SAFE[Strategy] vs INav[Benchmark]

6 Nov, 2025 - 16 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	93.0%	99.0%
Cumulative Return	6.1%	5.87%
CAGR﹪	18.1%	17.38%
Sharpe	7.22	8.64
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	6.26	7.49
Sortino	16.5	32.54
Smart Sortino	14.29	28.18
Sortino/√2	11.67	23.01
Smart Sortino/√2	10.1	19.93
Omega	3.71	3.71
Max Drawdown	-0.15%	-0.06%
Longest DD Days	3	3
Volatility (ann.)	1.5%	1.18%
R^2	0.38	0.38
Information Ratio	0.03	0.03
Calmar	122.45	289.69
Skew	0.66	2.1
Kurtosis	2.14	7.18
Expected Daily	0.07%	0.07%
Expected Monthly	1.19%	1.15%
Expected Yearly	3.01%	2.9%
Kelly Criterion	75.8%	88.89%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.09%	-0.05%
Expected Shortfall (cVaR)	-0.09%	-0.05%
Max Consecutive Wins	17	44
Max Consecutive Losses	1	1
Gain/Pain Ratio	6.85	23.08
Gain/Pain (1M)	-	-
Payoff Ratio	1.69	1.8
Profit Factor	7.85	24.08
Common Sense Ratio	19.99	190.07
CPC Index	11.23	40.29
Tail Ratio	2.55	7.89
Outlier Win Ratio	3.95	4.87
Outlier Loss Ratio	1.42	2.49
MTD	0.67%	0.72%
3M	4.24%	4.02%
6M	6.1%	5.87%
YTD	3.43%	3.4%
1Y	6.1%	5.87%
3Y (ann.)	18.1%	17.38%
5Y (ann.)	18.1%	17.38%
10Y (ann.)	18.1%	17.38%
All-time (ann.)	18.1%	17.38%
Best Day	0.4%	0.4%
Worst Day	-0.15%	-0.06%
Best Month	1.74%	1.59%
Worst Month	0.67%	0.72%
Best Year	3.43%	3.4%
Worst Year	2.59%	2.4%
Avg. Drawdown	-0.07%	-0.04%
Avg. Drawdown Days	2	2
Recovery Factor	41.3	97.9
Ulcer Index	0.0	0.0
Serenity Index	-44.26	-306.63
Avg. Up Month	1.19%	1.15%
Avg. Down Month	-	-
Win Days	84.81%	92.86%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.78	-
Alpha	0.04	-
Correlation	61.53%	-
Treynor Ratio	-1.14%	-