BNDC[Strategy] vs RUB Inflation[Benchmark]

29 Apr, 2025 - 28 Nov, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	15.89%	2.29%
CAGR﹪	28.75%	3.96%
Sharpe	5.08	11.38
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	4.25	9.53
Sortino	9.44	32.86
Smart Sortino	7.91	27.53
Sortino/√2	6.68	23.24
Smart Sortino/√2	5.59	19.47
Omega	2.36	2.36
Max Drawdown	-1.88%	-0.4%
Longest DD Days	48	63
Volatility (ann.)	4.69%	0.32%
R^2	0.0	0.0
Information Ratio	0.27	0.27
Calmar	15.3	9.91
Skew	0.12	4.45
Kurtosis	0.68	45.66
Expected Daily	0.09%	0.01%
Expected Monthly	1.86%	0.28%
Expected Yearly	15.89%	2.29%
Kelly Criterion	38.19%	74.25%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.39%	-0.02%
Expected Shortfall (cVaR)	-0.39%	-0.02%
Max Consecutive Wins	12	70
Max Consecutive Losses	5	21
Gain/Pain Ratio	1.36	5.66
Gain/Pain (1M)	-	5.66
Payoff Ratio	1.21	1.1
Profit Factor	2.36	6.66
Common Sense Ratio	3.44	8.63
CPC Index	1.89	6.31
Tail Ratio	1.45	1.3
Outlier Win Ratio	1.68	20.6
Outlier Loss Ratio	1.37	15.6
MTD	1.69%	0.43%
3M	3.12%	1.24%
6M	14.02%	1.7%
YTD	15.89%	2.29%
1Y	15.89%	2.29%
3Y (ann.)	28.75%	3.96%
5Y (ann.)	28.75%	3.96%
10Y (ann.)	28.75%	3.96%
All-time (ann.)	28.75%	3.96%
Best Day	1.07%	0.2%
Worst Day	-0.71%	-0.02%
Best Month	4.72%	0.57%
Worst Month	0.07%	-0.4%
Best Year	15.89%	2.29%
Worst Year	15.89%	2.29%
Avg. Drawdown	-0.39%	-0.4%
Avg. Drawdown Days	5	63
Recovery Factor	8.46	5.73
Ulcer Index	0.01	0.0
Serenity Index	9.12	1.5
Avg. Up Month	1.87%	0.38%
Avg. Down Month	-	-
Win Days	66.22%	86.54%
Win Month	100.0%	87.5%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.14	-
Alpha	0.23	-
Correlation	0.93%	-
Treynor Ratio	116.15%	-