BNDA[Strategy] vs RUB Inflation[Benchmark]

15 May, 2025 - 3 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	15.9%	6.25%
CAGR﹪	20.25%	7.87%
Sharpe	4.14	13.29
Prob. Sharpe Ratio	99.99%	-
Smart Sharpe	3.0	9.62
Sortino	7.11	77.24
Smart Sortino	5.15	55.92
Sortino/√2	5.03	54.62
Smart Sortino/√2	3.64	39.54
Omega	2.14	2.14
Max Drawdown	-1.05%	-0.4%
Longest DD Days	28	63
Volatility (ann.)	4.45%	0.57%
R^2	0.0	0.0
Information Ratio	0.15	0.15
Calmar	19.22	19.68
Skew	0.04	1.12
Kurtosis	0.79	0.25
Expected Daily	0.07%	0.03%
Expected Monthly	1.35%	0.55%
Expected Yearly	7.66%	3.08%
Kelly Criterion	31.4%	83.69%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.39%	-0.03%
Expected Shortfall (cVaR)	-0.39%	-0.03%
Max Consecutive Wins	13	124
Max Consecutive Losses	3	21
Gain/Pain Ratio	1.14	15.13
Gain/Pain (1M)	161.04	15.13
Payoff Ratio	0.69	1.76
Profit Factor	2.14	16.13
Common Sense Ratio	2.88	84.93
CPC Index	1.07	25.4
Tail Ratio	1.34	5.27
Outlier Win Ratio	2.22	11.79
Outlier Loss Ratio	1.3	16.08
MTD	0.15%	0.2%
3M	3.87%	4.09%
6M	8.09%	5.4%
YTD	2.28%	3.79%
1Y	15.9%	6.25%
3Y (ann.)	20.25%	7.87%
5Y (ann.)	20.25%	7.87%
10Y (ann.)	20.25%	7.87%
All-time (ann.)	20.25%	7.87%
Best Day	0.78%	0.1%
Worst Day	-0.68%	-0.02%
Best Month	2.83%	1.93%
Worst Month	-0.11%	-0.4%
Best Year	13.31%	3.79%
Worst Year	2.28%	2.37%
Avg. Drawdown	-0.33%	-0.4%
Avg. Drawdown Days	3	63
Recovery Factor	15.09	15.62
Ulcer Index	0.0	0.0
Serenity Index	45.03	9.4
Avg. Up Month	1.47%	0.54%
Avg. Down Month	-	-
Win Days	71.94%	89.6%
Win Month	90.91%	90.91%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.17	-
Alpha	0.2	-
Correlation	-2.14%	-
Treynor Ratio	-94.47%	-