BNDA[Strategy] vs RUB Inflation[Benchmark]

15 May, 2025 - 27 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	11.32%	2.04%
CAGR﹪	22.11%	3.83%
Sharpe	4.71	15.01
Prob. Sharpe Ratio	99.98%	100.0%
Smart Sharpe	3.38	10.74
Sortino	8.17	30.64
Smart Sortino	5.85	21.94
Sortino/√2	5.78	21.66
Smart Sortino/√2	4.14	15.51
Omega	2.36	2.36
Max Drawdown	-0.68%	-0.4%
Longest DD Days	7	63
Volatility (ann.)	4.03%	0.24%
R^2	0.0	0.0
Information Ratio	0.24	0.24
Calmar	32.35	9.57
Skew	-0.02	-1.47
Kurtosis	0.96	0.87
Expected Daily	0.08%	0.01%
Expected Monthly	1.54%	0.29%
Expected Yearly	11.32%	2.04%
Kelly Criterion	36.15%	71.1%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.34%	-0.01%
Expected Shortfall (cVaR)	-0.34%	-0.01%
Max Consecutive Wins	13	64
Max Consecutive Losses	3	21
Gain/Pain Ratio	1.36	5.04
Gain/Pain (1M)	-	5.04
Payoff Ratio	0.64	1.05
Profit Factor	2.36	6.04
Common Sense Ratio	3.42	9.05
CPC Index	1.13	5.39
Tail Ratio	1.45	1.5
Outlier Win Ratio	1.99	17.18
Outlier Loss Ratio	1.23	14.98
MTD	1.22%	0.41%
3M	4.31%	1.2%
6M	11.02%	1.75%
YTD	11.32%	2.04%
1Y	11.32%	2.04%
3Y (ann.)	22.11%	3.83%
5Y (ann.)	22.11%	3.83%
10Y (ann.)	22.11%	3.83%
All-time (ann.)	22.11%	3.83%
Best Day	0.67%	0.03%
Worst Day	-0.61%	-0.02%
Best Month	2.83%	0.57%
Worst Month	0.38%	-0.4%
Best Year	11.32%	2.04%
Worst Year	11.32%	2.04%
Avg. Drawdown	-0.32%	-0.4%
Avg. Drawdown Days	2	63
Recovery Factor	16.57	5.1
Ulcer Index	0.0	0.0
Serenity Index	45.1	0.9
Avg. Up Month	1.51%	0.4%
Avg. Down Month	-	-
Win Days	75.18%	85.21%
Win Month	100.0%	85.71%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.2	-
Alpha	0.2	-
Correlation	-1.19%	-
Treynor Ratio	-56.14%	-