BNDB[Strategy] vs INav[Benchmark]

5 May, 2025 - 13 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	100.0%
Cumulative Return	31.14%	31.77%
CAGR﹪	20.7%	21.1%
Sharpe	2.54	5.42
Prob. Sharpe Ratio	99.96%	100.0%
Smart Sharpe	1.8	3.83
Sortino	3.96	9.79
Smart Sortino	2.8	6.92
Sortino/√2	2.8	6.92
Smart Sortino/√2	1.98	4.89
Omega	1.58	1.58
Max Drawdown	-1.44%	-1.04%
Longest DD Days	28	28
Volatility (ann.)	4.75%	2.27%
R^2	0.1	0.1
Information Ratio	-0.0	-0.0
Calmar	14.34	20.3
Skew	-0.15	-0.01
Kurtosis	0.85	17.67
Expected Daily	0.07%	0.08%
Expected Monthly	1.52%	1.54%
Expected Yearly	14.52%	14.79%
Kelly Criterion	43.14%	67.38%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.42%	-0.16%
Expected Shortfall (cVaR)	-0.42%	-0.16%
Max Consecutive Wins	12	27
Max Consecutive Losses	6	6
Gain/Pain Ratio	1.02	4.34
Gain/Pain (1M)	-	-
Payoff Ratio	1.28	1.49
Profit Factor	2.02	5.34
Common Sense Ratio	2.57	15.21
CPC Index	1.76	6.4
Tail Ratio	1.27	2.85
Outlier Win Ratio	2.67	4.94
Outlier Loss Ratio	2.01	5.29
MTD	0.6%	0.58%
3M	3.43%	3.99%
6M	7.21%	7.85%
YTD	12.33%	12.99%
1Y	17.03%	17.49%
3Y (ann.)	20.7%	21.1%
5Y (ann.)	20.7%	21.1%
10Y (ann.)	20.7%	21.1%
All-time (ann.)	20.7%	21.1%
Best Day	0.93%	1.12%
Worst Day	-0.9%	-1.04%
Best Month	4.58%	4.57%
Worst Month	0.34%	0.58%
Best Year	16.74%	16.63%
Worst Year	12.33%	12.99%
Avg. Drawdown	-0.32%	-0.13%
Avg. Drawdown Days	3	4
Recovery Factor	21.57	30.57
Ulcer Index	0.0	0.0
Serenity Index	53.04	76.63
Avg. Up Month	1.52%	1.55%
Avg. Down Month	-	-
Win Days	68.08%	80.49%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.67	-
Alpha	0.06	-
Correlation	32.03%	-
Treynor Ratio	36.08%	-