BNDB[Strategy] vs RUB Inflation[Benchmark]

22 Apr, 2025 - 12 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	16.3%	2.64%
CAGR﹪	26.56%	4.15%
Sharpe	5.06	15.71
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.81	11.83
Sortino	8.56	36.07
Smart Sortino	6.44	27.15
Sortino/√2	6.05	25.5
Smart Sortino/√2	4.56	19.2
Omega	2.42	2.42
Max Drawdown	-1.08%	-0.4%
Longest DD Days	28	63
Volatility (ann.)	4.39%	0.24%
R^2	0.0	0.0
Information Ratio	0.26	0.26
Calmar	24.65	10.37
Skew	-0.34	-0.62
Kurtosis	1.42	2.21
Expected Daily	0.09%	0.02%
Expected Monthly	1.69%	0.29%
Expected Yearly	16.3%	2.64%
Kelly Criterion	52.25%	75.82%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.37%	-0.01%
Expected Shortfall (cVaR)	-0.37%	-0.01%
Max Consecutive Wins	12	75
Max Consecutive Losses	6	21
Gain/Pain Ratio	1.42	6.5
Gain/Pain (1M)	63.98	6.5
Payoff Ratio	1.98	1.03
Profit Factor	2.42	7.5
Common Sense Ratio	3.04	9.72
CPC Index	3.26	6.79
Tail Ratio	1.26	1.3
Outlier Win Ratio	1.69	18.3
Outlier Loss Ratio	1.81	19.49
MTD	-0.24%	0.21%
3M	2.87%	1.34%
6M	11.19%	1.77%
YTD	16.3%	2.64%
1Y	16.3%	2.64%
3Y (ann.)	26.56%	4.15%
5Y (ann.)	26.56%	4.15%
10Y (ann.)	26.56%	4.15%
All-time (ann.)	26.56%	4.15%
Best Day	0.93%	0.06%
Worst Day	-0.85%	-0.02%
Best Month	4.58%	0.57%
Worst Month	-0.24%	-0.4%
Best Year	16.3%	2.64%
Worst Year	16.3%	2.64%
Avg. Drawdown	-0.25%	-0.4%
Avg. Drawdown Days	3	63
Recovery Factor	15.13	6.6
Ulcer Index	0.0	0.0
Serenity Index	36.08	1.44
Avg. Up Month	2.02%	0.4%
Avg. Down Month	-	-
Win Days	68.29%	87.72%
Win Month	88.89%	88.89%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.89	-
Alpha	0.19	-
Correlation	4.94%	-
Treynor Ratio	18.23%	-