BNDC[Strategy] vs INav[Benchmark]

12 May, 2025 - 3 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	100.0%
Cumulative Return	18.84%	18.85%
CAGR﹪	23.81%	23.82%
Sharpe	3.07	5.14
Prob. Sharpe Ratio	99.89%	100.0%
Smart Sharpe	2.62	4.39
Sortino	5.13	10.25
Smart Sortino	4.38	8.75
Sortino/√2	3.63	7.25
Smart Sortino/√2	3.1	6.19
Omega	1.66	1.66
Max Drawdown	-1.88%	-1.44%
Longest DD Days	48	45
Volatility (ann.)	4.82%	2.86%
R^2	0.33	0.33
Information Ratio	0.0	0.0
Calmar	12.67	16.57
Skew	0.09	0.66
Kurtosis	0.32	4.16
Expected Daily	0.09%	0.09%
Expected Monthly	1.58%	1.58%
Expected Yearly	9.01%	9.02%
Kelly Criterion	35.05%	49.33%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.41%	-0.21%
Expected Shortfall (cVaR)	-0.41%	-0.21%
Max Consecutive Wins	12	13
Max Consecutive Losses	5	9
Gain/Pain Ratio	1.1	2.76
Gain/Pain (1M)	-	61.85
Payoff Ratio	1.33	1.69
Profit Factor	2.1	3.76
Common Sense Ratio	2.8	8.41
CPC Index	1.76	4.34
Tail Ratio	1.33	2.23
Outlier Win Ratio	2.57	3.86
Outlier Loss Ratio	2.05	4.52
MTD	0.28%	0.27%
3M	3.25%	3.25%
6M	6.35%	6.34%
YTD	2.57%	2.48%
1Y	18.84%	18.85%
3Y (ann.)	23.81%	23.82%
5Y (ann.)	23.81%	23.82%
10Y (ann.)	23.81%	23.82%
All-time (ann.)	23.81%	23.82%
Best Day	1.07%	1.04%
Worst Day	-0.71%	-0.56%
Best Month	4.72%	4.64%
Worst Month	0.12%	-0.28%
Best Year	15.86%	15.98%
Worst Year	2.57%	2.48%
Avg. Drawdown	-0.42%	-0.2%
Avg. Drawdown Days	5	5
Recovery Factor	10.03	13.11
Ulcer Index	0.0	0.0
Serenity Index	7.92	6.62
Avg. Up Month	1.74%	1.78%
Avg. Down Month	-	-
Win Days	62.94%	68.16%
Win Month	100.0%	90.91%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.97	-
Alpha	0.01	-
Correlation	57.5%	-
Treynor Ratio	12.24%	-