BNDB[Strategy] vs INav[Benchmark]

25 Apr, 2025 - 30 Apr, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	75.0%	75.0%
Cumulative Return	0.54%	0.54%
CAGR﹪	48.69%	48.11%
Sharpe	8.47	8.96
Prob. Sharpe Ratio	97.34%	99.44%
Smart Sharpe	5.34	5.65
Sortino	38.38	44.81
Smart Sortino	24.19	28.25
Sortino/√2	27.14	31.69
Smart Sortino/√2	17.1	19.97
Omega	4.86	4.86
Max Drawdown	-0.06%	-0.04%
Longest DD Days	1	1
Volatility (ann.)	3.25%	3.03%
R^2	1.0	1.0
Information Ratio	0.08	0.08
Calmar	819.1	1076.02
Skew	0.47	0.4
Kurtosis	-2.63	-3.27
Expected Daily	0.14%	0.13%
Expected Monthly	0.54%	0.54%
Expected Yearly	0.54%	0.54%
Kelly Criterion	60.1%	61.56%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.2%	-0.18%
Expected Shortfall (cVaR)	-0.2%	-0.18%
Max Consecutive Wins	2	2
Max Consecutive Losses	1	1
Gain/Pain Ratio	9.16	12.05
Gain/Pain (1M)	-	-
Payoff Ratio	5.08	6.53
Profit Factor	10.16	13.05
Common Sense Ratio	72.5	117.12
CPC Index	34.4	56.81
Tail Ratio	7.14	8.97
Outlier Win Ratio	1.83	1.9
Outlier Loss Ratio	0.85	1.13
MTD	0.54%	0.54%
3M	0.54%	0.54%
6M	0.54%	0.54%
YTD	0.54%	0.54%
1Y	0.54%	0.54%
3Y (ann.)	48.69%	48.11%
5Y (ann.)	48.69%	48.11%
10Y (ann.)	48.69%	48.11%
All-time (ann.)	48.69%	48.11%
Best Day	0.39%	0.36%
Worst Day	-0.06%	-0.04%
Best Month	0.54%	0.54%
Worst Month	0.54%	0.54%
Best Year	0.54%	0.54%
Worst Year	0.54%	0.54%
Avg. Drawdown	-0.06%	-0.04%
Avg. Drawdown Days	1	1
Recovery Factor	9.17	12.07
Ulcer Index	0.0	0.0
Serenity Index	-604.25	-997.5
Avg. Up Month	0.54%	0.54%
Avg. Down Month	-	-
Win Days	66.67%	66.67%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.07	-
Alpha	-0.02	-
Correlation	99.9%	-
Treynor Ratio	-6.03%	-