SILA[Strategy] vs INav[Benchmark]

11 Nov, 2025 - 25 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	97.0%	97.0%
Cumulative Return	1.63%	1.64%
CAGR﹪	14.33%	14.44%
Sharpe	7.8	9.63
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	5.73	7.08
Sortino	21.06	76.18
Smart Sortino	15.48	56.01
Sortino/√2	14.89	53.87
Smart Sortino/√2	10.95	39.61
Omega	4.07	4.07
Max Drawdown	-0.02%	-
Longest DD Days	-	-
Volatility (ann.)	0.71%	0.59%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	723.74	-
Skew	0.55	1.56
Kurtosis	-0.21	0.91
Expected Daily	0.05%	0.05%
Expected Monthly	0.81%	0.82%
Expected Yearly	1.63%	1.64%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.01%
Expected Shortfall (cVaR)	-0.03%	-0.01%
Max Consecutive Wins	7	32
Max Consecutive Losses	1	0
Gain/Pain Ratio	23.41	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	24.41	-
Common Sense Ratio	216.9	-
CPC Index	-	-
Tail Ratio	8.89	4.37
Outlier Win Ratio	2.3	2.81
Outlier Loss Ratio	0.38	-
MTD	0.92%	1.0%
3M	1.63%	1.64%
6M	1.63%	1.64%
YTD	1.63%	1.64%
1Y	1.63%	1.64%
3Y (ann.)	14.33%	14.44%
5Y (ann.)	14.33%	14.44%
10Y (ann.)	14.33%	14.44%
All-time (ann.)	14.33%	14.44%
Best Day	0.16%	0.13%
Worst Day	-0.02%	0.0%
Best Month	0.92%	1.0%
Worst Month	0.7%	0.64%
Best Year	1.63%	1.64%
Worst Year	1.63%	1.64%
Avg. Drawdown	-0.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	82.2	-
Ulcer Index	0.0	0.0
Serenity Index	-3816.7	-
Avg. Up Month	0.81%	0.82%
Avg. Down Month	-	-
Win Days	84.38%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.06	-
Alpha	0.13	-
Correlation	-4.95%	-
Treynor Ratio	89.15%	-