BNDB[Strategy] vs RUB Inflation[Benchmark]

22 Apr, 2025 - 10 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	21.69%	7.02%
CAGR﹪	24.93%	7.99%
Sharpe	4.72	13.94
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	3.48	10.26
Sortino	7.92	81.71
Smart Sortino	5.83	60.17
Sortino/√2	5.6	57.78
Smart Sortino/√2	4.12	42.55
Omega	2.3	2.3
Max Drawdown	-1.44%	-0.4%
Longest DD Days	28	63
Volatility (ann.)	4.64%	0.54%
R^2	0.0	0.0
Information Ratio	0.19	0.19
Calmar	17.27	19.97
Skew	-0.31	1.01
Kurtosis	1.21	-0.04
Expected Daily	0.09%	0.03%
Expected Monthly	1.65%	0.57%
Expected Yearly	10.31%	3.45%
Kelly Criterion	52.44%	85.85%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.39%	-0.03%
Expected Shortfall (cVaR)	-0.39%	-0.03%
Max Consecutive Wins	12	130
Max Consecutive Losses	6	21
Gain/Pain Ratio	1.3	16.92
Gain/Pain (1M)	-	16.92
Payoff Ratio	1.96	1.91
Profit Factor	2.3	17.92
Common Sense Ratio	2.9	88.83
CPC Index	3.09	31.08
Tail Ratio	1.26	4.96
Outlier Win Ratio	1.86	11.83
Outlier Loss Ratio	1.7	19.69
MTD	0.73%	0.66%
3M	4.7%	4.38%
6M	7.91%	5.69%
YTD	3.23%	4.15%
1Y	21.69%	7.02%
3Y (ann.)	24.93%	7.99%
5Y (ann.)	24.93%	7.99%
10Y (ann.)	24.93%	7.99%
All-time (ann.)	24.93%	7.99%
Best Day	0.93%	0.09%
Worst Day	-0.9%	-0.02%
Best Month	4.58%	1.81%
Worst Month	0.36%	-0.4%
Best Year	17.89%	4.15%
Worst Year	3.23%	2.75%
Avg. Drawdown	-0.29%	-0.4%
Avg. Drawdown Days	4	63
Recovery Factor	15.03	17.54
Ulcer Index	0.0	0.0
Serenity Index	42.33	11.29
Avg. Up Month	1.68%	0.66%
Avg. Down Month	-	-
Win Days	68.49%	90.71%
Win Month	100.0%	91.67%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.0	-
Alpha	0.22	-
Correlation	-0.02%	-
Treynor Ratio	-15501.04%	-