BNDB[Strategy] vs INav[Benchmark]

25 Apr, 2025 - 10 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	99.0%
Cumulative Return	6.39%	6.28%
CAGR﹪	34.65%	33.95%
Sharpe	6.04	9.94
Prob. Sharpe Ratio	99.97%	100.0%
Smart Sharpe	5.19	8.54
Sortino	12.91	28.69
Smart Sortino	11.1	24.66
Sortino/√2	9.13	20.29
Smart Sortino/√2	7.85	17.44
Omega	3.01	3.01
Max Drawdown	-0.63%	-0.27%
Longest DD Days	4	4
Volatility (ann.)	3.87%	2.29%
R^2	0.44	0.44
Information Ratio	0.01	0.01
Calmar	54.75	124.32
Skew	0.57	0.16
Kurtosis	2.06	-0.68
Expected Daily	0.12%	0.12%
Expected Monthly	1.56%	1.53%
Expected Yearly	6.39%	6.28%
Kelly Criterion	64.69%	70.1%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.28%	-0.12%
Expected Shortfall (cVaR)	-0.28%	-0.12%
Max Consecutive Wins	8	11
Max Consecutive Losses	3	2
Gain/Pain Ratio	3.1	8.14
Gain/Pain (1M)	-	-
Payoff Ratio	2.6	2.59
Profit Factor	4.1	9.14
Common Sense Ratio	8.25	52.17
CPC Index	7.94	18.56
Tail Ratio	2.01	5.71
Outlier Win Ratio	2.76	3.48
Outlier Loss Ratio	1.9	4.3
MTD	1.2%	1.19%
3M	6.39%	6.28%
6M	6.39%	6.28%
YTD	6.39%	6.28%
1Y	6.39%	6.28%
3Y (ann.)	34.65%	33.95%
5Y (ann.)	34.65%	33.95%
10Y (ann.)	34.65%	33.95%
All-time (ann.)	34.65%	33.95%
Best Day	0.93%	0.38%
Worst Day	-0.48%	-0.22%
Best Month	2.63%	2.48%
Worst Month	0.54%	0.54%
Best Year	6.39%	6.28%
Worst Year	6.39%	6.28%
Avg. Drawdown	-0.2%	-0.09%
Avg. Drawdown Days	2	2
Recovery Factor	10.1	22.98
Ulcer Index	0.0	0.0
Serenity Index	-4.42	-12.27
Avg. Up Month	1.56%	1.54%
Avg. Down Month	-	-
Win Days	74.51%	78.43%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.12	-
Alpha	-0.03	-
Correlation	66.17%	-
Treynor Ratio	-0.55%	-