BNDA[Strategy] vs INav[Benchmark]

27 May, 2025 - 29 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	19.91%	19.9%
CAGR﹪	21.73%	21.72%
Sharpe	2.86	7.86
Prob. Sharpe Ratio	99.91%	100.0%
Smart Sharpe	2.02	5.57
Sortino	4.66	20.38
Smart Sortino	3.3	14.44
Sortino/√2	3.29	14.41
Smart Sortino/√2	2.33	10.21
Omega	1.69	1.69
Max Drawdown	-1.05%	-0.44%
Longest DD Days	28	22
Volatility (ann.)	4.54%	1.64%
R^2	0.08	0.08
Information Ratio	0.0	0.0
Calmar	20.62	49.85
Skew	0.05	1.24
Kurtosis	0.65	5.16
Expected Daily	0.08%	0.08%
Expected Monthly	1.52%	1.52%
Expected Yearly	9.5%	9.5%
Kelly Criterion	50.98%	73.29%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.39%	-0.09%
Expected Shortfall (cVaR)	-0.39%	-0.09%
Max Consecutive Wins	13	41
Max Consecutive Losses	3	3
Gain/Pain Ratio	1.18	8.04
Gain/Pain (1M)	198.14	-
Payoff Ratio	1.38	1.72
Profit Factor	2.18	9.04
Common Sense Ratio	2.96	23.26
CPC Index	2.15	12.92
Tail Ratio	1.36	2.57
Outlier Win Ratio	2.84	5.41
Outlier Loss Ratio	1.54	6.31
MTD	1.28%	1.29%
3M	5.61%	5.59%
6M	10.17%	9.52%
YTD	6.08%	6.02%
1Y	19.91%	19.9%
3Y (ann.)	21.73%	21.72%
5Y (ann.)	21.73%	21.72%
10Y (ann.)	21.73%	21.72%
All-time (ann.)	21.73%	21.72%
Best Day	0.8%	0.66%
Worst Day	-0.68%	-0.17%
Best Month	2.83%	2.82%
Worst Month	-0.11%	0.2%
Best Year	13.03%	13.09%
Worst Year	6.08%	6.02%
Avg. Drawdown	-0.33%	-0.08%
Avg. Drawdown Days	3	3
Recovery Factor	18.89	45.67
Ulcer Index	0.0	0.0
Serenity Index	37.51	93.59
Avg. Up Month	1.68%	1.62%
Avg. Down Month	-	-
Win Days	71.62%	83.12%
Win Month	91.67%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.8	-
Alpha	0.04	-
Correlation	28.99%	-
Treynor Ratio	16.07%	-