BNDC[Strategy] vs INav[Benchmark]

5 May, 2025 - 13 May, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	84.0%	84.0%
Cumulative Return	0.91%	0.92%
CAGR﹪	51.3%	51.89%
Sharpe	7.3	21.11
Prob. Sharpe Ratio	95.7%	99.69%
Smart Sharpe	4.57	13.22
Sortino	25.94	182.45
Smart Sortino	16.25	114.28
Sortino/√2	18.34	129.01
Smart Sortino/√2	11.49	80.8
Omega	4.53	4.53
Max Drawdown	-0.16%	-
Longest DD Days	-	-
Volatility (ann.)	4.31%	1.5%
R^2	0.14	0.14
Information Ratio	-0.0	-0.0
Calmar	324.04	-
Skew	1.29	-0.89
Kurtosis	2.6	-0.3
Expected Daily	0.15%	0.15%
Expected Monthly	0.91%	0.92%
Expected Yearly	0.91%	0.92%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.29%	-0.0%
Expected Shortfall (cVaR)	-0.29%	-0.0%
Max Consecutive Wins	3	5
Max Consecutive Losses	1	0
Gain/Pain Ratio	5.75	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	6.75	-
Common Sense Ratio	30.12	-
CPC Index	-	-
Tail Ratio	4.46	11.51
Outlier Win Ratio	2.02	2.83
Outlier Loss Ratio	0.46	-
MTD	0.91%	0.92%
3M	0.91%	0.92%
6M	0.91%	0.92%
YTD	0.91%	0.92%
1Y	0.91%	0.92%
3Y (ann.)	51.3%	51.89%
5Y (ann.)	51.3%	51.89%
10Y (ann.)	51.3%	51.89%
All-time (ann.)	51.3%	51.89%
Best Day	0.64%	0.24%
Worst Day	-0.16%	0.0%
Best Month	0.91%	0.92%
Worst Month	0.91%	0.92%
Best Year	0.91%	0.92%
Worst Year	0.91%	0.92%
Avg. Drawdown	-0.16%	-
Avg. Drawdown Days	-	-
Recovery Factor	5.76	-
Ulcer Index	0.0	0.0
Serenity Index	-175.88	-
Avg. Up Month	0.91%	0.92%
Avg. Down Month	-	-
Win Days	80.0%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.09	-
Alpha	-0.04	-
Correlation	38.0%	-
Treynor Ratio	-5.59%	-