BNDC[Strategy] vs RUB Inflation[Benchmark]

29 Apr, 2025 - 14 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	12.37%	0.39%
CAGR﹪	28.83%	0.84%
Sharpe	5.16	1.92
Prob. Sharpe Ratio	99.99%	95.07%
Smart Sharpe	4.66	1.74
Sortino	9.61	3.96
Smart Sortino	8.68	3.57
Sortino/√2	6.8	2.8
Smart Sortino/√2	6.14	2.53
Omega	2.41	2.41
Max Drawdown	-1.88%	-1.01%
Longest DD Days	32	74
Volatility (ann.)	4.61%	0.41%
R^2	0.01	0.01
Information Ratio	0.32	0.32
Calmar	15.34	0.84
Skew	0.13	3.57
Kurtosis	0.97	26.64
Expected Daily	0.09%	0.0%
Expected Monthly	1.68%	0.06%
Expected Yearly	12.37%	0.39%
Kelly Criterion	43.87%	19.36%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.38%	-0.04%
Expected Shortfall (cVaR)	-0.38%	-0.04%
Max Consecutive Wins	12	70
Max Consecutive Losses	5	53
Gain/Pain Ratio	1.41	0.38
Gain/Pain (1M)	-	0.38
Payoff Ratio	1.49	1.15
Profit Factor	2.41	1.38
Common Sense Ratio	3.43	1.79
CPC Index	2.39	0.9
Tail Ratio	1.42	1.3
Outlier Win Ratio	1.73	20.74
Outlier Loss Ratio	1.4	15.62
MTD	0.07%	-0.19%
3M	5.38%	-0.66%
6M	12.37%	0.39%
YTD	12.37%	0.39%
1Y	12.37%	0.39%
3Y (ann.)	28.83%	0.84%
5Y (ann.)	28.83%	0.84%
10Y (ann.)	28.83%	0.84%
All-time (ann.)	28.83%	0.84%
Best Day	1.07%	0.2%
Worst Day	-0.71%	-0.02%
Best Month	4.72%	0.57%
Worst Month	0.07%	-0.42%
Best Year	12.37%	0.39%
Worst Year	12.37%	0.39%
Avg. Drawdown	-0.4%	-1.01%
Avg. Drawdown Days	4	74
Recovery Factor	6.58	0.38
Ulcer Index	0.01	0.0
Serenity Index	6.53	0.03
Avg. Up Month	2.45%	0.35%
Avg. Down Month	-	-
Win Days	66.38%	56.91%
Win Month	100.0%	57.14%
Win Quarter	100.0%	33.33%
Win Year	100.0%	100.0%
Beta	1.37	-
Alpha	0.23	-
Correlation	12.15%	-
Treynor Ratio	9.0%	-