SILA[Strategy] vs INav[Benchmark]

14 Nov, 2025 - 13 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	95.0%	95.0%
Cumulative Return	6.5%	6.64%
CAGR﹪	13.61%	13.92%
Sharpe	8.03	6.83
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	5.46	4.64
Sortino	26.65	61.14
Smart Sortino	18.12	41.58
Sortino/√2	18.84	43.23
Smart Sortino/√2	12.81	29.4
Omega	4.77	4.77
Max Drawdown	-0.03%	-
Longest DD Days	-	-
Volatility (ann.)	0.79%	0.97%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	477.37	-
Skew	1.08	5.02
Kurtosis	1.42	37.6
Expected Daily	0.05%	0.05%
Expected Monthly	0.9%	0.92%
Expected Yearly	3.2%	3.27%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.05%
Expected Shortfall (cVaR)	-0.03%	-0.05%
Max Consecutive Wins	16	43
Max Consecutive Losses	1	0
Gain/Pain Ratio	38.33	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	39.33	-
Common Sense Ratio	604.44	-
CPC Index	-	-
Tail Ratio	15.37	2470344185629680.5
Outlier Win Ratio	2.75	3.07
Outlier Loss Ratio	0.72	-
MTD	0.3%	0.46%
3M	3.18%	3.17%
6M	6.5%	6.64%
YTD	4.6%	4.86%
1Y	6.5%	6.64%
3Y (ann.)	13.61%	13.92%
5Y (ann.)	13.61%	13.92%
10Y (ann.)	13.61%	13.92%
All-time (ann.)	13.61%	13.92%
Best Day	0.25%	0.56%
Worst Day	-0.03%	0.0%
Best Month	1.3%	1.16%
Worst Month	0.3%	0.46%
Best Year	4.6%	4.86%
Worst Year	1.81%	1.7%
Avg. Drawdown	-0.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	227.81	-
Ulcer Index	0.0	0.0
Serenity Index	-598.52	-
Avg. Up Month	0.9%	0.92%
Avg. Down Month	-	-
Win Days	89.47%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.0	-
Alpha	0.13	-
Correlation	-0.61%	-
Treynor Ratio	100.93%	-