BNDC[Strategy] vs RUB Inflation[Benchmark]

29 Apr, 2025 - 15 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	22.97%	5.98%
CAGR﹪	23.99%	6.22%
Sharpe	4.49	14.21
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.8	12.06
Sortino	8.05	67.06
Smart Sortino	6.83	56.88
Sortino/√2	5.69	47.42
Smart Sortino/√2	4.83	40.22
Omega	2.15	2.15
Max Drawdown	-1.88%	-0.4%
Longest DD Days	48	63
Volatility (ann.)	4.73%	0.42%
R^2	0.0	0.0
Information Ratio	0.2	0.2
Calmar	12.77	15.55
Skew	0.11	2.25
Kurtosis	0.49	9.86
Expected Daily	0.08%	0.02%
Expected Monthly	1.6%	0.45%
Expected Yearly	10.89%	2.94%
Kelly Criterion	35.46%	85.57%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.41%	-0.02%
Expected Shortfall (cVaR)	-0.41%	-0.02%
Max Consecutive Wins	12	155
Max Consecutive Losses	5	21
Gain/Pain Ratio	1.15	14.49
Gain/Pain (1M)	-	14.49
Payoff Ratio	1.16	1.45
Profit Factor	2.15	15.49
Common Sense Ratio	2.89	76.75
CPC Index	1.63	20.52
Tail Ratio	1.34	4.96
Outlier Win Ratio	1.86	15.87
Outlier Loss Ratio	1.33	15.46
MTD	0.62%	0.3%
3M	4.57%	2.7%
6M	9.57%	4.34%
YTD	5.14%	3.28%
1Y	22.97%	5.98%
3Y (ann.)	23.99%	6.22%
5Y (ann.)	23.99%	6.22%
10Y (ann.)	23.99%	6.22%
All-time (ann.)	23.99%	6.22%
Best Day	1.07%	0.2%
Worst Day	-0.71%	-0.02%
Best Month	4.72%	1.62%
Worst Month	0.07%	-0.4%
Best Year	16.96%	3.28%
Worst Year	5.14%	2.61%
Avg. Drawdown	-0.4%	-0.4%
Avg. Drawdown Days	4	63
Recovery Factor	12.23	14.94
Ulcer Index	0.0	0.0
Serenity Index	17.69	8.1
Avg. Up Month	1.59%	0.52%
Avg. Down Month	-	-
Win Days	65.38%	91.46%
Win Month	100.0%	92.31%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.22	-
Alpha	0.23	-
Correlation	-1.91%	-
Treynor Ratio	-105.78%	-