BNDB[Strategy] vs RUB Inflation[Benchmark]

22 Apr, 2025 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	12.89%	0.55%
CAGR﹪	28.95%	1.15%
Sharpe	5.33	3.14
Prob. Sharpe Ratio	99.98%	99.03%
Smart Sharpe	3.97	2.34
Sortino	9.06	5.58
Smart Sortino	6.74	4.15
Sortino/√2	6.41	3.95
Smart Sortino/√2	4.77	2.94
Omega	2.54	2.54
Max Drawdown	-1.08%	-0.99%
Longest DD Days	27	73
Volatility (ann.)	4.5%	0.34%
R^2	0.02	0.02
Information Ratio	0.32	0.32
Calmar	26.87	1.17
Skew	-0.38	0.37
Kurtosis	1.66	-0.55
Expected Daily	0.09%	0.0%
Expected Monthly	1.75%	0.08%
Expected Yearly	12.89%	0.55%
Kelly Criterion	32.93%	19.73%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.37%	-0.03%
Expected Shortfall (cVaR)	-0.37%	-0.03%
Max Consecutive Wins	12	75
Max Consecutive Losses	3	52
Gain/Pain Ratio	1.54	0.55
Gain/Pain (1M)	141.39	0.55
Payoff Ratio	0.76	1.04
Profit Factor	2.54	1.55
Common Sense Ratio	3.19	2.01
CPC Index	1.37	0.95
Tail Ratio	1.26	1.3
Outlier Win Ratio	1.78	18.98
Outlier Loss Ratio	1.66	19.69
MTD	-0.1%	-0.17%
3M	5.53%	-0.64%
6M	12.89%	0.55%
YTD	12.89%	0.55%
1Y	12.89%	0.55%
3Y (ann.)	28.95%	1.15%
5Y (ann.)	28.95%	1.15%
10Y (ann.)	28.95%	1.15%
All-time (ann.)	28.95%	1.15%
Best Day	0.93%	0.06%
Worst Day	-0.85%	-0.02%
Best Month	4.58%	0.57%
Worst Month	-0.1%	-0.42%
Best Year	12.89%	0.55%
Worst Year	12.89%	0.55%
Avg. Drawdown	-0.24%	-0.99%
Avg. Drawdown Days	3	73
Recovery Factor	11.96	0.56
Ulcer Index	0.0	0.0
Serenity Index	30.42	0.04
Avg. Up Month	2.46%	0.39%
Avg. Down Month	-0.1%	-0.17%
Win Days	71.07%	59.06%
Win Month	85.71%	57.14%
Win Quarter	66.67%	33.33%
Win Year	100.0%	100.0%
Beta	1.9	-
Alpha	0.22	-
Correlation	14.48%	-
Treynor Ratio	6.78%	-