PSGM[Strategy] vs RUB Inflation[Benchmark]

15 Apr, 2025 - 20 Jun, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	98.0%
Cumulative Return	-2.92%	1.1%
CAGR﹪	-15.12%	6.24%
Sharpe	-0.68	60.79
Prob. Sharpe Ratio	38.73%	100.0%
Smart Sharpe	-0.59	53.22
Sortino	-0.95	-
Smart Sortino	-0.83	-
Sortino/√2	-0.67	-
Smart Sortino/√2	-0.59	-
Omega	0.88	0.88
Max Drawdown	-8.49%	-
Longest DD Days	-	-
Volatility (ann.)	20.87%	0.1%
R^2	0.0	0.0
Information Ratio	-0.06	-0.06
Calmar	-1.78	-
Skew	-0.14	-0.45
Kurtosis	1.61	3.76
Expected Daily	-0.06%	0.02%
Expected Monthly	-0.98%	0.37%
Expected Yearly	-2.92%	1.1%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.22%	-0.01%
Expected Shortfall (cVaR)	-2.22%	-0.01%
Max Consecutive Wins	4	45
Max Consecutive Losses	5	0
Gain/Pain Ratio	-0.12	-
Gain/Pain (1M)	-0.66	-
Payoff Ratio	-	-
Profit Factor	0.88	-
Common Sense Ratio	1.25	-
CPC Index	-	-
Tail Ratio	1.41	1.55
Outlier Win Ratio	1.44	59.77
Outlier Loss Ratio	2.09	-
MTD	1.22%	0.3%
3M	-2.92%	1.1%
6M	-2.92%	1.1%
YTD	-2.92%	1.1%
1Y	-2.92%	1.1%
3Y (ann.)	-15.12%	6.24%
5Y (ann.)	-15.12%	6.24%
10Y (ann.)	-15.12%	6.24%
All-time (ann.)	-15.12%	6.24%
Best Day	2.95%	0.03%
Worst Day	-3.88%	0.0%
Best Month	1.22%	0.43%
Worst Month	-3.95%	0.3%
Best Year	-2.92%	1.1%
Worst Year	-2.92%	1.1%
Avg. Drawdown	-5.17%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.34	-
Ulcer Index	0.06	0.0
Serenity Index	-0.08	-
Avg. Up Month	1.22%	0.3%
Avg. Down Month	-	-
Win Days	42.22%	100.0%
Win Month	33.33%	100.0%
Win Quarter	0.0%	100.0%
Win Year	0.0%	100.0%
Beta	3.55	-
Alpha	-0.35	-
Correlation	1.68%	-
Treynor Ratio	-0.82%	-