win Ratio	1.55	27.78
Outlier Loss Ratio	1.95	-
MTD	4.36%	1.19%
3M	29.4%	3.79%
6M	54.63%	7.93%
YTD	22.9%	2.42%
1Y	54.86%	15.95%
3Y (ann.)	64.94%	18.45%
5Y (ann.)	64.94%	18.45%
10Y (ann.)	64.94%	18.45%
All-time (ann.)	64.94%	18.45%
Best Day	5.08%	0.14%
Worst Day	-9.1%	0.0%
Best Month	17.77%	1.62%
Worst Month	-3.95%	1.19%
Best Year	26.0%	13.21%
Worst Year	22.9%	2.42%
Avg. Drawdown	-3.19%	-
Avg. Drawdown Days	-	-
Recovery Factor	4.87	-
Ulcer Index	0.05	0.0
Serenity Index	1.7	-
Avg. Up Month	6.44%	1.28%
Avg. Down Month	-	-
Win Days	55.56%	100.0%
Win Month	72.73%	100.0%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	-4.79	-
Alpha	1.26	-
Correlation	-6.27%	-
Treynor Ratio	-11.46%	-