PSGM[Strategy] vs RUB Inflation[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%	6.46%
CAGR﹪	64.94%	7.42%
Sharpe	2.09	15.41
Prob. Sharpe Ratio	97.01%	100.0%
Smart Sharpe	1.92	14.16
Sortino	3.06	74.14
Smart Sortino	2.81	68.16
Sortino/√2	2.16	52.42
Smart Sortino/√2	1.99	48.19
Omega	1.46	1.46
Max Drawdown	-11.26%	-0.4%
Longest DD Days	133	63
Volatility (ann.)	23.81%	0.44%
R^2	0.0	0.0
Information Ratio	0.11	0.11
Calmar	5.77	18.56
Skew	-0.93	0.72
Kurtosis	6.63	-0.1
Expected Daily	0.19%	0.03%
Expected Monthly	4.06%	0.57%
Expected Yearly	24.44%	3.18%
Kelly Criterion	29.14%	85.88%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.27%	-0.02%
Expected Shortfall (cVaR)	-2.27%	-0.02%
Max Consecutive Wins	7	139
Max Consecutive Losses	5	21
Gain/Pain Ratio	0.46	15.62
Gain/Pain (1M)	9.77	15.62
Payoff Ratio	1.68	1.74
Profit Factor	1.46	16.62
Common Sense Ratio	1.9	66.68
CPC Index	1.36	26.4
Tail Ratio	1.3	4.01
Outlier Win Ratio	1.52	55.25
Outlier Loss Ratio	1.98	101.36
MTD	4.36%	1.93%
3M	29.4%	3.94%
6M	54.63%	5.19%
YTD	22.9%	3.58%
1Y	54.86%	6.46%
3Y (ann.)	64.94%	7.42%
5Y (ann.)	64.94%	7.42%
10Y (ann.)	64.94%	7.42%
All-time (ann.)	64.94%	7.42%
Best Day	5.08%	0.08%
Worst Day	-9.1%	-0.02%
Best Month	17.77%	1.93%
Worst Month	-3.95%	-0.4%
Best Year	26.0%	3.58%
Worst Year	22.9%	2.78%
Avg. Drawdown	-3.19%	-0.4%
Avg. Drawdown Days	21	63
Recovery Factor	4.87	16.15
Ulcer Index	0.05	0.0
Serenity Index	1.7	8.69
Avg. Up Month	6.74%	0.81%
Avg. Down Month	-	-
Win Days	55.56%	91.03%
Win Month	72.73%	90.91%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	3.85	-
Alpha	0.24	-
Correlation	7.04%	-
Treynor Ratio	14.26%	-