BCSD[Strategy] vs INav[Benchmark]

6 Aug, 2024 - 3 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	97.0%
Cumulative Return	39.37%	39.31%
CAGR﹪	19.02%	18.99%
Sharpe	14.0	11.43
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	11.7	9.56
Sortino	82.82	116.38
Smart Sortino	69.25	97.3
Sortino/√2	58.57	82.29
Smart Sortino/√2	48.97	68.8
Omega	19.55	19.55
Max Drawdown	-0.03%	-0.0%
Longest DD Days	1	3
Volatility (ann.)	0.75%	0.92%
R^2	0.0	0.0
Information Ratio	0.0	0.0
Calmar	708.97	8705.11
Skew	1.0	4.22
Kurtosis	0.66	32.55
Expected Daily	0.07%	0.07%
Expected Monthly	1.39%	1.39%
Expected Yearly	11.7%	11.68%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.03%
Expected Shortfall (cVaR)	-0.01%	-0.03%
Max Consecutive Wins	127	94
Max Consecutive Losses	1	1
Gain/Pain Ratio	230.82	3907.28
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	231.82	3908.28
Common Sense Ratio	4997.39	22444.59
CPC Index	-	-
Tail Ratio	21.56	5.74
Outlier Win Ratio	2.85	2.89
Outlier Loss Ratio	0.35	3.01
MTD	0.2%	0.11%
3M	3.6%	3.53%
6M	7.39%	7.54%
YTD	7.39%	7.54%
1Y	16.92%	16.85%
3Y (ann.)	19.02%	18.99%
5Y (ann.)	19.02%	18.99%
10Y (ann.)	19.02%	18.99%
All-time (ann.)	19.02%	18.99%
Best Day	0.25%	0.65%
Worst Day	-0.03%	-0.0%
Best Month	1.81%	1.94%
Worst Month	0.2%	0.11%
Best Year	20.55%	20.66%
Worst Year	7.39%	7.37%
Avg. Drawdown	-0.01%	-0.0%
Avg. Drawdown Days	1	1
Recovery Factor	1467.81	18020.55
Ulcer Index	0.0	0.0
Serenity Index	163465.58	33841085.19
Avg. Up Month	1.39%	1.39%
Avg. Down Month	-	-
Win Days	97.88%	98.93%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.04	-
Alpha	0.18	-
Correlation	-4.75%	-
Treynor Ratio	-832.15%	-