BCSD[Strategy] vs INav[Benchmark]

6 Aug, 2024 - 12 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	98.0%
Cumulative Return	44.55%	44.62%
CAGR﹪	18.38%	18.41%
Sharpe	13.59	11.35
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	11.38	9.5
Sortino	79.06	118.56
Smart Sortino	66.17	99.25
Sortino/√2	55.9	83.84
Smart Sortino/√2	46.79	70.18
Omega	17.9	17.9
Max Drawdown	-0.03%	-0.0%
Longest DD Days	1	3
Volatility (ann.)	0.73%	0.88%
R^2	0.0	0.0
Information Ratio	-0.0	-0.0
Calmar	685.28	8438.33
Skew	1.04	4.29
Kurtosis	0.81	34.35
Expected Daily	0.07%	0.07%
Expected Monthly	1.37%	1.38%
Expected Yearly	13.07%	13.09%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.02%
Expected Shortfall (cVaR)	-0.01%	-0.02%
Max Consecutive Wins	127	94
Max Consecutive Losses	1	1
Gain/Pain Ratio	256.18	4348.02
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	257.18	4349.02
Common Sense Ratio	5488.38	20941.66
CPC Index	-	-
Tail Ratio	21.34	4.82
Outlier Win Ratio	2.83	2.86
Outlier Loss Ratio	0.28	2.4
MTD	0.45%	0.44%
3M	3.48%	3.53%
6M	7.07%	7.14%
YTD	11.38%	11.63%
1Y	15.5%	15.6%
3Y (ann.)	18.38%	18.41%
5Y (ann.)	18.38%	18.41%
10Y (ann.)	18.38%	18.41%
All-time (ann.)	18.38%	18.41%
Best Day	0.25%	0.65%
Worst Day	-0.03%	-0.0%
Best Month	1.81%	1.94%
Worst Month	0.45%	0.44%
Best Year	20.55%	20.66%
Worst Year	7.66%	7.37%
Avg. Drawdown	-0.01%	-0.0%
Avg. Drawdown Days	1	1
Recovery Factor	1660.89	20454.55
Ulcer Index	0.0	0.0
Serenity Index	213014.56	43443585.08
Avg. Up Month	1.37%	1.38%
Avg. Down Month	-	-
Win Days	98.15%	99.07%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.05	-
Alpha	0.18	-
Correlation	-5.76%	-
Treynor Ratio	-782.34%	-