BNDA[Strategy] vs INav[Benchmark]

27 May, 2025 - 26 Jun, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	21.18%	21.18%
CAGR﹪	19.42%	19.43%
Sharpe	2.35	5.73
Prob. Sharpe Ratio	99.68%	100.0%
Smart Sharpe	1.66	4.05
Sortino	3.64	10.58
Smart Sortino	2.57	7.47
Sortino/√2	2.57	7.48
Smart Sortino/√2	1.82	5.28
Omega	1.54	1.54
Max Drawdown	-1.61%	-1.22%
Longest DD Days	28	22
Volatility (ann.)	4.72%	1.92%
R^2	0.14	0.14
Information Ratio	0.0	0.0
Calmar	12.08	15.93
Skew	-0.13	-0.03
Kurtosis	1.14	6.94
Expected Daily	0.07%	0.07%
Expected Monthly	1.38%	1.38%
Expected Yearly	10.08%	10.08%
Kelly Criterion	39.8%	65.87%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.42%	-0.13%
Expected Shortfall (cVaR)	-0.42%	-0.13%
Max Consecutive Wins	13	41
Max Consecutive Losses	3	4
Gain/Pain Ratio	0.97	4.47
Gain/Pain (1M)	49.92	47.46
Payoff Ratio	1.0	1.34
Profit Factor	1.97	5.47
Common Sense Ratio	2.66	14.01
CPC Index	1.38	5.9
Tail Ratio	1.35	2.56
Outlier Win Ratio	2.88	5.5
Outlier Loss Ratio	1.7	5.17
MTD	-0.31%	-0.41%
3M	2.87%	2.89%
6M	8.09%	8.03%
YTD	7.21%	7.15%
1Y	19.76%	19.05%
3Y (ann.)	19.42%	19.43%
5Y (ann.)	19.42%	19.43%
10Y (ann.)	19.42%	19.43%
All-time (ann.)	19.42%	19.43%
Best Day	0.87%	0.66%
Worst Day	-1.09%	-0.65%
Best Month	2.83%	2.82%
Worst Month	-0.31%	-0.41%
Best Year	13.03%	13.09%
Worst Year	7.21%	7.15%
Avg. Drawdown	-0.33%	-0.12%
Avg. Drawdown Days	3	3
Recovery Factor	13.18	17.37
Ulcer Index	0.0	0.0
Serenity Index	27.13	40.17
Avg. Up Month	1.65%	1.61%
Avg. Down Month	-0.31%	-0.41%
Win Days	69.89%	80.44%
Win Month	85.71%	92.86%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.91	-
Alpha	0.02	-
Correlation	37.06%	-
Treynor Ratio	15.53%	-