BCSD[Strategy] vs INav[Benchmark]

6 Aug, 2024 - 12 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	97.0%
Cumulative Return	28.63%	28.57%
CAGR﹪	20.49%	20.45%
Sharpe	15.27	12.62
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	12.91	10.68
Sortino	98.91	132.11
Smart Sortino	83.67	111.76
Sortino/√2	69.94	93.42
Smart Sortino/√2	59.16	79.03
Omega	26.27	26.27
Max Drawdown	-0.03%	-0.0%
Longest DD Days	1	1
Volatility (ann.)	0.75%	0.91%
R^2	0.01	0.01
Information Ratio	0.0	0.0
Calmar	763.77	12928.31
Skew	0.93	3.94
Kurtosis	0.31	30.93
Expected Daily	0.07%	0.07%
Expected Monthly	1.49%	1.49%
Expected Yearly	13.41%	13.39%
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	292.66	6054.07
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	293.66	6055.07
Common Sense Ratio	5782.04	34820.7
CPC Index	-	-
Tail Ratio	19.69	5.75
Outlier Win Ratio	2.93	2.97
Outlier Loss Ratio	0.29	2.96
MTD	0.6%	0.61%
3M	4.2%	4.14%
6M	9.06%	9.06%
YTD	19.47%	19.75%
1Y	20.96%	20.89%
3Y (ann.)	20.49%	20.45%
5Y (ann.)	20.49%	20.45%
10Y (ann.)	20.49%	20.45%
All-time (ann.)	20.49%	20.45%
Best Day	0.22%	0.65%
Worst Day	-0.03%	-0.0%
Best Month	1.81%	1.94%
Worst Month	0.6%	0.61%
Best Year	19.47%	19.75%
Worst Year	7.66%	7.37%
Avg. Drawdown	-0.01%	-0.0%
Avg. Drawdown Days	1	1
Recovery Factor	1067.16	18062.63
Ulcer Index	0.0	0.0
Serenity Index	132608.49	41333183.28
Avg. Up Month	1.49%	1.49%
Avg. Down Month	-	-
Win Days	98.24%	99.11%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.09	-
Alpha	0.2	-
Correlation	-10.88%	-
Treynor Ratio	-239.69%	-