BNDB[Strategy] vs RUB Inflation[Benchmark]

22 Apr, 2025 - 21 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	30.78%	8.04%
CAGR﹪	22.33%	5.98%
Sharpe	4.28	16.49
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.06	11.78
Sortino	7.18	75.89
Smart Sortino	5.13	54.2
Sortino/√2	5.08	53.66
Smart Sortino/√2	3.63	38.32
Omega	2.17	2.17
Max Drawdown	-1.44%	-0.4%
Longest DD Days	28	63
Volatility (ann.)	4.64%	0.35%
R^2	0.0	0.0
Information Ratio	0.19	0.19
Calmar	15.47	14.94
Skew	-0.16	1.44
Kurtosis	1.14	4.1
Expected Daily	0.08%	0.02%
Expected Monthly	1.59%	0.46%
Expected Yearly	14.36%	3.94%
Kelly Criterion	52.62%	89.29%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.4%	-0.01%
Expected Shortfall (cVaR)	-0.4%	-0.01%
Max Consecutive Wins	12	245
Max Consecutive Losses	6	21
Gain/Pain Ratio	1.17	19.29
Gain/Pain (1M)	-	19.29
Payoff Ratio	1.82	1.35
Profit Factor	2.17	20.29
Common Sense Ratio	2.74	60.66
CPC Index	2.75	25.76
Tail Ratio	1.26	2.99
Outlier Win Ratio	2.01	16.37
Outlier Loss Ratio	1.59	19.13
MTD	0.64%	0.37%
3M	4.37%	1.85%
6M	8.86%	2.87%
YTD	10.93%	5.14%
1Y	16.84%	6.67%
3Y (ann.)	22.33%	5.98%
5Y (ann.)	22.33%	5.98%
10Y (ann.)	22.33%	5.98%
All-time (ann.)	22.33%	5.98%
Best Day	0.93%	0.09%
Worst Day	-0.9%	-0.02%
Best Month	4.58%	1.62%
Worst Month	0.36%	-0.4%
Best Year	17.89%	5.14%
Worst Year	10.93%	2.75%
Avg. Drawdown	-0.29%	-0.4%
Avg. Drawdown Days	3	63
Recovery Factor	21.32	20.09
Ulcer Index	0.0	0.0
Serenity Index	69.81	12.66
Avg. Up Month	1.61%	0.51%
Avg. Down Month	-	-
Win Days	69.42%	93.84%
Win Month	100.0%	94.12%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.21	-
Alpha	0.21	-
Correlation	-1.57%	-
Treynor Ratio	-145.46%	-