BNDC[Strategy] vs RUB Inflation[Benchmark]

29 Apr, 2025 - 28 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	28.45%	8.01%
CAGR﹪	20.69%	5.96%
Sharpe	3.72	15.32
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	2.92	12.01
Sortino	6.38	75.8
Smart Sortino	5.0	59.46
Sortino/√2	4.51	53.6
Smart Sortino/√2	3.54	42.04
Omega	1.91	1.91
Max Drawdown	-1.88%	-0.4%
Longest DD Days	48	63
Volatility (ann.)	5.0%	0.37%
R^2	0.0	0.0
Information Ratio	0.16	0.16
Calmar	11.01	14.9
Skew	0.05	2.39
Kurtosis	0.55	11.98
Expected Daily	0.07%	0.02%
Expected Monthly	1.48%	0.45%
Expected Yearly	13.33%	3.93%
Kelly Criterion	32.09%	89.11%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.44%	-0.02%
Expected Shortfall (cVaR)	-0.44%	-0.02%
Max Consecutive Wins	12	249
Max Consecutive Losses	5	21
Gain/Pain Ratio	0.91	19.24
Gain/Pain (1M)	152.8	19.24
Payoff Ratio	1.18	1.31
Profit Factor	1.91	20.24
Common Sense Ratio	2.5	100.31
CPC Index	1.42	24.89
Tail Ratio	1.31	4.96
Outlier Win Ratio	1.88	17.66
Outlier Loss Ratio	1.35	16.52
MTD	0.41%	0.49%
3M	2.73%	1.93%
6M	7.36%	2.84%
YTD	9.82%	5.27%
1Y	14.29%	6.9%
3Y (ann.)	20.69%	5.96%
5Y (ann.)	20.69%	5.96%
10Y (ann.)	20.69%	5.96%
All-time (ann.)	20.69%	5.96%
Best Day	1.07%	0.2%
Worst Day	-0.88%	-0.02%
Best Month	4.72%	1.62%
Worst Month	-0.17%	-0.4%
Best Year	16.96%	5.27%
Worst Year	9.82%	2.61%
Avg. Drawdown	-0.39%	-0.4%
Avg. Drawdown Days	5	63
Recovery Factor	15.14	20.04
Ulcer Index	0.0	0.0
Serenity Index	21.66	13.55
Avg. Up Month	1.58%	0.48%
Avg. Down Month	-	-
Win Days	63.27%	93.82%
Win Month	94.12%	94.12%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.3	-
Alpha	0.2	-
Correlation	-2.25%	-
Treynor Ratio	-94.05%	-