SAFE[Strategy] vs INav[Benchmark]

11 Nov, 2025 - 13 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	88.0%	100.0%
Cumulative Return	7.87%	8.34%
CAGR﹪	16.31%	17.32%
Sharpe	6.09	8.93
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.25	7.71
Sortino	12.73	34.04
Smart Sortino	10.99	29.39
Sortino/√2	9.0	24.07
Smart Sortino/√2	7.77	20.78
Omega	2.94	2.94
Max Drawdown	-0.15%	-0.06%
Longest DD Days	6	3
Volatility (ann.)	1.44%	1.08%
R^2	0.29	0.29
Information Ratio	-0.04	-0.04
Calmar	110.36	288.58
Skew	0.54	2.03
Kurtosis	2.01	7.3
Expected Daily	0.06%	0.07%
Expected Monthly	1.09%	1.15%
Expected Yearly	3.86%	4.09%
Kelly Criterion	73.17%	92.23%
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	54
Max Consecutive Losses	1	1
Gain/Pain Ratio	5.72	28.43
Gain/Pain (1M)	-	-
Payoff Ratio	1.64	1.73
Profit Factor	6.72	29.43
Common Sense Ratio	15.94	80443.04
CPC Index	9.19	48.29
Tail Ratio	2.37	2733.1
Outlier Win Ratio	4.12	4.93
Outlier Loss Ratio	1.37	2.15
MTD	0.23%	0.56%
3M	3.33%	3.87%
6M	7.87%	8.28%
YTD	5.44%	6.03%
1Y	7.87%	8.34%
3Y (ann.)	16.31%	17.32%
5Y (ann.)	16.31%	17.32%
10Y (ann.)	16.31%	17.32%
All-time (ann.)	16.31%	17.32%
Best Day	0.4%	0.4%
Worst Day	-0.15%	-0.06%
Best Month	1.74%	1.59%
Worst Month	0.23%	0.56%
Best Year	5.44%	6.03%
Worst Year	2.31%	2.18%
Avg. Drawdown	-0.07%	-0.05%
Avg. Drawdown Days	2	2
Recovery Factor	53.25	138.93
Ulcer Index	0.0	0.0
Serenity Index	28.37	430.39
Avg. Up Month	1.09%	1.15%
Avg. Down Month	-	-
Win Days	83.33%	95.08%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.71	-
Alpha	0.04	-
Correlation	53.54%	-
Treynor Ratio	1.22%	-