BNDC[Strategy] vs INav[Benchmark]

12 May, 2025 - 11 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	100.0%
Cumulative Return	27.54%	27.51%
CAGR﹪	21.5%	21.47%
Sharpe	2.57	4.81
Prob. Sharpe Ratio	99.92%	100.0%
Smart Sharpe	2.03	3.8
Sortino	4.16	8.83
Smart Sortino	3.29	6.99
Sortino/√2	2.94	6.25
Smart Sortino/√2	2.33	4.94
Omega	1.56	1.56
Max Drawdown	-1.88%	-1.44%
Longest DD Days	48	45
Volatility (ann.)	4.99%	2.65%
R^2	0.29	0.29
Information Ratio	0.0	0.0
Calmar	11.44	14.93
Skew	0.04	0.41
Kurtosis	0.57	4.5
Expected Daily	0.08%	0.08%
Expected Monthly	1.53%	1.53%
Expected Yearly	12.93%	12.92%
Kelly Criterion	34.8%	50.88%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.44%	-0.2%
Expected Shortfall (cVaR)	-0.44%	-0.2%
Max Consecutive Wins	12	13
Max Consecutive Losses	5	9
Gain/Pain Ratio	0.97	2.63
Gain/Pain (1M)	148.41	87.03
Payoff Ratio	1.29	1.41
Profit Factor	1.97	3.63
Common Sense Ratio	2.61	7.38
CPC Index	1.61	3.65
Tail Ratio	1.33	2.03
Outlier Win Ratio	2.67	4.37
Outlier Loss Ratio	2.1	4.62
MTD	0.65%	0.61%
3M	3.55%	3.51%
6M	9.21%	8.88%
YTD	10.08%	9.94%
1Y	15.8%	15.74%
3Y (ann.)	21.5%	21.47%
5Y (ann.)	21.5%	21.47%
10Y (ann.)	21.5%	21.47%
All-time (ann.)	21.5%	21.47%
Best Day	1.07%	1.04%
Worst Day	-0.88%	-0.56%
Best Month	4.72%	4.64%
Worst Month	-0.17%	-0.28%
Best Year	15.86%	15.98%
Worst Year	10.08%	9.94%
Avg. Drawdown	-0.38%	-0.18%
Avg. Drawdown Days	4	5
Recovery Factor	14.66	19.13
Ulcer Index	0.0	0.0
Serenity Index	15.47	13.06
Avg. Up Month	1.76%	1.75%
Avg. Down Month	-	-
Win Days	63.28%	71.25%
Win Month	93.75%	93.75%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.02	-
Alpha	-0.0	-
Correlation	54.07%	-
Treynor Ratio	20.13%	-