BNDA[Strategy] vs RUB Inflation[Benchmark]

15 May, 2025 - 8 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	23.86%	7.04%
CAGR﹪	16.51%	4.98%
Sharpe	3.12	13.06
Prob. Sharpe Ratio	99.99%	100.0%
Smart Sharpe	2.32	9.72
Sortino	5.06	62.47
Smart Sortino	3.77	46.51
Sortino/√2	3.58	44.17
Smart Sortino/√2	2.66	32.89
Omega	1.75	1.75
Max Drawdown	-2.31%	-0.4%
Longest DD Days	43	66
Volatility (ann.)	4.9%	0.37%
R^2	0.0	0.0
Information Ratio	0.13	0.13
Calmar	7.15	12.45
Skew	-0.04	1.62
Kurtosis	0.84	4.53
Expected Daily	0.06%	0.02%
Expected Monthly	1.2%	0.38%
Expected Yearly	11.29%	3.46%
Kelly Criterion	22.23%	76.01%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.45%	-0.02%
Expected Shortfall (cVaR)	-0.45%	-0.02%
Max Consecutive Wins	13	230
Max Consecutive Losses	4	47
Gain/Pain Ratio	0.75	11.56
Gain/Pain (1M)	17.85	11.56
Payoff Ratio	0.73	3.97
Profit Factor	1.75	12.56
Common Sense Ratio	2.27	27.15
CPC Index	0.86	40.25
Tail Ratio	1.3	2.16
Outlier Win Ratio	2.17	17.59
Outlier Loss Ratio	1.31	38.6
MTD	0.1%	-0.02%
3M	2.94%	0.23%
6M	3.98%	1.51%
YTD	9.31%	4.56%
1Y	14.17%	5.75%
3Y (ann.)	16.51%	4.98%
5Y (ann.)	16.51%	4.98%
10Y (ann.)	16.51%	4.98%
All-time (ann.)	16.51%	4.98%
Best Day	0.87%	0.1%
Worst Day	-1.09%	-0.02%
Best Month	2.83%	1.62%
Worst Month	-0.63%	-0.4%
Best Year	13.31%	4.56%
Worst Year	9.31%	2.37%
Avg. Drawdown	-0.37%	-0.29%
Avg. Drawdown Days	4	64
Recovery Factor	10.33	17.6
Ulcer Index	0.0	0.0
Serenity Index	15.43	9.86
Avg. Up Month	1.68%	0.41%
Avg. Down Month	-0.63%	-0.08%
Win Days	67.15%	80.85%
Win Month	83.33%	77.78%
Win Quarter	100.0%	85.71%
Win Year	100.0%	100.0%
Beta	-0.29	-
Alpha	0.17	-
Correlation	-2.2%	-
Treynor Ratio	-81.69%	-