BNDB[Strategy] vs INav[Benchmark]

5 May, 2025 - 21 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	100.0%
Cumulative Return	29.51%	29.48%
CAGR﹪	22.08%	22.06%
Sharpe	2.82	5.57
Prob. Sharpe Ratio	99.98%	100.0%
Smart Sharpe	2.02	3.99
Sortino	4.42	10.13
Smart Sortino	3.17	7.25
Sortino/√2	3.13	7.16
Smart Sortino/√2	2.24	5.12
Omega	1.67	1.67
Max Drawdown	-1.44%	-1.04%
Longest DD Days	28	28
Volatility (ann.)	4.69%	2.35%
R^2	0.1	0.1
Information Ratio	0.0	0.0
Calmar	15.3	21.23
Skew	-0.18	-0.04
Kurtosis	1.11	16.95
Expected Daily	0.08%	0.08%
Expected Monthly	1.63%	1.63%
Expected Yearly	13.8%	13.79%
Kelly Criterion	45.67%	67.62%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.41%	-0.17%
Expected Shortfall (cVaR)	-0.41%	-0.17%
Max Consecutive Wins	12	27
Max Consecutive Losses	6	6
Gain/Pain Ratio	1.15	4.47
Gain/Pain (1M)	-	-
Payoff Ratio	1.24	1.59
Profit Factor	2.15	5.47
Common Sense Ratio	2.72	16.07
CPC Index	1.87	6.96
Tail Ratio	1.26	2.94
Outlier Win Ratio	2.75	4.77
Outlier Loss Ratio	2.08	5.47
MTD	0.64%	0.72%
3M	4.37%	4.18%
6M	8.86%	8.74%
YTD	10.93%	11.02%
1Y	16.84%	16.94%
3Y (ann.)	22.08%	22.06%
5Y (ann.)	22.08%	22.06%
10Y (ann.)	22.08%	22.06%
All-time (ann.)	22.08%	22.06%
Best Day	0.93%	1.12%
Worst Day	-0.9%	-1.04%
Best Month	4.58%	4.57%
Worst Month	0.36%	0.72%
Best Year	16.74%	16.63%
Worst Year	10.93%	11.02%
Avg. Drawdown	-0.3%	-0.13%
Avg. Drawdown Days	3	4
Recovery Factor	20.44	28.36
Ulcer Index	0.0	0.0
Serenity Index	49.78	65.48
Avg. Up Month	1.63%	1.63%
Avg. Down Month	-	-
Win Days	69.91%	80.12%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.64	-
Alpha	0.07	-
Correlation	32.38%	-
Treynor Ratio	34.89%	-