SAFE[Strategy] vs INav[Benchmark]

3 Nov, 2025 - 12 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	87.0%	97.0%
Cumulative Return	1.73%	1.8%
CAGR﹪	17.37%	18.16%
Sharpe	5.46	6.58
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.33	6.43
Sortino	13.93	18.97
Smart Sortino	13.61	18.53
Sortino/√2	9.85	13.41
Smart Sortino/√2	9.62	13.1
Omega	2.81	2.81
Max Drawdown	-0.09%	-0.06%
Longest DD Days	3	3
Volatility (ann.)	1.49%	1.33%
R^2	0.72	0.72
Information Ratio	-0.05	-0.05
Calmar	189.24	302.58
Skew	1.53	2.14
Kurtosis	4.85	8.63
Expected Daily	0.06%	0.06%
Expected Monthly	0.86%	0.9%
Expected Yearly	1.73%	1.8%
Kelly Criterion	68.11%	71.67%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.1%	-0.08%
Expected Shortfall (cVaR)	-0.1%	-0.08%
Max Consecutive Wins	5	9
Max Consecutive Losses	1	1
Gain/Pain Ratio	6.22	9.43
Gain/Pain (1M)	-	-
Payoff Ratio	1.68	3.1
Profit Factor	7.22	10.43
Common Sense Ratio	18.05	28.94
CPC Index	9.71	25.43
Tail Ratio	2.5	2.78
Outlier Win Ratio	3.94	3.8
Outlier Loss Ratio	1.27	2.23
MTD	0.89%	0.94%
3M	1.73%	1.8%
6M	1.73%	1.8%
YTD	1.73%	1.8%
1Y	1.73%	1.8%
3Y (ann.)	17.37%	18.16%
5Y (ann.)	17.37%	18.16%
10Y (ann.)	17.37%	18.16%
All-time (ann.)	17.37%	18.16%
Best Day	0.4%	0.4%
Worst Day	-0.09%	-0.06%
Best Month	0.89%	0.94%
Worst Month	0.83%	0.85%
Best Year	1.73%	1.8%
Worst Year	1.73%	1.8%
Avg. Drawdown	-0.06%	-0.03%
Avg. Drawdown Days	1	2
Recovery Factor	18.8	29.97
Ulcer Index	0.0	0.0
Serenity Index	-409.43	-717.09
Avg. Up Month	0.86%	0.9%
Avg. Down Month	-	-
Win Days	80.0%	78.57%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.95	-
Alpha	0.0	-
Correlation	84.96%	-
Treynor Ratio	-5.54%	-