BNDC[Strategy] vs INav[Benchmark]

8 May, 2025 - 30 Jun, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	98.0%
Cumulative Return	4.23%	4.24%
CAGR﹪	33.05%	33.11%
Sharpe	4.58	5.85
Prob. Sharpe Ratio	98.11%	99.98%
Smart Sharpe	4.14	5.28
Sortino	9.36	16.01
Smart Sortino	8.46	14.46
Sortino/√2	6.62	11.32
Smart Sortino/√2	5.98	10.23
Omega	2.13	2.13
Max Drawdown	-0.56%	-0.44%
Longest DD Days	6	5
Volatility (ann.)	4.89%	3.83%
R^2	0.59	0.59
Information Ratio	-0.0	-0.0
Calmar	59.33	75.94
Skew	0.68	1.62
Kurtosis	1.4	5.14
Expected Daily	0.12%	0.12%
Expected Monthly	2.1%	2.1%
Expected Yearly	4.23%	4.24%
Kelly Criterion	41.66%	50.38%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.39%	-0.28%
Expected Shortfall (cVaR)	-0.39%	-0.28%
Max Consecutive Wins	5	5
Max Consecutive Losses	2	2
Gain/Pain Ratio	1.7	3.43
Gain/Pain (1M)	-	-
Payoff Ratio	1.75	2.24
Profit Factor	2.7	4.43
Common Sense Ratio	4.46	11.25
CPC Index	2.97	6.5
Tail Ratio	1.65	2.54
Outlier Win Ratio	3.09	3.96
Outlier Loss Ratio	1.78	3.32
MTD	3.64%	3.64%
3M	4.23%	4.24%
6M	4.23%	4.24%
YTD	4.23%	4.24%
1Y	4.23%	4.24%
3Y (ann.)	33.05%	33.11%
5Y (ann.)	33.05%	33.11%
10Y (ann.)	33.05%	33.11%
All-time (ann.)	33.05%	33.11%
Best Day	1.07%	1.04%
Worst Day	-0.43%	-0.27%
Best Month	3.64%	3.64%
Worst Month	0.57%	0.58%
Best Year	4.23%	4.24%
Worst Year	4.23%	4.24%
Avg. Drawdown	-0.28%	-0.17%
Avg. Drawdown Days	3	3
Recovery Factor	7.6	9.73
Ulcer Index	0.0	0.0
Serenity Index	-13.44	-27.76
Avg. Up Month	2.11%	2.11%
Avg. Down Month	-	-
Win Days	62.86%	65.71%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.98	-
Alpha	0.01	-
Correlation	76.87%	-
Treynor Ratio	-2.82%	-