BNDB[Strategy] vs RUB Inflation[Benchmark]

22 Apr, 2025 - 12 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	33.15%	7.43%
CAGR﹪	21.44%	4.98%
Sharpe	4.1	13.34
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	2.92	9.49
Sortino	6.87	63.92
Smart Sortino	4.89	45.47
Sortino/√2	4.86	45.2
Smart Sortino/√2	3.46	32.15
Omega	2.08	2.08
Max Drawdown	-1.44%	-0.4%
Longest DD Days	28	70
Volatility (ann.)	4.68%	0.36%
R^2	0.0	0.0
Information Ratio	0.19	0.19
Calmar	14.85	12.46
Skew	-0.13	1.44
Kurtosis	0.92	3.58
Expected Daily	0.08%	0.02%
Expected Monthly	1.52%	0.38%
Expected Yearly	15.39%	3.65%
Kelly Criterion	43.65%	75.48%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.41%	-0.02%
Expected Shortfall (cVaR)	-0.41%	-0.02%
Max Consecutive Wins	12	230
Max Consecutive Losses	6	51
Gain/Pain Ratio	1.08	12.05
Gain/Pain (1M)	-	12.05
Payoff Ratio	1.33	3.53
Profit Factor	2.08	13.05
Common Sense Ratio	2.66	39.0
CPC Index	1.88	37.22
Tail Ratio	1.27	2.99
Outlier Win Ratio	1.96	16.31
Outlier Loss Ratio	1.58	43.7
MTD	1.15%	-0.03%
3M	3.99%	0.15%
6M	7.8%	1.48%
YTD	12.94%	4.55%
1Y	17.67%	5.67%
3Y (ann.)	21.44%	4.98%
5Y (ann.)	21.44%	4.98%
10Y (ann.)	21.44%	4.98%
All-time (ann.)	21.44%	4.98%
Best Day	0.93%	0.09%
Worst Day	-0.9%	-0.02%
Best Month	4.58%	1.62%
Worst Month	0.34%	-0.4%
Best Year	17.89%	4.55%
Worst Year	12.94%	2.75%
Avg. Drawdown	-0.31%	-0.3%
Avg. Drawdown Days	3	66
Recovery Factor	22.97	18.58
Ulcer Index	0.0	0.0
Serenity Index	74.82	10.44
Avg. Up Month	1.67%	0.52%
Avg. Down Month	-	-
Win Days	67.87%	80.9%
Win Month	100.0%	78.95%
Win Quarter	100.0%	85.71%
Win Year	100.0%	100.0%
Beta	0.02	-
Alpha	0.19	-
Correlation	0.18%	-
Treynor Ratio	1402.7%	-