BNDA[Strategy] vs RUB Inflation[Benchmark]

15 May, 2025 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	8.15%	0.18%
CAGR﹪	20.84%	0.43%
Sharpe	4.71	1.24
Prob. Sharpe Ratio	99.9%	79.37%
Smart Sharpe	3.67	0.97
Sortino	8.1	1.94
Smart Sortino	6.32	1.51
Sortino/√2	5.73	1.37
Smart Sortino/√2	4.47	1.07
Omega	2.43	2.43
Max Drawdown	-0.68%	-0.99%
Longest DD Days	7	73
Volatility (ann.)	3.83%	0.33%
R^2	0.0	0.0
Information Ratio	0.29	0.29
Calmar	30.5	0.43
Skew	-0.0	0.12
Kurtosis	1.56	-1.81
Expected Daily	0.07%	0.0%
Expected Monthly	1.31%	0.03%
Expected Yearly	8.15%	0.18%
Kelly Criterion	32.82%	7.77%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.32%	-0.03%
Expected Shortfall (cVaR)	-0.32%	-0.03%
Max Consecutive Wins	13	57
Max Consecutive Losses	3	52
Gain/Pain Ratio	1.43	0.18
Gain/Pain (1M)	-	0.18
Payoff Ratio	0.56	1.07
Profit Factor	2.43	1.18
Common Sense Ratio	3.7	1.77
CPC Index	1.03	0.66
Tail Ratio	1.53	1.5
Outlier Win Ratio	2.17	16.99
Outlier Loss Ratio	1.32	15.31
MTD	0.07%	-0.17%
3M	4.84%	-0.64%
6M	8.15%	0.18%
YTD	8.15%	0.18%
1Y	8.15%	0.18%
3Y (ann.)	20.84%	0.43%
5Y (ann.)	20.84%	0.43%
10Y (ann.)	20.84%	0.43%
All-time (ann.)	20.84%	0.43%
Best Day	0.67%	0.03%
Worst Day	-0.61%	-0.02%
Best Month	2.83%	0.57%
Worst Month	0.07%	-0.42%
Best Year	8.15%	0.18%
Worst Year	8.15%	0.18%
Avg. Drawdown	-0.32%	-0.99%
Avg. Drawdown Days	3	73
Recovery Factor	11.92	0.18
Ulcer Index	0.0	0.0
Serenity Index	32.12	0.01
Avg. Up Month	1.67%	0.39%
Avg. Down Month	-	-
Win Days	75.96%	52.29%
Win Month	100.0%	50.0%
Win Quarter	100.0%	33.33%
Win Year	100.0%	100.0%
Beta	0.66	-
Alpha	0.18	-
Correlation	5.62%	-
Treynor Ratio	12.37%	-