SILA[Strategy] vs INav[Benchmark]

11 Nov, 2025 - 10 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	94.0%
Cumulative Return	3.4%	3.42%
CAGR﹪	14.37%	14.43%
Sharpe	8.87	6.11
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	6.17	4.25
Sortino	30.65	62.62
Smart Sortino	21.33	43.58
Sortino/√2	21.67	44.28
Smart Sortino/√2	15.08	30.81
Omega	5.68	5.68
Max Drawdown	-0.02%	-
Longest DD Days	-	-
Volatility (ann.)	0.82%	1.2%
R^2	0.0	0.0
Information Ratio	-0.0	-0.0
Calmar	725.67	-
Skew	1.18	5.1
Kurtosis	2.39	32.42
Expected Daily	0.06%	0.06%
Expected Monthly	0.84%	0.84%
Expected Yearly	1.69%	1.69%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.07%
Expected Shortfall (cVaR)	-0.03%	-0.07%
Max Consecutive Wins	16	35
Max Consecutive Losses	1	0
Gain/Pain Ratio	34.19	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	35.19	-
Common Sense Ratio	491.17	-
CPC Index	-	-
Tail Ratio	13.96	-
Outlier Win Ratio	3.81	4.51
Outlier Loss Ratio	0.81	-
MTD	0.43%	0.44%
3M	3.4%	3.42%
6M	3.4%	3.42%
YTD	1.36%	1.58%
1Y	3.4%	3.42%
3Y (ann.)	14.37%	14.43%
5Y (ann.)	14.37%	14.43%
10Y (ann.)	14.37%	14.43%
All-time (ann.)	14.37%	14.43%
Best Day	0.25%	0.56%
Worst Day	-0.02%	0.0%
Best Month	1.3%	1.16%
Worst Month	0.43%	0.44%
Best Year	2.01%	1.81%
Worst Year	1.36%	1.58%
Avg. Drawdown	-0.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	171.91	-
Ulcer Index	0.0	0.0
Serenity Index	-4318.91	-
Avg. Up Month	0.84%	0.84%
Avg. Down Month	-	-
Win Days	86.44%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.02	-
Alpha	0.14	-
Correlation	2.88%	-
Treynor Ratio	-182.71%	-