BNDA[Strategy] vs RUB Inflation[Benchmark]

15 May, 2025 - 15 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	99.0%
Cumulative Return	6.25%	0.94%
CAGR﹪	27.18%	3.8%
Sharpe	6.46	28.05
Prob. Sharpe Ratio	99.97%	-
Smart Sharpe	4.61	20.0
Sortino	12.55	-
Smart Sortino	8.95	-
Sortino/√2	8.87	-
Smart Sortino/√2	6.33	-
Omega	3.51	3.51
Max Drawdown	-0.54%	-
Longest DD Days	-	-
Volatility (ann.)	3.43%	0.12%
R^2	0.02	0.02
Information Ratio	0.34	0.34
Calmar	50.66	-
Skew	0.21	1.39
Kurtosis	2.21	0.27
Expected Daily	0.09%	0.01%
Expected Monthly	1.53%	0.24%
Expected Yearly	6.25%	0.94%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.27%	-0.0%
Expected Shortfall (cVaR)	-0.27%	-0.0%
Max Consecutive Wins	13	68
Max Consecutive Losses	3	0
Gain/Pain Ratio	2.51	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	3.51	-
Common Sense Ratio	5.34	-
CPC Index	-	-
Tail Ratio	1.52	2.86
Outlier Win Ratio	2.23	25.32
Outlier Loss Ratio	1.3	-
MTD	1.1%	0.11%
3M	6.25%	0.94%
6M	6.25%	0.94%
YTD	6.25%	0.94%
1Y	6.25%	0.94%
3Y (ann.)	27.18%	3.8%
5Y (ann.)	27.18%	3.8%
10Y (ann.)	27.18%	3.8%
All-time (ann.)	27.18%	3.8%
Best Day	0.67%	0.03%
Worst Day	-0.52%	0.0%
Best Month	2.83%	0.4%
Worst Month	0.38%	0.11%
Best Year	6.25%	0.94%
Worst Year	6.25%	0.94%
Avg. Drawdown	-0.27%	-
Avg. Drawdown Days	-	-
Recovery Factor	11.64	-
Ulcer Index	0.0	0.0
Serenity Index	43.51	-
Avg. Up Month	1.53%	0.24%
Avg. Down Month	-	-
Win Days	78.46%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-3.71	-
Alpha	0.35	-
Correlation	-13.24%	-
Treynor Ratio	-1.68%	-