BNDB[Strategy] vs INav[Benchmark]

5 May, 2025 - 27 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	14.86%	15.36%
CAGR﹪	27.82%	28.82%
Sharpe	3.78	8.16
Prob. Sharpe Ratio	99.84%	100.0%
Smart Sharpe	2.82	6.09
Sortino	5.94	20.47
Smart Sortino	4.43	15.28
Sortino/√2	4.2	14.48
Smart Sortino/√2	3.14	10.81
Omega	1.92	1.92
Max Drawdown	-1.08%	-0.55%
Longest DD Days	28	28
Volatility (ann.)	4.53%	2.18%
R^2	0.23	0.23
Information Ratio	-0.01	-0.01
Calmar	25.81	52.45
Skew	-0.42	0.43
Kurtosis	1.41	0.52
Expected Daily	0.09%	0.1%
Expected Monthly	2.0%	2.06%
Expected Yearly	14.86%	15.36%
Kelly Criterion	47.77%	67.6%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.37%	-0.13%
Expected Shortfall (cVaR)	-0.37%	-0.13%
Max Consecutive Wins	12	14
Max Consecutive Losses	3	3
Gain/Pain Ratio	1.45	6.13
Gain/Pain (1M)	-	-
Payoff Ratio	1.18	1.9
Profit Factor	2.45	7.13
Common Sense Ratio	3.11	23.84
CPC Index	2.08	10.68
Tail Ratio	1.27	3.34
Outlier Win Ratio	2.46	3.8
Outlier Loss Ratio	1.96	6.07
MTD	0.94%	1.5%
3M	3.48%	4.09%
6M	13.2%	13.71%
YTD	14.86%	15.36%
1Y	14.86%	15.36%
3Y (ann.)	27.82%	28.82%
5Y (ann.)	27.82%	28.82%
10Y (ann.)	27.82%	28.82%
All-time (ann.)	27.82%	28.82%
Best Day	0.93%	0.57%
Worst Day	-0.85%	-0.28%
Best Month	4.58%	4.57%
Worst Month	0.94%	0.74%
Best Year	14.86%	15.36%
Worst Year	14.86%	15.36%
Avg. Drawdown	-0.26%	-0.12%
Avg. Drawdown Days	3	4
Recovery Factor	13.78	27.96
Ulcer Index	0.0	0.0
Serenity Index	19.21	38.04
Avg. Up Month	2.0%	2.07%
Avg. Down Month	-	-
Win Days	71.72%	78.77%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.0	-
Alpha	-0.01	-
Correlation	48.07%	-
Treynor Ratio	7.87%	-