PSRE[Strategy] vs RUB Inflation[Benchmark]

18 Jul, 2025 - 16 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	3.27%	4.55%
CAGR﹪	4.99%	6.97%
Sharpe	0.34	15.34
Prob. Sharpe Ratio	61.26%	100.0%
Smart Sharpe	0.3	13.83
Sortino	0.47	59.67
Smart Sortino	0.43	53.81
Sortino/√2	0.34	42.2
Smart Sortino/√2	0.3	38.05
Omega	1.06	1.06
Max Drawdown	-16.41%	-0.4%
Longest DD Days	210	63
Volatility (ann.)	17.9%	0.4%
R^2	0.0	0.0
Information Ratio	-0.0	-0.0
Calmar	0.3	17.41
Skew	-0.02	0.53
Kurtosis	3.17	0.39
Expected Daily	0.02%	0.02%
Expected Monthly	0.36%	0.5%
Expected Yearly	1.62%	2.25%
Kelly Criterion	-7.23%	81.5%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.83%	-0.02%
Expected Shortfall (cVaR)	-1.83%	-0.02%
Max Consecutive Wins	5	152
Max Consecutive Losses	6	21
Gain/Pain Ratio	0.06	11.1
Gain/Pain (1M)	0.27	11.1
Payoff Ratio	0.79	1.66
Profit Factor	1.06	12.1
Common Sense Ratio	1.13	48.53
CPC Index	0.44	17.74
Tail Ratio	1.07	4.01
Outlier Win Ratio	1.58	41.13
Outlier Loss Ratio	1.99	90.14
MTD	-0.16%	0.43%
3M	5.15%	2.97%
6M	2.89%	4.25%
YTD	3.12%	2.8%
1Y	3.27%	4.55%
3Y (ann.)	4.99%	6.97%
5Y (ann.)	4.99%	6.97%
10Y (ann.)	4.99%	6.97%
All-time (ann.)	4.99%	6.97%
Best Day	5.27%	0.08%
Worst Day	-3.94%	-0.02%
Best Month	6.46%	1.62%
Worst Month	-7.45%	-0.4%
Best Year	3.12%	2.8%
Worst Year	0.15%	1.7%
Avg. Drawdown	-4.41%	-0.4%
Avg. Drawdown Days	45	63
Recovery Factor	0.2	11.37
Ulcer Index	0.07	0.0
Serenity Index	0.04	4.33
Avg. Up Month	3.63%	0.77%
Avg. Down Month	-	-
Win Days	52.54%	88.46%
Win Month	55.56%	88.89%
Win Quarter	66.67%	100.0%
Win Year	100.0%	100.0%
Beta	-1.86	-
Alpha	0.17	-
Correlation	-4.16%	-
Treynor Ratio	-1.76%	-