BNDC[Strategy] vs INav[Benchmark]

12 May, 2025 - 13 Nov, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	100.0%
Cumulative Return	28.93%	28.97%
CAGR﹪	18.37%	18.39%
Sharpe	1.94	3.73
Prob. Sharpe Ratio	99.52%	100.0%
Smart Sharpe	1.52	2.91
Sortino	2.99	6.4
Smart Sortino	2.33	4.99
Sortino/√2	2.11	4.53
Smart Sortino/√2	1.65	3.53
Omega	1.4	1.4
Max Drawdown	-1.88%	-1.44%
Longest DD Days	48	45
Volatility (ann.)	5.24%	2.71%
R^2	0.27	0.27
Information Ratio	0.0	0.0
Calmar	9.77	12.79
Skew	-0.08	0.33
Kurtosis	0.56	3.82
Expected Daily	0.07%	0.07%
Expected Monthly	1.35%	1.35%
Expected Yearly	13.55%	13.57%
Kelly Criterion	27.82%	44.69%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.48%	-0.21%
Expected Shortfall (cVaR)	-0.48%	-0.21%
Max Consecutive Wins	12	13
Max Consecutive Losses	5	9
Gain/Pain Ratio	0.75	1.94
Gain/Pain (1M)	34.8	77.76
Payoff Ratio	1.09	1.29
Profit Factor	1.75	2.94
Common Sense Ratio	2.1	4.41
CPC Index	1.18	2.61
Tail Ratio	1.2	1.5
Outlier Win Ratio	2.65	4.46
Outlier Loss Ratio	2.44	5.43
MTD	0.92%	0.34%
3M	1.57%	1.03%
6M	4.41%	4.44%
YTD	11.28%	11.2%
1Y	13.86%	13.13%
3Y (ann.)	18.37%	18.39%
5Y (ann.)	18.37%	18.39%
10Y (ann.)	18.37%	18.39%
All-time (ann.)	18.37%	18.39%
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	11.28%	11.2%
Avg. Drawdown	-0.42%	-0.23%
Avg. Drawdown Days	5	6
Recovery Factor	15.39	20.15
Ulcer Index	0.01	0.0
Serenity Index	14.58	12.73
Avg. Up Month	1.65%	1.6%
Avg. Down Month	-0.59%	-0.05%
Win Days	62.43%	68.87%
Win Month	89.47%	89.47%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	1.01	-
Alpha	-0.0	-
Correlation	52.12%	-
Treynor Ratio	21.77%	-