BNDB[Strategy] vs INav[Benchmark]

25 Apr, 2025 - 26 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	99.0%
Cumulative Return	11.84%	11.67%
CAGR﹪	39.38%	38.76%
Sharpe	7.81	11.12
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	7.16	10.19
Sortino	18.15	36.65
Smart Sortino	16.63	33.58
Sortino/√2	12.83	25.92
Smart Sortino/√2	11.76	23.74
Omega	4.05	4.05
Max Drawdown	-0.63%	-0.27%
Longest DD Days	5	5
Volatility (ann.)	3.39%	2.34%
R^2	0.53	0.53
Information Ratio	0.01	0.01
Calmar	62.22	141.93
Skew	0.49	0.35
Kurtosis	2.26	-0.19
Expected Daily	0.13%	0.13%
Expected Monthly	2.26%	2.23%
Expected Yearly	11.84%	11.67%
Kelly Criterion	67.63%	74.22%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.22%	-0.11%
Expected Shortfall (cVaR)	-0.22%	-0.11%
Max Consecutive Wins	12	14
Max Consecutive Losses	3	2
Gain/Pain Ratio	4.83	10.53
Gain/Pain (1M)	-	-
Payoff Ratio	2.78	2.83
Profit Factor	5.83	11.53
Common Sense Ratio	17.47	66.17
CPC Index	12.35	26.39
Tail Ratio	3.0	5.74
Outlier Win Ratio	2.69	3.19
Outlier Loss Ratio	2.21	3.91
MTD	1.72%	1.68%
3M	9.45%	9.27%
6M	11.84%	11.67%
YTD	11.84%	11.67%
1Y	11.84%	11.67%
3Y (ann.)	39.38%	38.76%
5Y (ann.)	39.38%	38.76%
10Y (ann.)	39.38%	38.76%
All-time (ann.)	39.38%	38.76%
Best Day	0.93%	0.57%
Worst Day	-0.48%	-0.22%
Best Month	4.58%	4.57%
Worst Month	0.54%	0.54%
Best Year	11.84%	11.67%
Worst Year	11.84%	11.67%
Avg. Drawdown	-0.15%	-0.09%
Avg. Drawdown Days	2	2
Recovery Factor	18.71	42.74
Ulcer Index	0.0	0.0
Serenity Index	48.61	112.79
Avg. Up Month	2.27%	2.24%
Avg. Down Month	-	-
Win Days	76.19%	80.95%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.06	-
Alpha	-0.01	-
Correlation	72.94%	-
Treynor Ratio	4.58%	-