SAFE[Strategy] vs INav[Benchmark]

11 Nov, 2025 - 10 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	90.0%	100.0%
Cumulative Return	10.67%	10.73%
CAGR﹪	16.59%	16.7%
Sharpe	6.2	8.11
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.42	7.09
Sortino	12.53	22.59
Smart Sortino	10.96	19.77
Sortino/√2	8.86	15.98
Smart Sortino/√2	7.75	13.98
Omega	2.89	2.89
Max Drawdown	-0.2%	-0.12%
Longest DD Days	7	6
Volatility (ann.)	1.42%	1.1%
R^2	0.24	0.24
Information Ratio	-0.0	-0.0
Calmar	84.74	133.75
Skew	0.31	1.36
Kurtosis	1.41	5.35
Expected Daily	0.06%	0.06%
Expected Monthly	1.13%	1.14%
Expected Yearly	5.2%	5.23%
Kelly Criterion	68.79%	85.53%
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	1
Gain/Pain Ratio	5.38	15.4
Gain/Pain (1M)	-	-
Payoff Ratio	1.22	1.46
Profit Factor	6.38	16.4
Common Sense Ratio	14.19	78.58
CPC Index	6.42	21.9
Tail Ratio	2.23	4.79
Outlier Win Ratio	3.76	4.49
Outlier Loss Ratio	1.5	2.4
MTD	0.64%	0.38%
3M	3.6%	3.77%
6M	7.78%	7.97%
YTD	8.17%	8.38%
1Y	10.67%	10.73%
3Y (ann.)	16.59%	16.7%
5Y (ann.)	16.59%	16.7%
10Y (ann.)	16.59%	16.7%
All-time (ann.)	16.59%	16.7%
Best Day	0.4%	0.4%
Worst Day	-0.15%	-0.12%
Best Month	1.74%	1.59%
Worst Month	0.55%	0.38%
Best Year	8.17%	8.38%
Worst Year	2.31%	2.18%
Avg. Drawdown	-0.08%	-0.05%
Avg. Drawdown Days	2	2
Recovery Factor	54.48	85.98
Ulcer Index	0.0	0.0
Serenity Index	102.94	299.32
Avg. Up Month	1.13%	1.14%
Avg. Down Month	-	-
Win Days	82.88%	91.41%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.64	-
Alpha	0.06	-
Correlation	49.33%	-
Treynor Ratio	5.74%	-