BNDA[Strategy] vs INav[Benchmark]

27 May, 2025 - 27 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	99.0%
Cumulative Return	11.04%	11.05%
CAGR﹪	23.1%	23.11%
Sharpe	3.19	9.52
Prob. Sharpe Ratio	99.6%	100.0%
Smart Sharpe	2.27	6.78
Sortino	5.15	26.57
Smart Sortino	3.67	18.92
Sortino/√2	3.64	18.79
Smart Sortino/√2	2.59	13.38
Omega	1.79	1.79
Max Drawdown	-0.68%	-0.21%
Longest DD Days	7	6
Volatility (ann.)	4.18%	1.39%
R^2	0.01	0.01
Information Ratio	0.0	0.0
Calmar	33.8	111.85
Skew	-0.06	0.77
Kurtosis	0.71	1.78
Expected Daily	0.08%	0.08%
Expected Monthly	1.51%	1.51%
Expected Yearly	11.04%	11.05%
Kelly Criterion	59.59%	79.68%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.35%	-0.06%
Expected Shortfall (cVaR)	-0.35%	-0.06%
Max Consecutive Wins	13	25
Max Consecutive Losses	3	3
Gain/Pain Ratio	1.35	12.25
Gain/Pain (1M)	-	-
Payoff Ratio	1.59	1.81
Profit Factor	2.35	13.25
Common Sense Ratio	3.35	58.23
CPC Index	2.8	20.8
Tail Ratio	1.43	4.39
Outlier Win Ratio	2.76	5.14
Outlier Loss Ratio	1.37	6.64
MTD	1.22%	1.23%
3M	4.31%	4.3%
6M	11.04%	11.05%
YTD	11.04%	11.05%
1Y	11.04%	11.05%
3Y (ann.)	23.1%	23.11%
5Y (ann.)	23.1%	23.11%
10Y (ann.)	23.1%	23.11%
All-time (ann.)	23.1%	23.11%
Best Day	0.67%	0.38%
Worst Day	-0.61%	-0.12%
Best Month	2.83%	2.82%
Worst Month	0.13%	0.2%
Best Year	11.04%	11.05%
Worst Year	11.04%	11.05%
Avg. Drawdown	-0.32%	-0.06%
Avg. Drawdown Days	2	2
Recovery Factor	16.16	53.48
Ulcer Index	0.0	0.0
Serenity Index	15.5	156.56
Avg. Up Month	1.51%	1.51%
Avg. Down Month	-	-
Win Days	75.19%	86.92%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.33	-
Alpha	0.13	-
Correlation	11.17%	-
Treynor Ratio	12.07%	-