BNDC[Strategy] vs INav[Benchmark]

12 May, 2025 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	11.18%	11.4%
CAGR﹪	28.55%	29.15%
Sharpe	3.68	5.77
Prob. Sharpe Ratio	99.59%	100.0%
Smart Sharpe	3.31	5.19
Sortino	6.26	12.94
Smart Sortino	5.63	11.64
Sortino/√2	4.43	9.15
Smart Sortino/√2	3.98	8.23
Omega	1.83	1.83
Max Drawdown	-1.88%	-1.44%
Longest DD Days	31	28
Volatility (ann.)	4.8%	3.12%
R^2	0.47	0.47
Information Ratio	-0.01	-0.01
Calmar	15.19	20.27
Skew	0.05	1.05
Kurtosis	0.73	4.03
Expected Daily	0.1%	0.1%
Expected Monthly	1.78%	1.81%
Expected Yearly	11.18%	11.4%
Kelly Criterion	37.48%	51.07%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.4%	-0.23%
Expected Shortfall (cVaR)	-0.4%	-0.23%
Max Consecutive Wins	12	13
Max Consecutive Losses	5	9
Gain/Pain Ratio	1.3	2.99
Gain/Pain (1M)	263.22	38.66
Payoff Ratio	1.29	1.91
Profit Factor	2.3	3.99
Common Sense Ratio	3.14	8.82
CPC Index	1.92	5.17
Tail Ratio	1.36	2.21
Outlier Win Ratio	2.59	3.52
Outlier Loss Ratio	1.99	4.14
MTD	-0.04%	0.16%
3M	5.26%	5.49%
6M	11.18%	11.4%
YTD	11.18%	11.4%
1Y	11.18%	11.4%
3Y (ann.)	28.55%	29.15%
5Y (ann.)	28.55%	29.15%
10Y (ann.)	28.55%	29.15%
All-time (ann.)	28.55%	29.15%
Best Day	1.07%	1.04%
Worst Day	-0.71%	-0.31%
Best Month	4.72%	4.64%
Worst Month	-0.04%	-0.28%
Best Year	11.18%	11.4%
Worst Year	11.18%	11.4%
Avg. Drawdown	-0.42%	-0.21%
Avg. Drawdown Days	4	4
Recovery Factor	5.95	7.92
Ulcer Index	0.01	0.0
Serenity Index	2.11	1.91
Avg. Up Month	2.68%	2.78%
Avg. Down Month	-	-
Win Days	64.81%	67.89%
Win Month	83.33%	83.33%
Win Quarter	66.67%	100.0%
Win Year	100.0%	100.0%
Beta	1.05	-
Alpha	-0.02	-
Correlation	68.37%	-
Treynor Ratio	3.98%	-