PSGM[Strategy] vs RUB Inflation[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%	6.16%
CAGR﹪	33.88%	6.18%
Sharpe	1.19	17.35
Prob. Sharpe Ratio	88.57%	100.0%
Smart Sharpe	1.13	16.5
Sortino	1.67	65.37
Smart Sortino	1.59	62.17
Sortino/√2	1.18	46.23
Smart Sortino/√2	1.12	43.96
Omega	1.24	1.24
Max Drawdown	-14.61%	-0.4%
Longest DD Days	133	63
Volatility (ann.)	24.91%	0.31%
R^2	0.01	0.01
Information Ratio	0.06	0.06
Calmar	2.32	15.45
Skew	-0.85	0.94
Kurtosis	5.12	2.96
Expected Daily	0.11%	0.02%
Expected Monthly	2.26%	0.46%
Expected Yearly	15.66%	3.04%
Kelly Criterion	26.9%	86.92%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.46%	-0.01%
Expected Shortfall (cVaR)	-2.46%	-0.01%
Max Consecutive Wins	7	180
Max Consecutive Losses	5	21
Gain/Pain Ratio	0.24	14.93
Gain/Pain (1M)	1.74	14.93
Payoff Ratio	1.64	1.4
Profit Factor	1.24	15.93
Common Sense Ratio	1.19	63.9
CPC Index	1.11	20.64
Tail Ratio	0.96	4.01
Outlier Win Ratio	1.65	73.35
Outlier Loss Ratio	2.01	114.25
MTD	-4.99%	0.31%
3M	0.1%	2.9%
6M	10.3%	4.38%
YTD	6.17%	3.3%
1Y	33.78%	6.16%
3Y (ann.)	33.88%	6.18%
5Y (ann.)	33.88%	6.18%
10Y (ann.)	33.88%	6.18%
All-time (ann.)	33.88%	6.18%
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%	3.3%
Worst Year	6.17%	2.78%
Avg. Drawdown	-4.01%	-0.4%
Avg. Drawdown Days	23	63
Recovery Factor	2.31	15.41
Ulcer Index	0.06	0.0
Serenity Index	0.81	7.08
Avg. Up Month	6.74%	0.64%
Avg. Down Month	-	-
Win Days	54.55%	92.36%
Win Month	61.54%	92.31%
Win Quarter	60.0%	100.0%
Win Year	100.0%	100.0%
Beta	6.06	-
Alpha	-0.03	-
Correlation	7.67%	-
Treynor Ratio	5.57%	-