SAFE[Strategy] vs INav[Benchmark]

11 Nov, 2025 - 25 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	88.0%	100.0%
Cumulative Return	12.17%	12.56%
CAGR﹪	15.73%	16.23%
Sharpe	5.79	7.78
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.09	6.84
Sortino	11.6	21.11
Smart Sortino	10.2	18.55
Sortino/√2	8.2	14.92
Smart Sortino/√2	7.21	13.12
Omega	2.73	2.73
Max Drawdown	-0.2%	-0.12%
Longest DD Days	7	6
Volatility (ann.)	1.38%	1.09%
R^2	0.26	0.26
Information Ratio	-0.02	-0.02
Calmar	80.34	130.03
Skew	0.35	1.36
Kurtosis	1.41	5.3
Expected Daily	0.06%	0.06%
Expected Monthly	1.16%	1.19%
Expected Yearly	5.91%	6.09%
Kelly Criterion	69.89%	83.72%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.08%	-0.05%
Expected Shortfall (cVaR)	-0.08%	-0.05%
Max Consecutive Wins	17	54
Max Consecutive Losses	2	2
Gain/Pain Ratio	5.25	14.15
Gain/Pain (1M)	-	-
Payoff Ratio	1.27	1.49
Profit Factor	6.25	15.15
Common Sense Ratio	13.09	65.38
CPC Index	6.61	20.38
Tail Ratio	2.1	4.32
Outlier Win Ratio	3.73	4.28
Outlier Loss Ratio	1.52	2.6
MTD	0.58%	0.91%
3M	3.55%	3.38%
6M	7.01%	7.47%
YTD	9.65%	10.16%
1Y	12.17%	12.56%
3Y (ann.)	15.73%	16.23%
5Y (ann.)	15.73%	16.23%
10Y (ann.)	15.73%	16.23%
All-time (ann.)	15.73%	16.23%
Best Day	0.4%	0.4%
Worst Day	-0.15%	-0.12%
Best Month	1.74%	1.59%
Worst Month	0.55%	0.57%
Best Year	9.65%	10.16%
Worst Year	2.31%	2.18%
Avg. Drawdown	-0.08%	-0.05%
Avg. Drawdown Days	2	2
Recovery Factor	62.17	100.58
Ulcer Index	0.0	0.0
Serenity Index	140.65	438.07
Avg. Up Month	1.16%	1.19%
Avg. Down Month	-	-
Win Days	83.14%	90.26%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.65	-
Alpha	0.05	-
Correlation	51.19%	-
Treynor Ratio	7.93%	-