SAFE[Strategy] vs INav[Benchmark]

11 Nov, 2025 - 16 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	90.0%	100.0%
Cumulative Return	14.76%	14.84%
CAGR﹪	15.97%	16.07%
Sharpe	5.62	7.93
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	4.77	6.74
Sortino	10.92	21.88
Smart Sortino	9.28	18.58
Sortino/√2	7.72	15.47
Smart Sortino/√2	6.56	13.14
Omega	2.59	2.59
Max Drawdown	-0.2%	-0.12%
Longest DD Days	7	6
Volatility (ann.)	1.44%	1.03%
R^2	0.24	0.24
Information Ratio	-0.0	-0.0
Calmar	81.58	128.7
Skew	0.21	1.4
Kurtosis	0.83	5.82
Expected Daily	0.06%	0.06%
Expected Monthly	1.15%	1.16%
Expected Yearly	7.12%	7.16%
Kelly Criterion	65.46%	85.87%
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	2	2
Gain/Pain Ratio	4.59	16.24
Gain/Pain (1M)	-	-
Payoff Ratio	1.18	1.55
Profit Factor	5.59	17.24
Common Sense Ratio	13.1	126.32
CPC Index	5.34	24.39
Tail Ratio	2.34	7.33
Outlier Win Ratio	3.44	4.3
Outlier Loss Ratio	1.43	2.59
MTD	0.65%	0.58%
3M	3.49%	3.54%
6M	7.39%	7.33%
YTD	12.17%	12.4%
1Y	14.76%	14.84%
3Y (ann.)	15.97%	16.07%
5Y (ann.)	15.97%	16.07%
10Y (ann.)	15.97%	16.07%
All-time (ann.)	15.97%	16.07%
Best Day	0.4%	0.4%
Worst Day	-0.16%	-0.12%
Best Month	1.74%	1.59%
Worst Month	0.55%	0.57%
Best Year	12.17%	12.4%
Worst Year	2.31%	2.18%
Avg. Drawdown	-0.08%	-0.04%
Avg. Drawdown Days	2	2
Recovery Factor	75.36	118.88
Ulcer Index	0.0	0.0
Serenity Index	188.36	700.51
Avg. Up Month	1.15%	1.16%
Avg. Down Month	-	-
Win Days	81.34%	91.42%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.69	-
Alpha	0.05	-
Correlation	49.03%	-
Treynor Ratio	11.3%	-