PSRE RUB[Strategy] vs Deposit RUB[Benchmark]

18 Jul, 2025 - 30 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-3.86%	13.03%
CAGR﹪	-4.89%	16.92%
Sharpe	-0.17	44.63
Prob. Sharpe Ratio	43.5%	100.0%
Smart Sharpe	-0.16	41.1
Sortino	-0.24	-
Smart Sortino	-0.22	-
Sortino/√2	-0.17	-
Smart Sortino/√2	-0.15	-
Omega	0.97	0.97
Max Drawdown	-16.41%	-
Longest DD Days	-	-
Volatility (ann.)	17.0%	0.31%
R^2	0.0	0.0
Information Ratio	-0.06	-0.06
Calmar	-0.3	-
Skew	-0.03	2.88
Kurtosis	3.34	10.77
Expected Daily	-0.02%	0.05%
Expected Monthly	-0.39%	1.23%
Expected Yearly	-1.95%	6.32%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.77%	-0.02%
Expected Shortfall (cVaR)	-1.77%	-0.02%
Max Consecutive Wins	6	225
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.03	-
Gain/Pain (1M)	-0.11	-
Payoff Ratio	-	-
Profit Factor	0.97	-
Common Sense Ratio	0.87	-
CPC Index	-	-
Tail Ratio	0.89	1.75
Outlier Win Ratio	1.72	22.62
Outlier Loss Ratio	1.91	-
MTD	-3.56%	1.12%
3M	-6.87%	3.46%
6M	6.18%	7.55%
YTD	-4.0%	4.71%
1Y	-3.86%	13.03%
3Y (ann.)	-4.89%	16.92%
5Y (ann.)	-4.89%	16.92%
10Y (ann.)	-4.89%	16.92%
All-time (ann.)	-4.89%	16.92%
Best Day	5.27%	0.14%
Worst Day	-3.94%	0.0%
Best Month	6.46%	1.31%
Worst Month	-7.45%	1.12%
Best Year	0.15%	7.95%
Worst Year	-4.0%	4.71%
Avg. Drawdown	-4.41%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.23	-
Ulcer Index	0.07	0.0
Serenity Index	-0.05	-
Avg. Up Month	4.09%	1.25%
Avg. Down Month	-	-
Win Days	51.82%	100.0%
Win Month	50.0%	100.0%
Win Quarter	25.0%	100.0%
Win Year	50.0%	100.0%
Beta	-1.31	-
Alpha	0.15	-
Correlation	-2.37%	-
Treynor Ratio	2.93%	-