PSGM[Strategy] vs RUB Inflation[Benchmark]

15 Apr, 2025 - 30 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	19.51%	6.12%
CAGR﹪	17.19%	5.43%
Sharpe	0.7	15.1
Prob. Sharpe Ratio	77.87%	100.0%
Smart Sharpe	0.66	14.32
Sortino	0.96	60.36
Smart Sortino	0.91	57.21
Sortino/√2	0.68	42.68
Smart Sortino/√2	0.64	40.45
Omega	1.13	1.13
Max Drawdown	-24.66%	-0.4%
Longest DD Days	133	63
Volatility (ann.)	24.62%	0.31%
R^2	0.01	0.01
Information Ratio	0.03	0.03
Calmar	0.7	13.57
Skew	-0.78	1.2
Kurtosis	4.58	3.15
Expected Daily	0.06%	0.02%
Expected Monthly	1.28%	0.43%
Expected Yearly	9.32%	3.01%
Kelly Criterion	24.24%	88.0%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.48%	-0.01%
Expected Shortfall (cVaR)	-2.48%	-0.01%
Max Consecutive Wins	7	223
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.13	14.82
Gain/Pain (1M)	0.73	14.82
Payoff Ratio	1.59	1.22
Profit Factor	1.13	15.82
Common Sense Ratio	1.05	63.45
CPC Index	0.96	18.1
Tail Ratio	0.93	4.01
Outlier Win Ratio	1.59	81.06
Outlier Loss Ratio	1.88	109.29
MTD	-6.85%	0.13%
3M	-20.53%	0.9%
6M	-0.42%	3.58%
YTD	-5.16%	3.25%
1Y	25.0%	5.3%
3Y (ann.)	17.19%	5.43%
5Y (ann.)	17.19%	5.43%
10Y (ann.)	17.19%	5.43%
All-time (ann.)	17.19%	5.43%
Best Day	5.08%	0.08%
Worst Day	-9.1%	-0.02%
Best Month	17.77%	1.62%
Worst Month	-9.07%	-0.4%
Best Year	26.0%	3.25%
Worst Year	-5.16%	2.78%
Avg. Drawdown	-4.72%	-0.4%
Avg. Drawdown Days	26	63
Recovery Factor	0.79	15.29
Ulcer Index	0.09	0.0
Serenity Index	0.21	8.06
Avg. Up Month	6.74%	0.64%
Avg. Down Month	-	-
Win Days	53.46%	93.4%
Win Month	57.14%	92.86%
Win Quarter	60.0%	100.0%
Win Year	50.0%	100.0%
Beta	8.18	-
Alpha	-0.21	-
Correlation	10.32%	-
Treynor Ratio	2.39%	-