PSRE[Strategy] vs RUB Inflation[Benchmark]

18 Jul, 2025 - 5 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	98.0%	100.0%
Cumulative Return	-5.08%	5.54%
CAGR﹪	-6.34%	7.0%
Sharpe	-0.25	16.61
Prob. Sharpe Ratio	40.45%	100.0%
Smart Sharpe	-0.23	15.35
Sortino	-0.35	64.45
Smart Sortino	-0.32	59.57
Sortino/√2	-0.25	45.58
Smart Sortino/√2	-0.23	42.12
Omega	0.96	0.96
Max Drawdown	-16.41%	-0.4%
Longest DD Days	260	63
Volatility (ann.)	16.88%	0.35%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	-0.39	17.5
Skew	-0.02	0.72
Kurtosis	3.38	1.42
Expected Daily	-0.02%	0.02%
Expected Monthly	-0.47%	0.49%
Expected Yearly	-2.58%	2.73%
Kelly Criterion	-16.92%	84.84%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.77%	-0.01%
Expected Shortfall (cVaR)	-1.77%	-0.01%
Max Consecutive Wins	6	200
Max Consecutive Losses	6	21
Gain/Pain Ratio	-0.04	13.47
Gain/Pain (1M)	-0.16	13.47
Payoff Ratio	0.7	1.51
Profit Factor	0.96	14.47
Common Sense Ratio	0.84	58.03
CPC Index	0.35	19.89
Tail Ratio	0.88	4.01
Outlier Win Ratio	1.7	43.13
Outlier Loss Ratio	1.92	83.91
MTD	-1.28%	0.11%
3M	-6.22%	2.06%
6M	3.82%	4.5%
YTD	-5.23%	3.78%
1Y	-5.08%	5.54%
3Y (ann.)	-6.34%	7.0%
5Y (ann.)	-6.34%	7.0%
10Y (ann.)	-6.34%	7.0%
All-time (ann.)	-6.34%	7.0%
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	0.15%	3.78%
Worst Year	-5.23%	1.7%
Avg. Drawdown	-4.41%	-0.4%
Avg. Drawdown Days	55	63
Recovery Factor	-0.31	13.86
Ulcer Index	0.07	0.0
Serenity Index	-0.07	5.96
Avg. Up Month	3.63%	0.77%
Avg. Down Month	-	-
Win Days	52.0%	90.87%
Win Month	45.45%	90.91%
Win Quarter	25.0%	100.0%
Win Year	50.0%	100.0%
Beta	-1.74	-
Alpha	0.06	-
Correlation	-3.65%	-
Treynor Ratio	2.93%	-