PSGM[Strategy] vs RUB Inflation[Benchmark]

15 Apr, 2025 - 10 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	44.22%	3.13%
CAGR﹪	55.9%	3.81%
Sharpe	1.92	17.86
Prob. Sharpe Ratio	95.25%	100.0%
Smart Sharpe	1.81	16.9
Sortino	2.79	37.8
Smart Sortino	2.64	35.78
Sortino/√2	1.97	26.73
Smart Sortino/√2	1.86	25.3
Omega	1.42	1.42
Max Drawdown	-11.26%	-0.4%
Longest DD Days	133	63
Volatility (ann.)	23.44%	0.2%
R^2	0.0	0.0
Information Ratio	0.11	0.11
Calmar	4.97	9.52
Skew	-0.97	-1.52
Kurtosis	7.59	2.24
Expected Daily	0.17%	0.01%
Expected Monthly	3.38%	0.28%
Expected Yearly	20.09%	1.55%
Kelly Criterion	27.37%	79.88%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.25%	-0.01%
Expected Shortfall (cVaR)	-2.25%	-0.01%
Max Consecutive Wins	7	123
Max Consecutive Losses	5	21
Gain/Pain Ratio	0.42	7.69
Gain/Pain (1M)	5.61	7.69
Payoff Ratio	1.62	0.92
Profit Factor	1.42	8.69
Common Sense Ratio	1.86	11.64
CPC Index	1.27	7.22
Tail Ratio	1.31	1.34
Outlier Win Ratio	1.56	96.81
Outlier Loss Ratio	2.05	101.79
MTD	-2.81%	0.1%
3M	20.48%	0.98%
6M	45.06%	1.65%
YTD	14.46%	0.34%
1Y	44.22%	3.13%
3Y (ann.)	55.9%	3.81%
5Y (ann.)	55.9%	3.81%
10Y (ann.)	55.9%	3.81%
All-time (ann.)	55.9%	3.81%
Best Day	5.08%	0.03%
Worst Day	-9.1%	-0.02%
Best Month	17.77%	0.57%
Worst Month	-3.95%	-0.4%
Best Year	26.0%	2.78%
Worst Year	14.46%	0.34%
Avg. Drawdown	-3.19%	-0.4%
Avg. Drawdown Days	20	63
Recovery Factor	3.93	7.82
Ulcer Index	0.05	0.0
Serenity Index	1.33	1.78
Avg. Up Month	7.14%	0.4%
Avg. Down Month	-	-
Win Days	55.05%	90.37%
Win Month	63.64%	90.91%
Win Quarter	75.0%	100.0%
Win Year	100.0%	100.0%
Beta	-4.14	-
Alpha	0.6	-
Correlation	-3.51%	-
Treynor Ratio	-10.68%	-