BNDC[Strategy] vs INav[Benchmark]

12 May, 2025 - 30 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	100.0%
Cumulative Return	26.76%	27.53%
CAGR﹪	18.66%	19.17%
Sharpe	2.02	4.01
Prob. Sharpe Ratio	99.54%	100.0%
Smart Sharpe	1.59	3.16
Sortino	3.12	6.95
Smart Sortino	2.46	5.48
Sortino/√2	2.21	4.92
Smart Sortino/√2	1.74	3.87
Omega	1.41	1.41
Max Drawdown	-1.88%	-1.44%
Longest DD Days	48	45
Volatility (ann.)	5.16%	2.68%
R^2	0.27	0.27
Information Ratio	-0.0	-0.0
Calmar	9.93	13.33
Skew	-0.05	0.3
Kurtosis	0.54	4.03
Expected Daily	0.07%	0.07%
Expected Monthly	1.4%	1.44%
Expected Yearly	12.59%	12.93%
Kelly Criterion	28.69%	46.72%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.47%	-0.21%
Expected Shortfall (cVaR)	-0.47%	-0.21%
Max Consecutive Wins	12	13
Max Consecutive Losses	5	9
Gain/Pain Ratio	0.77	2.1
Gain/Pain (1M)	32.47	74.31
Payoff Ratio	1.1	1.33
Profit Factor	1.77	3.1
Common Sense Ratio	2.13	4.87
CPC Index	1.22	2.86
Tail Ratio	1.21	1.57
Outlier Win Ratio	2.65	4.43
Outlier Loss Ratio	2.17	4.85
MTD	-0.59%	-0.05%
3M	2.3%	2.65%
6M	4.99%	5.63%
YTD	9.41%	9.96%
1Y	14.03%	14.72%
3Y (ann.)	18.66%	19.17%
5Y (ann.)	18.66%	19.17%
10Y (ann.)	18.66%	19.17%
All-time (ann.)	18.66%	19.17%
Best Day	1.07%	1.04%
Worst Day	-0.99%	-0.56%
Best Month	4.72%	4.64%
Worst Month	-0.59%	-0.28%
Best Year	15.86%	15.98%
Worst Year	9.41%	9.96%
Avg. Drawdown	-0.41%	-0.21%
Avg. Drawdown Days	5	5
Recovery Factor	14.24	19.14
Ulcer Index	0.0	0.0
Serenity Index	13.68	12.38
Avg. Up Month	1.76%	1.75%
Avg. Down Month	-0.59%	-0.05%
Win Days	62.65%	69.63%
Win Month	88.24%	88.24%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.0	-
Alpha	-0.0	-
Correlation	51.82%	-
Treynor Ratio	19.79%	-